UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-04146
JOHN HANCOCK VARIABLE INSURANCE TRUST
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(Exact name of registrant as specified in charter)
601 CONGRESS STREET, BOSTON, MA 02210-2805
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(Address of principal executive offices) (Zip code)
MICHAEL J. LEARY, 601 CONGRESS STREET, BOSTON, MA 02210-2805
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(Name and address of agent for service)
Registrant's telephone number, including area code: (617) 663-4490
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Date of fiscal year end: 12/31
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Date of reporting period: 6/30/11 -------
ITEM 1. REPORTS TO STOCKHOLDERS.
The Registrant prepared four semiannual reports to shareholders for the period ended June 30, 2011. The first report applies to 65 of the Registrant’s portfolios, the second report applies to 16 of the Registrant’s portfolios, the third report applies to 13 of the Registrant’s portfolios and the fourth report applies to 5 of the Registrant’s portfolios.
![](https://capedge.com/proxy/N-CSRS/0001145443-11-000864/d28426_altfrontcover.jpg)
Semiannual Report — Table of Contents
Sector Weightings | 3 | |
Shareholder Expense Example | 9 | |
Summary Portfolio of Investments (See below for each Portfolio’s page #) | 18 | |
Statements of Assets and Liabilities | 69 | |
Statements of Operations | 86 | |
Statements of Changes in Net Assets | 103 | |
Financial Highlights | 114 | |
Notes to Financial Statements | 140 | |
Special Shareholder Meeting | 193 | |
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees | 194 | |
For More Information | 219 |
Portfolio | Summary Portfolio of Investments | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
All Cap Core Trust | 18 | |||||||||
All Cap Value Trust | 18 | |||||||||
Alpha Opportunities Trust | 19 | |||||||||
American Asset Allocation Trust | 20 | |||||||||
American Blue Chip Income and Growth Trust | 21 | |||||||||
American Bond Trust | 21 | |||||||||
American Fundamental Holdings Trust | 21 | |||||||||
American Global Diversification Trust | 21 | |||||||||
American Global Growth Trust | 21 | |||||||||
American Global Small Capitalization Trust | 21 | |||||||||
American Growth Trust | 22 | |||||||||
American Growth-Income Trust | 22 | |||||||||
American High-Income Bond Trust | 22 | |||||||||
American International Trust | 22 | |||||||||
American New World Trust | 22 | |||||||||
Balanced Trust | 22 | |||||||||
Blue Chip Growth Trust | 24 | |||||||||
Capital Appreciation Trust | 25 | |||||||||
Capital Appreciation Value Trust | 26 | |||||||||
Core Allocation Trust | 27 | |||||||||
Core Allocation Plus Trust | 27 | |||||||||
Core Disciplined Diversification Trust | 29 | |||||||||
Core Diversified Growth & Income Trust | 29 | |||||||||
Core Fundamental Holdings Trust | 30 | |||||||||
Core Global Diversification Trust | 30 | |||||||||
Disciplined Diversification Trust | 30 | |||||||||
Emerging Markets Value Trust | 31 | |||||||||
Equity-Income Trust | 33 | |||||||||
Financial Services Trust | 34 | |||||||||
Franklin Templeton Founding Allocation Trust | 35 | |||||||||
Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | 35 | |||||||||
Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | 36 | |||||||||
Fundamental Value Trust | 36 | |||||||||
Global Trust | 37 | |||||||||
Growth Equity Trust | 38 | |||||||||
Health Sciences Trust | 39 | |||||||||
Heritage Trust | 40 | |||||||||
International Core Trust | 42 | |||||||||
International Growth Stock Trust | 43 | |||||||||
International Opportunities Trust | 44 | |||||||||
International Small Company Trust | 45 | |||||||||
International Value Trust | 46 | |||||||||
Large Cap Trust | 47 | |||||||||
Lifestyle Balanced PS Series | 48 | |||||||||
Lifestyle Conservative PS Series | 49 | |||||||||
Lifestyle Growth PS Series | 49 | |||||||||
Lifestyle Moderate PS Series | 50 | |||||||||
Mid Cap Stock Trust | 51 | |||||||||
Mid Cap Value Equity Trust | 51 | |||||||||
Mid Value Trust | 52 | |||||||||
Mutual Shares Trust | 53 | |||||||||
Natural Resources Trust | 55 | |||||||||
Real Estate Securities Trust | 56 | |||||||||
Science & Technology Trust | 57 | |||||||||
Small Cap Growth Trust | 57 | |||||||||
Small Cap Opportunities Trust | 58 | |||||||||
Small Cap Value Trust | 59 | |||||||||
Small Company Growth Trust | 60 | |||||||||
Small Company Value Trust | 61 | |||||||||
Smaller Company Growth Trust | 62 | |||||||||
Strategic Allocation Trust | 63 | |||||||||
U.S. Equity Trust (formerly U.S. Multi Sector Trust) | 64 | |||||||||
Utilities Trust | 65 | |||||||||
Value Trust | 66 | |||||||||
Value & Restructuring Trust | 67 |
Sector Weightings
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 17.56 | |||||
Financials | 14.40 | |||||
Health Care | 13.95 | |||||
Energy | 12.64 | |||||
Consumer Discretionary | 11.93 | |||||
Industrials | 10.85 | |||||
Consumer Staples | 6.42 | |||||
Materials | 5.14 | |||||
Telecommunication Services | 3.75 | |||||
Utilities | 2.64 | |||||
Short-Term and Other | 0.72 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Health Care | 21.25 | |||||
Energy | 18.47 | |||||
Financials | 15.77 | |||||
Industrials | 11.48 | |||||
Consumer Discretionary | 10.00 | |||||
Consumer Staples | 7.24 | |||||
Materials | 6.10 | |||||
Information Technology | 6.09 | |||||
Utilities | 1.30 | |||||
Short-Term and Other | 2.30 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 21.32 | |||||
Consumer Discretionary | 15.57 | |||||
Health Care | 13.25 | |||||
Industrials | 11.28 | |||||
Energy | 9.52 | |||||
Financials | 9.24 | |||||
Consumer Staples | 7.60 | |||||
Materials | 6.12 | |||||
Telecommunication Services | 0.66 | |||||
Utilities | 0.34 | |||||
Investment Companies | 0.20 | |||||
Short-Term and Other | 4.90 |
Equity sector weightings** | | % of Total | ||||
---|---|---|---|---|---|---|
Bonds | 21.1 | |||||
Information Technology | 11.5 | |||||
Financials | 10.4 | |||||
Consumer Discretionary | 9.5 | |||||
Health Care | 9.5 | |||||
Energy | 9.3 | |||||
Materials | 8.5 | |||||
Industrials | 7.4 | |||||
Consumer Staples | 4.7 | |||||
Telecommunication Services | 1.9 | |||||
Utilities | 1.4 | |||||
Other (cash & equivalents) | 4.9 |
Equity sector weightings** | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 20.3 | |||||
Industrials | 13.1 | |||||
Consumer Discretionary | 11.4 | |||||
Consumer Staples | 10.8 | |||||
Health Care | 10.5 | |||||
Financials | 10.1 | |||||
Energy | 9.3 | |||||
Telecommunication Services | 5.1 | |||||
Utilities | 1.8 | |||||
Materials | 1.5 | |||||
Other (cash & equivalents) | 6.1 |
Fixed-income portfolio summary** | | % of Total | ||||
---|---|---|---|---|---|---|
Mortgage-backed securities | 33.7 | |||||
U.S. Treasuries | 25.2 | |||||
Corporate bonds | 23.4 | |||||
Non-U.S. government bonds | 6.6 | |||||
Government agency securities | 4.5 | |||||
Municipal securities | 0.4 | |||||
Asset-backed obligations | 0.1 |
Sector weightings* | | % of Total | ||||
---|---|---|---|---|---|---|
Income | 39.7 | |||||
Growth | 23.6 | |||||
Growth & Income | 23.6 | |||||
Aggressive Growth | 13.1 |
Sector weightings* | | % of Total | ||||
---|---|---|---|---|---|---|
Growth | 40.8 | |||||
Income | 34.5 | |||||
Aggressive Growth | 24.7 |
Equity sector weightings** | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Discretionary | 17.8 | |||||
Financials | 15.4 | |||||
Health Care | 11.6 | |||||
Information Technology | 11.1 | |||||
Consumer Staples | 10.1 | |||||
Industrials | 9.5 | |||||
Energy | 8.0 | |||||
Materials | 5.5 | |||||
Telecommunication Services | 4.4 | |||||
Utilities | 1.6 | |||||
Other (cash & equivalents) | 5.0 |
Equity sector weightings** | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Discretionary | 18.8 | |||||
Industrials | 15.3 | |||||
Information Technology | 14.4 | |||||
Health Care | 10.8 | |||||
Materials | 10.1 | |||||
Energy | 8.0 | |||||
Financials | 6.9 | |||||
Utilities | 3.3 | |||||
Consumer Staples | 2.1 | |||||
Telecommunication Services | 1.7 | |||||
Other (cash & equivalents) | 8.6 |
Equity sector weightings** | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Discretionary | 19.8 | |||||
Information Technology | 14.1 | |||||
Financials | 13.9 | |||||
Energy | 13.8 | |||||
Health Care | 10.3 | |||||
Materials | 8.9 | |||||
Industrials | 8.7 | |||||
Consumer Staples | 3.5 | |||||
Telecommunication Services | 1.8 | |||||
Utilities | 0.4 | |||||
Other (cash & equivalents) | �� | 4.9 |
Equity sector weightings** | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 20.7 | |||||
Consumer Discretionary | 13.8 | |||||
Industrials | 13.8 | |||||
Energy | 10.5 | |||||
Health Care | 9.4 | |||||
Consumer Staples | 8.1 | |||||
Financials | 7.4 | |||||
Materials | 4.5 | |||||
Telecommunication Services | 4.0 | |||||
Utilities | 1.6 | |||||
Other (cash & equivalents) | 6.3 |
Fixed-income portfolio summary** | | % of Total | ||||
---|---|---|---|---|---|---|
U.S. corporate bonds | 77.6 | |||||
Non-U.S. corporate bonds | 14.3 | |||||
U.S. Treasuries | 0.1 | |||||
Non-U.S. government bonds | 0.1 | |||||
Municipal securities | 0.1 | |||||
Mortgage-backed securities | 0.1 |
Sector Weightings
Equity sector weightings** | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 19.5 | |||||
Industrials | 13.1 | |||||
Health care | 11.7 | |||||
Consumer Discretionary | 11.3 | |||||
Information Technology | 9.7 | |||||
Consumer Staples | 8.7 | |||||
Telecommunication Services | 8.2 | |||||
Materials | 5.7 | |||||
Energy | 5.2 | |||||
Utilities | 2.5 | |||||
Bonds | 0.1 | |||||
Other (cash & equivalents) | 4.3 |
Equity sector weightings** | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Staples | 16.3 | |||||
Consumer Discretionary | 11.2 | |||||
Financials | 10.6 | |||||
Bonds | 8.9 | |||||
Industrials | 8.5 | |||||
Health Care | 8.1 | |||||
Information Technology | 7.3 | |||||
Materials | 7.1 | |||||
Energy | 6.9 | |||||
Telecommunication Services | 5.4 | |||||
Utilities | 1.4 | |||||
Other (cash & equivalents) | 8.4 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 14.35 | |||||
U.S. Government Agency | 13.03 | |||||
Consumer Discretionary | 12.23 | |||||
Information Technology | 10.87 | |||||
Industrials | 10.12 | |||||
U.S. Government | 8.89 | |||||
Energy | 7.70 | |||||
Health Care | �� | 5.79 | ||||
Materials | 4.10 | |||||
Consumer Staples | 3.76 | |||||
Utilities | 3.03 | |||||
Telecommunications | 2.73 | |||||
Collateralized Mortgage Obligations | 0.97 | |||||
Asset Backed Securities | 0.57 | |||||
Foreign Government Obligations | 0.51 | |||||
Municipal Bonds | 0.22 | |||||
Investment Companies | 0.01 | |||||
Short-Term and Other | 1.12 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 28.82 | |||||
Consumer Discretionary | 21.24 | |||||
Industrials | 16.96 | |||||
Financials | 9.28 | |||||
Energy | 8.67 | |||||
Health Care | 8.12 | |||||
Materials | 4.01 | |||||
Telecommunication Services | 1.79 | |||||
Consumer Staples | 0.32 | |||||
Short-Term and Other | 0.79 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 33.13 | |||||
Consumer Discretionary | 25.02 | |||||
Health Care | 12.41 | |||||
Industrials | 8.23 | |||||
Consumer Staples | 6.14 | |||||
Energy | 5.98 | |||||
Materials | 3.56 | |||||
Financials | 2.99 | |||||
Telecommunication Services | 1.34 | |||||
Short-Term and Other | 1.20 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Discretionary | 17.51 | |||||
Financials | 13.26 | |||||
Information Technology | 12.49 | |||||
Consumer Staples | 11.86 | |||||
Industrials | 10.55 | |||||
Energy | 9.45 | |||||
Health Care | 8.73 | |||||
Telecommunication Services | 3.91 | |||||
Materials | 2.16 | |||||
Utilities | 1.02 | |||||
Short-Term and Other | 9.06 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Moderate Allocation | 59.95 | |||||
Intermediate Bond | 12.55 | |||||
U.S. Large Cap | 11.69 | |||||
International Large Cap | 8.77 | |||||
U.S. Mid Cap | 5.76 | |||||
U.S. Small Cap | 1.30 | |||||
Other | (0.02 | ) |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 13.05 | |||||
Information Technology | 11.85 | |||||
Consumer Discretionary | 10.09 | |||||
Industrials | 7.71 | |||||
Health Care | 7.43 | |||||
Energy | 6.34 | |||||
U.S. Government | 6.19 | |||||
Consumer Staples | 5.27 | |||||
U.S. Government Agency | 5.27 | |||||
Materials | 2.94 | |||||
Collateralized Mortgage Obligations | 2.80 | |||||
Telecommunications | 2.79 | |||||
Utilities | 2.62 | |||||
Municipal Bonds | 0.92 | |||||
Foreign Government Obligations | 0.26 | |||||
Asset Backed Securities | 0.24 | |||||
Investment Companies | 0.08 | |||||
Short-Term and Other | 15.33 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Moderate Allocation | 59.84 | |||||
Intermediate Bond | 12.53 | |||||
U.S. Large Cap | 12.17 | |||||
International Large Cap | 11.92 | |||||
U.S. Mid Cap | 1.87 | |||||
U.S. Small Cap | 1.69 | |||||
Other | (0.02 | ) |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
American Funds Insurance Series | 60.24 | |||||
U.S. Large Cap | 23.88 | |||||
Intermediate Bond | 11.75 | |||||
International Large Cap | 4.49 | |||||
Other | (0.36 | ) |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
American Funds Insurance Series | 60.02 | |||||
U.S. Large Cap | 18.89 | |||||
Intermediate Bond | 15.82 | |||||
International Large Cap | 5.28 | |||||
Other | (0.01 | ) |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
American Funds Insurance Series | 59.92 | |||||
International Large Cap | 17.27 | |||||
Intermediate Bond | 13.80 | |||||
U.S. Large Cap | 9.02 | |||||
Other | (0.01 | ) |
Sector Weightings
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
U.S. Government Agency | 19.83 | |||||
Financials | 12.37 | |||||
Industrials | 9.16 | |||||
U.S. Government | 9.09 | |||||
Consumer Discretionary | 8.80 | |||||
Information Technology | 8.80 | |||||
Energy | 7.87 | |||||
Health Care | 6.24 | |||||
Materials | 6.12 | |||||
Consumer Staples | 6.10 | |||||
Telecommunication Services | 2.44 | |||||
Utilities | 2.42 | |||||
Short-Term and Other | 0.76 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 34.36 | |||||
Materials | 17.16 | |||||
Energy | 12.38 | |||||
Industrials | 12.12 | |||||
Consumer Discretionary | 7.63 | |||||
Information Technology | 7.08 | |||||
Consumer Staples | 4.67 | |||||
Telecommunication Services | 2.22 | |||||
Utilities | 1.32 | |||||
Health Care | 0.39 | |||||
Short-Term and Other | 0.67 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 19.29 | |||||
Consumer Discretionary | 14.16 | |||||
Energy | 13.18 | |||||
Industrials | 11.71 | |||||
Utilities | 7.85 | |||||
Consumer Staples | 7.55 | |||||
Information Technology | 6.83 | |||||
Materials | 5.77 | |||||
Health Care | 5.53 | |||||
Telecommunication Services | 4.17 | |||||
Short-Term and Other | 3.96 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 82.61 | |||||
Energy | 5.18 | |||||
Industrials | 4.09 | |||||
Information Technology | 3.27 | |||||
Consumer Staples | 2.06 | |||||
Consumer Discretionary | 1.32 | |||||
Materials | 0.88 | |||||
Short-Term and Other | 0.59 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
International | 33.57 | |||||
Large Value | 33.35 | |||||
Conservative Allocation | 33.09 | |||||
Other | (0.01 | ) |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 20.82 | |||||
Consumer Discretionary | 20.66 | |||||
Financials | 16.10 | |||||
Health Care | 12.68 | |||||
Industrials | 8.89 | |||||
Energy | 8.64 | |||||
Consumer Staples | 8.10 | |||||
Materials | 1.90 | |||||
Short-Term and Other | 2.21 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 22.83 | |||||
Health Care | 18.04 | |||||
Consumer Discretionary | 14.77 | |||||
Consumer Staples | 11.68 | |||||
Energy | 10.08 | |||||
Information Technology | 9.45 | |||||
Industrials | 9.33 | |||||
Utilities | 1.04 | |||||
Short-Term and Other | 2.78 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 28.22 | |||||
Consumer Staples | 16.09 | |||||
Energy | 15.00 | |||||
Health Care | 12.05 | |||||
Materials | 6.66 | |||||
Information Technology | 6.05 | |||||
Consumer Discretionary | 5.76 | |||||
Industrials | 5.61 | |||||
Telecommunication Services | 0.29 | |||||
Short-Term and Other | 4.27 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 17.70 | |||||
Health Care | 16.30 | |||||
Consumer Discretionary | 15.54 | |||||
Information Technology | 13.95 | |||||
Industrials | 10.89 | |||||
Energy | 10.66 | |||||
Telecommunication Services | 8.44 | |||||
Consumer Staples | 2.62 | |||||
Materials | 2.07 | |||||
Short-Term and Other | 1.83 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 29.28 | |||||
Industrials | 15.90 | |||||
Consumer Discretionary | 14.78 | |||||
Health Care | 13.14 | |||||
Energy | 10.63 | |||||
Consumer Staples | 5.08 | |||||
Financials | 4.38 | |||||
Materials | 4.29 | |||||
Telecommunication Services | 1.50 | |||||
Short-Term and Other | 1.02 |
Industry Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Biotechnology | 33.43 | |||||
Health Care Providers & Services | 21.27 | |||||
Pharmaceuticals | 17.70 | |||||
Health Care Equipment & Supplies | 14.31 | |||||
Life Sciences Tools & Services | 5.10 | |||||
Health Care Technology | 3.61 | |||||
Food & Staples Retailing | 0.81 | |||||
Chemicals | 0.78 | |||||
Software | 0.73 | |||||
Internet Software & Services | 0.55 | |||||
IT Services | 0.34 | |||||
Short-Term and Other | 1.37 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 20.81 | |||||
Consumer Discretionary | 20.58 | |||||
Industrials | 16.93 | |||||
Health Care | 13.99 | |||||
Energy | 9.04 | |||||
Consumer Staples | 6.38 | |||||
Materials | 5.21 | |||||
Financials | 4.15 | |||||
Telecommunication Services | 1.48 | |||||
Utilities | 0.76 | |||||
Short-Term and Other | 0.67 |
Sector Weightings
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Health Care | 15.27 | |||||
Energy | 13.30 | |||||
Consumer Discretionary | 13.02 | |||||
Industrials | 11.62 | |||||
Financials | 11.36 | |||||
Materials | 9.56 | |||||
Telecommunication Services | 7.72 | |||||
Utilities | 6.06 | |||||
Consumer Staples | 5.00 | |||||
Information Technology | 4.93 | |||||
Short-Term and Other | 2.16 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Discretionary | 18.82 | |||||
Health Care | 12.14 | |||||
Consumer Staples | 11.93 | |||||
Information Technology | 11.15 | |||||
Energy | 10.37 | |||||
Financials | 10.20 | |||||
Industrials | 8.34 | |||||
Materials | 4.41 | |||||
Telecommunication Services | 2.80 | |||||
Utilities | 2.22 | |||||
Short-Term and Other | 7.62 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 19.44 | |||||
Consumer Discretionary | 18.37 | |||||
Industrials | 15.10 | |||||
Information Technology | 14.77 | |||||
Energy | 8.56 | |||||
Materials | 8.18 | |||||
Consumer Staples | 4.82 | |||||
Health Care | 4.32 | |||||
Telecommunication Services | 3.78 | |||||
Short-Term and Other | 2.66 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Industrials | 23.77 | |||||
Consumer Discretionary | 18.85 | |||||
Materials | 14.53 | |||||
Financials | 11.29 | |||||
Information Technology | 10.13 | |||||
Energy | 6.29 | |||||
Consumer Staples | 6.02 | |||||
Health Care | 5.54 | |||||
Utilities | 2.05 | |||||
Telecommunication Services | 0.98 | |||||
Short-Term and Other | 0.55 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 23.65 | |||||
Information Technology | 13.21 | |||||
Telecommunication Services | 12.67 | |||||
Health Care | 11.96 | |||||
Energy | 9.87 | |||||
Consumer Discretionary | 8.45 | |||||
Industrials | 8.27 | |||||
Materials | 3.20 | |||||
Consumer Staples | 3.05 | |||||
Utilities | 2.83 | |||||
Short-Term and Other | 2.84 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 15.69 | |||||
Health Care | 15.61 | |||||
Financials | 14.70 | |||||
Consumer Discretionary | 12.98 | |||||
Industrials | 12.65 | |||||
Energy | 11.14 | |||||
Consumer Staples | 9.18 | |||||
Utilities | 3.57 | |||||
Materials | 1.77 | |||||
Investment Companies | 1.14 | |||||
Short-Term and Other | 1.57 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Intermediate Bond | 49.75 | |||||
Strategic Allocation | 20.10 | |||||
U.S. Large Cap | 15.62 | |||||
International Large Cap | 4.34 | |||||
Emerging Markets | 2.96 | |||||
U.S. Mid Cap | 2.43 | |||||
Large Blend | 2.38 | |||||
U.S. Small Cap | 1.16 | |||||
International Small Cap | 0.49 | |||||
Small Value | 0.44 | |||||
Small Growth | 0.34 | |||||
Other | (0.01 | ) |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Intermediate Bond | 80.48 | |||||
Strategic Allocation | 7.81 | |||||
U.S. Large Cap | 7.60 | |||||
International Large Cap | 2.42 | |||||
U.S. Mid Cap | 0.88 | |||||
Small Value | 0.44 | |||||
U.S. Small Cap | 0.39 | |||||
Other | (0.02 | ) |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Intermediate Bond | 30.00 | |||||
Strategic Allocation | 28.00 | |||||
U.S. Large Cap | 22.12 | |||||
International Large Cap | 6.21 | |||||
Emerging Markets | 3.94 | |||||
Large Blend | 3.30 | |||||
U.S. Mid Cap | 2.82 | |||||
U.S. Small Cap | 2.14 | |||||
International Small Cap | 0.59 | |||||
Small Value | 0.49 | |||||
Small Growth | 0.39 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Intermediate Bond | 59.46 | |||||
Strategic Allocation | 16.21 | |||||
U.S. Large Cap | 13.16 | |||||
International Large Cap | 5.12 | |||||
Large Blend | 2.02 | |||||
U.S. Mid Cap | 1.81 | |||||
U.S. Small Cap | 1.01 | |||||
International Small Cap | 0.51 | |||||
Small Value | 0.40 | |||||
Small Growth | 0.30 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 25.77 | |||||
Consumer Discretionary | 24.76 | |||||
Industrials | 14.18 | |||||
Health Care | 13.97 | |||||
Energy | 8.82 | |||||
Consumer Staples | 5.66 | |||||
Materials | 3.18 | |||||
Financials | 1.67 | |||||
Telecommunication Services | 0.37 | |||||
Short-Term and Other | 1.62 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Industrials | 16.61 | |||||
Financials | 16.07 | |||||
Consumer Discretionary | 12.86 | |||||
Health Care | 11.02 | |||||
Energy | 10.03 | |||||
Materials | 8.24 | |||||
Information Technology | 7.54 | |||||
Utilities | 6.08 | |||||
Consumer Staples | 3.17 | |||||
Telecommunication Services | 2.43 | |||||
Short-Term and Other | 5.95 |
Sector Weightings
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 22.93 | |||||
Consumer Discretionary | 14.96 | |||||
Industrials | 9.37 | |||||
Utilities | 9.13 | |||||
Energy | 9.04 | |||||
Consumer Staples | 7.30 | |||||
Information Technology | 6.95 | |||||
Materials | 6.60 | |||||
Health Care | 6.06 | |||||
Telecommunication Services | 1.94 | |||||
Short-Term and Other | 5.72 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Staples | 21.18 | |||||
Financials | 16.35 | |||||
Health Care | 13.05 | |||||
Consumer Discretionary | 9.02 | |||||
Information Technology | �� | 8.31 | ||||
Energy | 6.95 | |||||
Utilities | 4.98 | |||||
Materials | 4.86 | |||||
Industrials | 4.54 | |||||
Telecommunication Services | 2.76 | |||||
Short-Term and Other | 8.00 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Energy | 55.56 | |||||
Materials | 40.33 | |||||
Industrials | 1.72 | |||||
Utilities | 0.72 | |||||
Short-Term and Other | 1.67 |
Industry Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Retail REITs | 25.16 | |||||
Specialized REITs | 21.81 | |||||
Office REITs | 19.65 | |||||
Residential REITs | 18.02 | |||||
Industrial REITs | 7.79 | |||||
Diversified REITs | 2.91 | |||||
Health Care Providers & Services | 2.70 | |||||
Real Estate Management & Development | 0.94 | |||||
Real Estate Operating Companies | 0.35 | |||||
Short-Term and Other | 0.67 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 86.06 | |||||
Consumer Discretionary | 7.05 | |||||
Health Care | 1.75 | |||||
Industrials | 1.10 | |||||
Materials | 0.74 | |||||
Telecommunication Services | 0.28 | |||||
Short-Term and Other | 3.02 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 27.52 | |||||
Industrials | 20.16 | |||||
Health Care | 18.28 | |||||
Consumer Discretionary | 17.53 | |||||
Energy | 5.86 | |||||
Consumer Staples | 3.58 | |||||
Financials | 2.53 | |||||
Materials | 1.84 | |||||
Telecommunication Services | 0.59 | |||||
Short-Term and Other | 2.11 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 17.88 | |||||
Industrials | 16.23 | |||||
Consumer Discretionary | 16.15 | |||||
Information Technology | 14.43 | |||||
Health Care | 10.91 | |||||
Energy | 9.72 | |||||
Materials | 7.73 | |||||
Consumer Staples | 4.30 | |||||
Telecommunication Services | 0.80 | |||||
Utilities | 0.61 | |||||
Short-Term and Other | 1.24 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Industrials | 22.92 | |||||
Financials | 22.35 | |||||
Consumer Discretionary | 17.31 | |||||
Information Technology | 9.23 | |||||
Health Care | 7.49 | |||||
Utilities | 5.50 | |||||
Energy | 5.14 | |||||
Materials | 4.73 | |||||
Consumer Staples | 1.75 | |||||
Short-Term and Other | 3.58 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 26.29 | |||||
Consumer Discretionary | 17.94 | |||||
Health Care | 15.73 | |||||
Industrials | 14.94 | |||||
Energy | 8.15 | |||||
Financials | 5.37 | |||||
Materials | 5.35 | |||||
Consumer Staples | 2.50 | |||||
Telecommunication Services | 0.84 | |||||
Utilities | 0.75 | |||||
Short-Term and Other | 2.14 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Industrials | 25.50 | |||||
Financials | 21.63 | |||||
Consumer Discretionary | 11.43 | |||||
Materials | 10.74 | |||||
Information Technology | 10.32 | |||||
Energy | 6.49 | |||||
Health Care | 5.83 | |||||
Utilities | 4.24 | |||||
Consumer Staples | 0.87 | |||||
Investment Companies | 0.49 | |||||
Telecommunication Services | 0.41 | |||||
Short-Term and Other | 2.05 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 25.46 | |||||
Industrials | 22.48 | |||||
Health Care | 15.55 | |||||
Consumer Discretionary | 12.42 | |||||
Energy | 7.79 | |||||
Financials | 5.28 | |||||
Telecommunication Services | 3.89 | |||||
Materials | 2.78 | |||||
Consumer Staples | 1.51 | |||||
Investment Companies | 0.40 | |||||
Utilities | 0.22 | |||||
Short-Term and Other | 2.22 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
U.S. Government & Agency Obligations | 29.47 | |||||
U.S. Government | 22.87 | |||||
Financials | 15.15 | |||||
Consumer Staples | 5.21 | |||||
Telecommunication Services | 3.87 | |||||
Consumer Discretionary | 3.43 | |||||
Energy | 2.10 | |||||
Health Care | 2.07 | |||||
Other Assets and Liabilities, net | 15.83 |
Sector Weightings
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Health Care | 27.67 | |||||
Information Technology | 27.14 | |||||
Consumer Staples | 22.95 | |||||
Consumer Discretionary | 6.28 | |||||
Industrials | 4.95 | |||||
Energy | 3.83 | |||||
Telecommunication Services | 1.84 | |||||
Financials | 1.53 | |||||
Materials | 0.97 | |||||
Investment Companies | 0.63 | |||||
Utilities | 0.02 | |||||
Short-Term and Other | 2.19 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Utilities | 52.98 | |||||
Telecommunication Services | 20.53 | |||||
Energy | 14.04 | |||||
Consumer Discretionary | 8.71 | |||||
Financials | 0.39 | |||||
Short-Term and Other | 3.35 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 19.24 | |||||
Consumer Discretionary | 14.51 | |||||
Industrials | 11.49 | |||||
Energy | 9.21 | |||||
Consumer Staples | 8.87 | |||||
Information Technology | 8.32 | |||||
Utilities | 8.31 | |||||
Materials | 7.18 | |||||
Health Care | 4.64 | |||||
Telecommunication Services | 2.62 | |||||
Short-Term and Other | 5.61 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Energy | 23.01 | |||||
Industrials | 19.33 | |||||
Materials | 15.72 | |||||
Financials | 15.22 | |||||
Information Technology | 8.59 | |||||
Health Care | 6.17 | |||||
Consumer Staples | 5.50 | |||||
Telecommunication Services | 4.53 | |||||
Consumer Discretionary | 4.51 | |||||
Short-Term and Other | (2.58 | ) |
* | Top sectors as a percentage of net assets. |
** | For further details on the American Funds Insurance Series holdings, please visit the American Funds website at americanfunds.com/afis. |
Shareholder Expense Example
Beginning Account Value 1/1/2011 | Ending Account Value 6/30/2011 | Expenses Paid During Period1 1/1/2011– 6/30/2011 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
All Cap Core Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,086.40 | $ | 4.45 | 0.86 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.31 | 0.86 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,085.30 | 5.48 | 1.06 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.31 | 1.06 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,086.40 | 4.19 | 0.81 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.06 | 0.81 | % | ||||||||||||||
All Cap Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,057.50 | $ | 4.44 | 0.87 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.36 | 0.87 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,056.40 | 5.46 | 1.07 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.36 | 1.07 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,057.70 | 4.18 | 0.82 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.11 | 0.82 | % | ||||||||||||||
Alpha Opportunities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,052.80 | $ | 5.40 | 1.06 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.31 | 1.06 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,053.40 | 5.14 | 1.01 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.06 | 1.01 | % |
Shareholder Expense Example
Beginning Account Value 1/1/2011 | Ending Account Value 6/30/2011 | Expenses Paid During Period1 1/1/2011– 6/30/2011 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
American Asset Allocation Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,051.80 | $ | 3.15 | 0.62%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.11 | 0.62%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,051.80 | 3.92 | 0.77%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,053.60 | 1.37 | 0.27%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.35 | 0.27%2 | |||||||||||||||
American Blue Chip Income and Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,034.40 | $ | 3.18 | 0.63%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.16 | 0.63%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,033.50 | 3.93 | 0.78%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.91 | 0.78%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,036.20 | 1.41 | 0.28%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.40 | 1.40 | 0.28%2 | |||||||||||||||
American Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,023.20 | $ | 3.11 | 0.62%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.11 | 0.62%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,022.40 | 3.86 | 0.77%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,025.70 | 1.36 | 0.27%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.35 | 0.27%2 | |||||||||||||||
American Fundamental Holdings Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,039.70 | $ | 3.39 | 0.67%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.50 | 3.36 | 0.67%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,038.60 | 4.14 | 0.82%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.11 | 0.82%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,040.60 | 1.62 | 0.32%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.20 | 1.61 | 0.32%2 | |||||||||||||||
American Global Diversification Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,030.70 | $ | 3.37 | 0.67%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.50 | 3.36 | 0.67%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,030.70 | 4.13 | 0.82%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.11 | 0.82%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,033.60 | 1.61 | 0.32%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.20 | 1.61 | 0.32%2 | |||||||||||||||
American Global Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,048.90 | $ | 3.20 | 0.63%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.16 | 0.63%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,048.10 | 3.96 | 0.78%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.91 | 0.78%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,050.80 | 1.42 | 0.28%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.40 | 1.40 | 0.28%2 | |||||||||||||||
American Global Small Capitalization Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,003.90 | $ | 3.23 | 0.65%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.26 | 0.65%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,002.00 | 3.97 | 0.80%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.01 | 0.80%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,004.90 | 1.49 | 0.30%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.30 | 1.51 | 0.30%2 | |||||||||||||||
American Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,058.20 | $ | 3.16 | 0.62%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.11 | 0.62%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,057.10 | 3.93 | 0.77%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,059.70 | 1.38 | 0.27%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.35 | 0.27%2 |
Shareholder Expense Example
Beginning Account Value 1/1/2011 | Ending Account Value 6/30/2011 | Expenses Paid During Period1 1/1/2011– 6/30/2011 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
American Growth-Income Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,043.00 | $ | 3.14 | 0.62 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.11 | 0.62 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,042.30 | 3.90 | 0.77 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,045.10 | 1.37 | 0.27 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.35 | 0.27 | %2 | ||||||||||||||
American High-Income Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,042.90 | $ | 3.29 | 0.65 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.26 | 0.65 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,043.00 | 4.05 | 0.80 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.01 | 0.80 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,045.80 | 1.52 | 0.30 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.30 | 1.51 | 0.30 | %2 | ||||||||||||||
American International Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,041.60 | $ | 3.14 | 0.62 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.11 | 0.62 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,041.70 | 3.90 | 0.77 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,043.60 | 1.37 | 0.27 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.35 | 0.27 | %2 | ||||||||||||||
American New World Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,008.70 | $ | 3.24 | 0.65 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.26 | 0.65 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,008.00 | 3.98 | 0.80 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.01 | 0.80 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,010.20 | 1.50 | 0.30 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.30 | 1.51 | 0.30 | %2 | ||||||||||||||
Balanced Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,049.00 | $ | 4.83 | 0.95 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.76 | 0.95 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,049.00 | 4.57 | 0.90 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.30 | 4.51 | 0.90 | % | ||||||||||||||
Blue Chip Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,065.70 | $ | 4.25 | 0.83 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.16 | 0.83 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,064.50 | 5.27 | 1.03 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.16 | 1.03 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,065.30 | 3.99 | 0.78 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.91 | 0.78 | % | ||||||||||||||
Capital Appreciation Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,082.50 | $ | 4.03 | 0.78 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.91 | 0.78 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,082.20 | 5.06 | 0.98 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.91 | 0.98 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,083.50 | 3.77 | 0.73 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.66 | 0.73 | % | ||||||||||||||
Capital Appreciation Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,059.10 | $ | 4.65 | 0.91 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.30 | 4.56 | 0.91 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,058.30 | 5.66 | 1.11 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.30 | 5.56 | 1.11 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,059.20 | 4.39 | 0.86 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.31 | 0.86 | % |
Shareholder Expense Example
Beginning Account Value 1/1/2011 | Ending Account Value 6/30/2011 | Expenses Paid During Period1 1/1/2011– 6/30/2011 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Core Allocation Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,049.60 | $ | 0.86 | 0.17 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.00 | 0.85 | 0.17 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,049.00 | 1.88 | 0.37 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.00 | 1.86 | 0.37 | %2 | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,050.30 | 0.61 | 0.12 | %2 | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.20 | 0.60 | 0.12 | %2 | ||||||||||||||
Core Allocation Plus Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,050.50 | $ | 5.29 | 1.04 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.60 | 5.21 | 1.04 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,048.60 | 6.30 | 1.24 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.60 | 6.21 | 1.24 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,050.50 | 5.03 | 0.99 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.96 | 0.99 | % | ||||||||||||||
Core Disciplined Diversification Trust | |||||||||||||||||||
Series II — Actual | $ | 1,000.00 | $ | 1,044.50 | $ | 1.88 | 0.37 | %2 | |||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.00 | 1.86 | 0.37 | %2 | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,045.10 | 0.61 | 0.12 | %2 | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.20 | 0.60 | 0.12 | %2 | ||||||||||||||
Core Diversified Growth & Income Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,042.10 | $ | 2.48 | 0.49 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.40 | 2.46 | 0.49 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,041.30 | 3.49 | 0.69 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.46 | 0.69 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,042.10 | 1.47 | 0.29 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.40 | 1.45 | 0.29 | %2 | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,043.80 | 0.71 | 0.14 | %2 | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.10 | 0.70 | 0.14 | %2 | ||||||||||||||
Core Fundamental Holdings Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,038.80 | $ | 2.27 | 0.45 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.60 | 2.26 | 0.45 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,036.80 | 3.28 | 0.65 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.26 | 0.65 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,039.40 | 1.26 | 0.25 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.60 | 1.25 | 0.25 | %2 | ||||||||||||||
Core Global Diversification Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,040.00 | $ | 2.28 | 0.45 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.60 | 2.26 | 0.45 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,038.70 | 3.29 | 0.65 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.26 | 0.65 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,041.30 | 1.27 | 0.25 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.60 | 1.25 | 0.25 | %2 | ||||||||||||||
Disciplined Diversification Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,043.80 | $ | 4.61 | 0.91 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.30 | 4.56 | 0.91 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,043.00 | 5.62 | 1.11 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.30 | 5.56 | 1.11 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,043.80 | 4.36 | 0.86 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.31 | 0.86 | % | ||||||||||||||
Emerging Markets Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 964.40 | $ | 5.50 | 1.13 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.65 | 1.13 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 964.30 | 5.21 | 1.07 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.36 | 1.07 | % |
Shareholder Expense Example
Beginning Account Value 1/1/2011 | Ending Account Value 6/30/2011 | Expenses Paid During Period1 1/1/2011– 6/30/2011 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Equity-Income Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,046.90 | $ | 4.21 | 0.83 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.16 | 0.83 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,045.50 | 5.22 | 1.03 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.16 | 1.03 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,047.00 | 3.96 | 0.78 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.91 | 0.78 | % | ||||||||||||||
Financial Services Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,016.90 | $ | 4.65 | 0.93 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.66 | 0.93 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,016.10 | 5.65 | 1.13 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.66 | 1.13 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,016.90 | 4.40 | 0.88 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.41 | 0.88 | % | ||||||||||||||
Franklin Templeton Founding Allocation Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,068.30 | $ | 0.62 | 0.12 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.20 | 0.60 | 0.12 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,067.20 | 1.64 | 0.32 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.20 | 1.61 | 0.32 | %2 | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,068.30 | 0.36 | 0.07 | %2 | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.40 | 0.35 | 0.07 | %2 | ||||||||||||||
Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,058.90 | $ | 3.88 | 0.76 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.81 | 0.76 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,057.40 | 4.90 | 0.96 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.81 | 0.96 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,058.70 | 3.62 | 0.71 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.30 | 3.56 | 0.71 | % | ||||||||||||||
Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,069.10 | $ | 4.00 | 0.78 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.91 | 0.78 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,068.70 | 5.03 | 0.98 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.91 | 0.98 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,070.20 | 3.75 | 0.73 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.66 | 0.73 | % | ||||||||||||||
Fundamental Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,028.00 | $ | 4.27 | 0.85 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.26 | 0.85 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,026.60 | 5.28 | 1.05 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.60 | 5.26 | 1.05 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,028.00 | 4.02 | 0.80 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.01 | 0.80 | % | ||||||||||||||
Global Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,089.80 | $ | 4.87 | 0.94 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.71 | 0.94 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,088.60 | 5.90 | 1.14 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.10 | 5.71 | 1.14 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,089.80 | 4.61 | 0.89 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.46 | 0.89 | % | ||||||||||||||
Growth Equity Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,042.60 | $ | 4.00 | 0.79 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.96 | 0.79 | % |
Shareholder Expense Example
Beginning Account Value 1/1/2011 | Ending Account Value 6/30/2011 | Expenses Paid During Period1 1/1/2011– 6/30/2011 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Health Sciences Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,182.60 | $ | 6.06 | 1.12 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.61 | 1.12 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,181.90 | 7.14 | 1.32 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.20 | 6.61 | 1.32 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,183.30 | 5.79 | 1.07 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.36 | 1.07 | % | ||||||||||||||
Heritage Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,086.30 | $ | 4.71 | 0.91 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.30 | 4.56 | 0.91 | % | ||||||||||||||
International Core Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,077.80 | $ | 5.46 | 1.06 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.31 | 1.06 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,076.10 | 6.49 | 1.26 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.50 | 6.31 | 1.26 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,078.00 | 5.20 | 1.01 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.06 | 1.01 | % | ||||||||||||||
International Growth Stock Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,065.20 | $ | 4.97 | 0.97 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.86 | 0.97 | % | ||||||||||||||
International Opportunities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 996.00 | $ | 5.00 | 1.01 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.06 | 1.01 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 995.20 | 5.99 | 1.21 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.80 | 6.06 | 1.21 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 996.00 | 4.75 | 0.96 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.81 | 0.96 | % | ||||||||||||||
International Small Company Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,028.60 | $ | 5.78 | 1.15 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.10 | 5.76 | 1.15 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,027.60 | 6.79 | 1.35 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.10 | 6.76 | 1.35 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,028.60 | 5.53 | 1.10 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.30 | 5.51 | 1.10 | % | ||||||||||||||
International Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,066.90 | $ | 4.97 | 0.97 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.86 | 0.97 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,066.20 | 5.99 | 1.17 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.00 | 5.86 | 1.17 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,067.30 | 4.72 | 0.92 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.61 | 0.92 | % | ||||||||||||||
Large Cap Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,053.20 | $ | 4.33 | 0.85 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.26 | 0.85 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,051.70 | 5.34 | 1.05 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.60 | 5.26 | 1.05 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,053.30 | 4.07 | 0.80 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.01 | 0.80 | % | ||||||||||||||
Lifestyle Balanced PS Series3 | |||||||||||||||||||
Series II — Actual | $ | 1,000.00 | $ | 992.80 | $ | 0.69 | 0.40 | %2 | |||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.80 | 2.01 | 0.40 | %2 | ||||||||||||||
Lifestyle Conservative PS Series3 | |||||||||||||||||||
Series II — Actual | $ | 1,000.00 | $ | 996.00 | $ | 0.67 | 0.39 | %2 | |||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.90 | 1.96 | 0.39 | %2 |
Shareholder Expense Example
Beginning Account Value 1/1/2011 | Ending Account Value 6/30/2011 | Expenses Paid During Period1 1/1/2011– 6/30/2011 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Growth PS Series3 | |||||||||||||||||||
Series II — Actual | $ | 1,000.00 | $ | 980.00 | $ | 0.68 | 0.40 | %2 | |||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.90 | 2.01 | 0.40 | %2 | ||||||||||||||
Lifestyle Moderate PS Series3 | |||||||||||||||||||
Series II — Actual | $ | 1,000.00 | $ | 990.40 | $ | 0.69 | 0.40 | %2 | |||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.80 | 2.01 | 0.40 | %2 | ||||||||||||||
Mid Cap Stock Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,097.70 | $ | 4.84 | 0.93 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.66 | 0.93 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,096.80 | 5.87 | 1.13 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.66 | 1.13 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,098.70 | 4.58 | 0.88 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.41 | 0.88 | % | ||||||||||||||
Mid Cap Value Equity Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,062.30 | $ | 4.70 | 0.92 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.61 | 0.92 | % | ||||||||||||||
Mid Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,056.70 | $ | 5.05 | 0.99 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.96 | 0.99 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,056.70 | 6.07 | 1.19 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.90 | 5.96 | 1.19 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,057.80 | 4.80 | 0.94 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.71 | 0.94 | % | ||||||||||||||
Mutual Shares Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,060.00 | $ | 5.52 | 1.08 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.40 | 5.41 | 1.08 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,060.00 | 5.26 | 1.03 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.16 | 1.03 | % | ||||||||||||||
Natural Resources Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 998.40 | $ | 5.45 | 1.10 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.30 | 5.51 | 1.10 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 998.40 | 6.44 | 1.30 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.30 | 6.51 | 1.30 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 999.20 | 5.20 | 1.05 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.60 | 5.26 | 1.05 | % | ||||||||||||||
Real Estate Securities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,118.70 | $ | 4.15 | 0.79 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.96 | 0.79 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,117.60 | 5.20 | 0.99 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.96 | 0.99 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,119.50 | 3.89 | 0.74 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.71 | 0.74 | % | ||||||||||||||
Science & Technology Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,053.20 | $ | 5.70 | 1.12 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.61 | 1.12 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,051.60 | 6.71 | 1.32 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.20 | 6.61 | 1.32 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,053.00 | 5.45 | 1.07 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.36 | 1.07 | % | ||||||||||||||
Small Cap Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,133.40 | $ | 6.08 | 1.15 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.10 | 5.76 | 1.15 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,132.30 | 7.14 | 1.35 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.10 | 6.76 | 1.35 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,134.00 | 5.82 | 1.10 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.30 | 5.51 | 1.10 | % |
Shareholder Expense Example
Beginning Account Value 1/1/2011 | Ending Account Value 6/30/2011 | Expenses Paid During Period1 1/1/2011– 6/30/2011 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Small Cap Opportunities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,081.20 | $ | 5.21 | 1.01 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.06 | 1.01 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,080.80 | 6.24 | 1.21 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.80 | 6.06 | 1.21 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,081.70 | 4.96 | 0.96 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.81 | 0.96 | % | ||||||||||||||
Small Cap Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,059.80 | $ | 5.77 | 1.13 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.66 | 1.13 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,058.90 | 6.79 | 1.33 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.20 | 6.66 | 1.33 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,059.90 | 5.52 | 1.08 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.40 | 5.41 | 1.08 | % | ||||||||||||||
Small Company Growth Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,121.00 | $ | 5.57 | 1.06 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.31 | 1.06 | % | ||||||||||||||
Small Company Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,060.30 | $ | 5.47 | 1.07 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.36 | 1.07 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,059.10 | 6.48 | 1.27 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | �� | 1,018.50 | 6.36 | 1.27 | % | |||||||||||||
Series NAV — Actual | 1,000.00 | 1,060.50 | 5.21 | 1.02 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.11 | 1.02 | % | ||||||||||||||
Smaller Company Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,000.00 | $ | 5.11 | 1.03 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.16 | 1.03 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,000.00 | 6.10 | 1.23 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.70 | 6.16 | 1.23 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,073.30 | 5.04 | 0.98 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.91 | 0.98 | % | ||||||||||||||
Strategic Allocation Trust4 | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 973.60 | $ | 1.30 | 0.75 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.76 | 0.75 | % | ||||||||||||||
U.S. Equity Trust (formerly U.S. Multi-Sector Trust) | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,069.80 | $ | 4.05 | 0.79 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.96 | 0.79 | % | ||||||||||||||
Utilities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,105.90 | $ | 5.01 | 0.96 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.81 | 0.96 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,104.90 | 6.05 | 1.16 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.00 | 5.81 | 1.16 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,106.00 | 4.75 | 0.91 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.30 | 4.56 | 0.91 | % | ||||||||||||||
Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,073.40 | $ | 4.22 | 0.82 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.11 | 0.82 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,072.50 | 5.24 | 1.02 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.11 | 1.02 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,073.50 | 3.96 | 0.77 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | % | ||||||||||||||
Value & Restructuring Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,023.30 | $ | 4.26 | 0.85 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.26 | 0.85 | % |
Shareholder Expense Example
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by the number of days in the period (181), and divided by 365 (to reflect the one-half year period). |
2 | Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolios for the six-month period ended June 30, 2011 was as follows: |
Portfolio | | Range | | Portfolio | | Range | | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
American Funds | 0.29% – 0.80% | Core Diversified Growth & Income Trust | 0.29% – 0.56% | |||||||||||
Lifestyle PS Series | 0.73% – 1.10% | Core Fundamental Holdings Trust | 0.29% – 0.53% | |||||||||||
Core Allocation Trust | 0.48% – 0.99% | Core Global Diversification Trust | 0.29% – 0.56% | |||||||||||
Core Disciplined Diversification Trust | 0.48% – 0.86% | Franklin Templeton Founding Allocation Trust | 0.85% – 1.03% |
3 | The inception date for Series II shares is April 29, 2011. Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by the number of days in the period (63), and divided by 365 (to reflect the period). |
4 | The inception date for Series NAV shares is April 28, 2011. Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by the number of days in the period (64), and divided by 365 (to reflect the period). |
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
This section shows the fund’s 50 largest portfolio holdings in unaffiliated issuers and any holdings exceeding 1% of the fund’s total net assets as of the report date. The remaining securities held by the fund are grouped as “Other Securities” in each category. You can request a complete schedule of portfolio holdings as of the report date, free of charge, by calling at 1-800-344-1029. This complete schedule, filed on the fund’s Form N-CSR, is also available on the SEC’s website at http://www.sec.gov.
All Cap Core Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 99.28% | ||||||||||
Consumer Discretionary - 11.93% | ||||||||||
CBS Corp., Class B | 193,400 | $ | 5,509,966 | 1.43 | % | |||||
Comcast Corp., Class A | 260,300 | 6,596,002 | 1.71 | % | ||||||
Dillard’s, Inc., Class A (L) | 77,000 | 4,014,780 | 1.04 | % | ||||||
Macy’s, Inc. | 178,400 | 5,216,416 | 1.35 | % | ||||||
priceline.com, Inc. (I) | 10,500 | 5,375,265 | 1.39 | % | ||||||
Wynn Resorts, Ltd. | 34,400 | 4,937,776 | 1.28 | % | ||||||
OTHER SECURITIES | 14,466,528 | 3.73 | % | |||||||
46,116,733 | ||||||||||
Consumer Staples - 6.42% | ||||||||||
Herbalife, Ltd. | 42,200 | 2,432,408 | 0.63 | % | ||||||
Philip Morris International, Inc. | 49,900 | 3,331,823 | 0.86 | % | ||||||
Tyson Foods, Inc., Class A (L) | 254,700 | 4,946,274 | 1.28 | % | ||||||
OTHER SECURITIES | 14,090,960 | 3.65 | % | |||||||
24,801,465 | ||||||||||
Energy - 12.64% | ||||||||||
Chevron Corp. | 97,700 | 10,047,468 | 2.60 | % | ||||||
ConocoPhillips | 96,900 | 7,285,911 | 1.89 | % | ||||||
Exxon Mobil Corp. | 168,500 | 13,712,530 | 3.55 | % | ||||||
Marathon Oil Corp. | 108,200 | 5,699,976 | 1.47 | % | ||||||
OTHER SECURITIES | 12,085,706 | 3.13 | % | |||||||
48,831,591 | ||||||||||
Financials - 14.40% | ||||||||||
American Capital, Ltd. (I) | 279,800 | 2,778,414 | 0.72 | % | ||||||
Capital One Financial Corp. | 101,500 | 5,244,505 | 1.36 | % | ||||||
JPMorgan Chase & Company | 199,914 | 8,184,479 | 2.12 | % | ||||||
KeyCorp | 415,700 | 3,462,781 | 0.90 | % | ||||||
Rayonier, Inc. | 54,600 | 3,568,110 | 0.92 | % | ||||||
Regions Financial Corp. (L) | 532,900 | 3,303,980 | 0.85 | % | ||||||
SunTrust Banks, Inc. | 174,200 | 4,494,360 | 1.16 | % | ||||||
The Travelers Companies, Inc. | 87,400 | 5,102,412 | 1.32 | % | ||||||
Zions Bancorporation | 102,200 | 2,453,822 | 0.63 | % | ||||||
OTHER SECURITIES | 17,062,350 | 4.42 | % | |||||||
55,655,213 | ||||||||||
Health Care - 13.95% | ||||||||||
Biogen Idec, Inc. (I) | 56,100 | 5,998,212 | 1.55 | % | ||||||
Bristol-Myers Squibb Company | 211,600 | 6,127,936 | 1.59 | % | ||||||
CIGNA Corp. | 57,000 | 2,931,510 | 0.76 | % | ||||||
Coventry Health Care, Inc. (I) | 68,277 | 2,490,062 | 0.64 | % | ||||||
Eli Lilly & Company | 144,800 | 5,434,344 | 1.41 | % | ||||||
Humana, Inc. | 63,700 | 5,130,398 | 1.33 | % | ||||||
Merck & Company, Inc. | 190,800 | 6,733,332 | 1.74 | % | ||||||
UnitedHealth Group, Inc. | 124,000 | 6,395,920 | 1.65 | % | ||||||
Viropharma, Inc. (I) (L) | 133,500 | 2,469,750 | 0.64 | % | ||||||
OTHER SECURITIES | 10,196,389 | 2.64 | % | |||||||
53,907,853 | ||||||||||
Industrials - 10.85% | ||||||||||
Caterpillar, Inc. | 59,900 | 6,376,954 | 1.65 | % | ||||||
Fluor Corp. | 61,400 | 3,970,124 | 1.03 | % | ||||||
General Dynamics Corp. | 55,300 | 4,120,956 | 1.07 | % | ||||||
General Electric Company | 139,500 | 2,630,970 | 0.68 | % | ||||||
Northrop Grumman Corp. | 68,791 | 4,770,656 | 1.23 | % | ||||||
Tyco International, Ltd. | 50,900 | 2,515,987 | 0.65 | % | ||||||
OTHER SECURITIES | $ | 17,553,255 | 4.54 | % | ||||||
41,938,902 | ||||||||||
Information Technology - 17.56% | ||||||||||
Altera Corp. | 109,600 | 5,079,960 | 1.31 | % | ||||||
Apple, Inc. (I) | 12,526 | 4,204,602 | 1.09 | % | ||||||
Computer Sciences Corp. | 65,939 | 2,503,044 | 0.65 | % | ||||||
IAC/InterActiveCorp (I) | 130,200 | 4,969,734 | 1.29 | % | ||||||
Intel Corp. | 129,900 | 2,878,584 | 0.74 | % | ||||||
International | ||||||||||
Business Machines Corp. | 59,455 | 10,199,505 | 2.64 | % | ||||||
Oracle Corp. | 159,400 | 5,245,854 | 1.36 | % | ||||||
Tech Data Corp. (I) (L) | 54,806 | 2,679,465 | 0.69 | % | ||||||
OTHER SECURITIES | 30,099,309 | 7.79 | % | |||||||
67,860,057 | ||||||||||
Materials - 5.14% | ||||||||||
Eastman Chemical Company | 26,100 | 2,664,027 | 0.69 | % | ||||||
OTHER SECURITIES | 17,212,094 | 4.45 | % | |||||||
19,876,121 | ||||||||||
Telecommunication Services - 3.75% | ||||||||||
AT&T, Inc. | 124,600 | 3,913,686 | 1.01 | % | ||||||
Verizon Communications, Inc. | 203,000 | 7,557,631 | 1.96 | % | ||||||
OTHER SECURITIES | 3,033,471 | 0.78 | % | |||||||
14,504,788 | ||||||||||
Utilities - 2.64% | ||||||||||
Ameren Corp. | 155,400 | 4,481,736 | 1.16 | % | ||||||
Duke Energy Corp. (L) | 180,700 | 3,402,581 | 0.88 | % | ||||||
OTHER SECURITIES | 2,319,166 | 0.60 | % | |||||||
10,203,483 | ||||||||||
TOTAL COMMON STOCKS (Cost $353,489,528) | $ | 383,696,206 | ||||||||
SECURITIES LENDING COLLATERAL - 11.20% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W) (Y) | 4,327,098 | 43,305,163 | 11.20 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $43,304,591) | $ | 43,305,163 | ||||||||
SHORT-TERM INVESTMENTS - 0.52% | ||||||||||
Money Market Funds - 0.52% | $ | 1,993,212 | 0.52 | % | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $1,993,212) | $ | 1,993,212 | ||||||||
Total Investments (All Cap Core Trust) | ||||||||||
(Cost $398,787,331) - 111.00% | $ | 428,994,581 | 111.00 | % | ||||||
Other Assets And Liabilities, Net - (11.00%) | (42,523,875 | ) | (11.00) | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 386,470,706 | 100.00 | % |
All Cap Value Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 97.70% | ||||||||||
Consumer Discretionary - 10.00% | ||||||||||
Ford Motor Company (I) | 437,465 | $ | 6,032,642 | 1.34 | % | |||||
Fortune Brands, Inc. | 82,132 | 5,237,558 | 1.16 | % | ||||||
Omnicom Group, Inc. | 184,431 | 8,882,197 | 1.97 | % |
The accompanying notes are an integral part of the financial statements.
18
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
All Cap Value Trust (continued)
Shares or | of % | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Consumer Discretionary (continued) | ||||||||||
The Interpublic Group | ||||||||||
of Companies, Inc. | 740,500 | $ | 9,256,250 | 2.05 | % | |||||
Time Warner, Inc. | 195,500 | 7,110,335 | 1.57 | % | ||||||
OTHER SECURITIES | 8,641,961 | 1.91 | % | |||||||
45,160,943 | ||||||||||
Consumer Staples - 7.24% | ||||||||||
Archer-Daniels-Midland Company | 271,334 | 8,180,720 | 1.81 | % | ||||||
Bunge, Ltd. | 120,755 | 8,326,057 | 1.84 | % | ||||||
CVS Caremark Corp. | 165,200 | 6,208,216 | 1.37 | % | ||||||
OTHER SECURITIES | 9,968,041 | 2.22 | % | |||||||
32,683,034 | ||||||||||
Energy - 18.47% | ||||||||||
Anadarko Petroleum Corp. | 111,800 | 8,581,768 | 1.90 | % | ||||||
Chevron Corp. | 50,365 | 5,179,537 | 1.15 | % | ||||||
Devon Energy Corp. | 53,300 | 4,200,573 | 0.93 | % | ||||||
El Paso Corp. | 282,006 | 5,696,521 | 1.26 | % | ||||||
EQT Corp. | 83,439 | 4,382,216 | 0.97 | % | ||||||
Exxon Mobil Corp. | 247,618 | 20,151,153 | 4.46 | % | ||||||
Halliburton Company | 130,859 | 6,673,809 | 1.48 | % | ||||||
Range Resources Corp. | 82,000 | 4,551,000 | 1.01 | % | ||||||
Southwestern | ||||||||||
Energy Company (I)(L) | 104,800 | 4,493,824 | 1.00 | % | ||||||
OTHER SECURITIES | 19,492,621 | 4.31 | % | |||||||
83,403,022 | ||||||||||
Financials - 15.77% | ||||||||||
Berkshire | ||||||||||
Hathaway, Inc., Class B (I) | 87,215 | 6,749,569 | 1.49 | % | ||||||
Lazard, Ltd., Class A | 175,900 | 6,525,890 | 1.44 | % | ||||||
LPL Investment Holdings, Inc. (I) | 131,900 | 4,512,299 | 1.00 | % | ||||||
Marsh & | ||||||||||
McLennan Companies, Inc. | 177,700 | 5,542,463 | 1.23 | % | ||||||
PNC Financial Services Group, Inc. | 113,000 | 6,735,930 | 1.49 | % | ||||||
State Street Corp. | 220,144 | 9,926,293 | 2.20 | % | ||||||
Wells Fargo & Company | 151,736 | 4,257,712 | 0.94 | % | ||||||
OTHER SECURITIES | 26,966,756 | 5.98 | % | |||||||
71,216,912 | ||||||||||
Health Care - 21.25% | ||||||||||
Amgen, Inc. (I) | 161,449 | 9,420,549 | 2.09 | % | ||||||
Celgene Corp. (I) | 121,400 | 7,322,848 | 1.62 | % | ||||||
Express Scripts, Inc. (I) | 102,200 | 5,516,756 | 1.22 | % | ||||||
Humana, Inc. | 55,988 | 4,509,274 | 1.00 | % | ||||||
Kinetic Concepts, Inc. (I)(L) | 77,700 | 4,477,851 | 0.99 | % | ||||||
McKesson Corp. | 53,922 | 4,510,575 | 1.00 | % | ||||||
NuVasive, Inc. (I)(L) | 140,200 | 4,609,776 | 1.02 | % | ||||||
Teva Pharmaceutical | ||||||||||
Industries, Ltd., ADR | 166,830 | 8,044,543 | 1.78 | % | ||||||
Thermo Fisher Scientific, Inc. (I) | 116,666 | 7,512,124 | 1.66 | % | ||||||
UnitedHealth Group, Inc. | 165,600 | 8,541,648 | 1.89 | % | ||||||
Warner Chilcott PLC, Class A | 280,800 | 6,775,704 | 1.50 | % | ||||||
Watson Pharmaceuticals, Inc. (I) | 77,448 | 5,323,001 | 1.18 | % | ||||||
Zimmer Holdings, Inc. (I) | 104,200 | 6,585,440 | 1.46 | % | ||||||
OTHER SECURITIES | 12,834,648 | 2.84 | % | |||||||
95,984,737 | ||||||||||
Industrials - 11.48% | ||||||||||
Dover Corp. | 74,700 | 5,064,660 | 1.12 | % | ||||||
Pall Corp. | 79,680 | 4,480,406 | 0.99 | % | ||||||
Rockwell Collins, Inc. | 87,900 | 5,422,551 | 1.20 | % | ||||||
Trinity Industries, Inc. (L) | 170,760 | 5,956,109 | 1.32 | % | ||||||
United Technologies Corp. | 81,900 | 7,248,969 | 1.61 | % | ||||||
OTHER SECURITIES | 23,665,724 | 5.24 | % | |||||||
51,838,419 | ||||||||||
Information Technology - 6.09% | ||||||||||
Adobe Systems, Inc. (I) | 160,606 | $ | 5,051,059 | 1.12 | % | |||||
Intel Corp. | 182,100 | 4,035,336 | 0.89 | % | ||||||
The Western Union Company | 200,527 | 4,016,556 | 0.89 | % | ||||||
OTHER SECURITIES | 14,404,837 | 3.19 | % | |||||||
27,507,788 | ||||||||||
Materials - 6.10% | ||||||||||
Air Products & Chemicals, Inc. | 54,926 | 5,249,827 | 1.16 | % | ||||||
Barrick Gold Corp. | 133,823 | 6,060,844 | 1.34 | % | ||||||
LyondellBasell | ||||||||||
Industries NV, Class A | 142,900 | 5,504,508 | 1.22 | % | ||||||
OTHER SECURITIES | 10,763,551 | 2.38 | % | |||||||
27,578,730 | ||||||||||
Utilities - 1.30% | ||||||||||
NextEra Energy, Inc. | 102,420 | 5,885,054 | 1.30 | % | ||||||
TOTAL COMMON STOCKS (Cost $384,037,891) | $ | 441,258,639 | ||||||||
SECURITIES LENDING COLLATERAL - 3.13% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 1,410,522 | 14,116,365 | 3.13 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $14,116,123) | $ | 14,116,365 | ||||||||
SHORT-TERM INVESTMENTS - 5.47% | ||||||||||
Repurchase Agreement - 5.47% | ||||||||||
Repurchase Agreement with State Street Corp. dated 06/30/2011 at 0.010% to be repurchased at $24,708,007 on 07/01/2011, collateralized by $25,015,000 Federal Home Loan Mortgage Corp., 3.500% due 08/18/2020 (valued at $25,202,613, including interest). | $ | 24,708,000 | $ | 24,708,000 | 5.47 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $24,708,000) | $ | 24,708,000 | ||||||||
Total Investments (All Cap Value Trust) | ||||||||||
(Cost $422,862,014) - 106.30% | $ | 480,083,004 | 106.30 | % | ||||||
Other Assets And Liabilities, Net - (6.30%) | (28,442,805 | ) | (6.30 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 451,640,199 | 100.00 | % |
Alpha Opportunities Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 94.73% | ||||||||||
Consumer Discretionary - 15.57% | ||||||||||
Brunswick Corp. (L) | 531,586 | $ | 10,844,354 | 1.15 | % | |||||
Comcast Corp., Class A | 293,763 | 7,443,954 | 0.79 | % | ||||||
Comcast Corp., Special Class A | 198,810 | 4,817,166 | 0.51 | % | ||||||
Hanesbrands, Inc. (I) | 293,426 | 8,377,312 | 0.89 | % | ||||||
Lowe’s Companies, Inc. | 476,627 | 11,110,175 | 1.18 | % | ||||||
Target Corp. | 133,740 | 6,273,743 | 0.67 | % | ||||||
Tempur-Pedic International, Inc. (I) | 100,380 | 6,807,772 | 0.72 | % | ||||||
The Walt Disney Company | 130,400 | 5,090,816 | 0.54 | % | ||||||
Weight Watchers International, Inc. | 94,323 | 7,118,557 | 0.76 | % | ||||||
OTHER SECURITIES | 78,883,496 | 8.36 | % | |||||||
146,767,345 |
The accompanying notes are an integral part of the financial statements.
19
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Alpha Opportunities Trust (cont inued)
Shares or | of % | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Consumer Staples - 7.60% | ||||||||||
Colgate-Palmolive Company | 59,104 | $ | 5,166,281 | 0.55 | % | |||||
CVS Caremark Corp. | 185,806 | 6,982,589 | 0.74 | % | ||||||
Green Mountain | ||||||||||
Coffee Roasters, Inc. (I)(L) | 211,135 | 18,845,903 | 2.00 | % | ||||||
PepsiCo, Inc. | 152,010 | 10,706,064 | 1.14 | % | ||||||
Sysco Corp. | 204,831 | 6,386,631 | 0.68 | % | ||||||
OTHER SECURITIES | 23,527,057 | 2.49 | % | |||||||
71,614,525 | ||||||||||
Energy - 9.52% | ||||||||||
Anadarko Petroleum Corp. | 134,360 | 10,313,474 | 1.09 | % | ||||||
Petroleo Brasileiro SA, ADR | 220,741 | 7,474,290 | 0.79 | % | ||||||
Ultra Petroleum Corp. (I) | 136,611 | 6,256,784 | 0.66 | % | ||||||
OTHER SECURITIES | 65,720,860 | 6.98 | % | |||||||
89,765,408 | ||||||||||
Financials - 9.07% | �� | |||||||||
JPMorgan Chase & Company | 181,443 | 7,428,276 | 0.79 | % | ||||||
Marsh & | ||||||||||
McLennan Companies, Inc. | 162,530 | 5,069,311 | 0.54 | % | ||||||
UBS AG (I) | 347,547 | 6,346,208 | 0.67 | % | ||||||
UBS AG (Swiss Exchange) (I) | 77,140 | 1,406,656 | 0.15 | % | ||||||
Wells Fargo & Company | 530,829 | 14,895,062 | 1.58 | % | ||||||
OTHER SECURITIES | 50,337,071 | 5.34 | % | |||||||
85,482,584 | ||||||||||
Health Care - 13.25% | ||||||||||
Agilent Technologies, Inc. (I) | 110,400 | 5,642,544 | 0.60 | % | ||||||
Catalyst Health Solutions, Inc. (I) | 98,900 | 5,520,598 | 0.59 | % | ||||||
CIGNA Corp. | 98,700 | 5,076,141 | 0.54 | % | ||||||
Edwards Lifesciences Corp. (I) | 133,540 | 11,642,017 | 1.23 | % | ||||||
Express Scripts, Inc. (I) | 155,130 | 8,373,917 | 0.89 | % | ||||||
Gen-Probe, Inc. (I)(L) | 94,400 | 6,527,760 | 0.69 | % | ||||||
Hologic, Inc. (I) | 384,750 | 7,760,408 | 0.82 | % | ||||||
Medtronic, Inc. | 183,142 | 7,056,461 | 0.75 | % | ||||||
Merck & Company, Inc. | 165,750 | 5,849,318 | 0.62 | % | ||||||
Pfizer, Inc. | 403,752 | 8,317,291 | 0.88 | % | ||||||
Pharmaceutical | ||||||||||
Product Development, Inc. | 189,860 | 5,095,842 | 0.54 | % | ||||||
SXC Health Solutions Corp. (I) | 96,350 | 5,676,942 | 0.60 | % | ||||||
UnitedHealth Group, Inc. | 222,476 | 11,475,312 | 1.22 | % | ||||||
OTHER SECURITIES | 30,939,271 | 3.28 | % | |||||||
124,953,822 | ||||||||||
Industrials - 11.28% | ||||||||||
Aecom Technology Corp. (I) | 238,590 | 6,523,051 | 0.69 | % | ||||||
General Dynamics Corp. | 104,263 | 7,769,679 | 0.82 | % | ||||||
Northrop Grumman Corp. | 104,370 | 7,238,060 | 0.77 | % | ||||||
OTHER SECURITIES | 84,816,083 | 9.00 | % | |||||||
106,346,873 | ||||||||||
Information Technology - 21.32% | ||||||||||
Apple, Inc. (I) | 35,310 | 11,852,508 | 1.26 | % | ||||||
Avago Technologies, Ltd. | 137,080 | 5,209,040 | 0.55 | % | ||||||
Cadence Design Systems, Inc. (I)(L) | 490,960 | 5,184,538 | 0.55 | % | ||||||
Cisco Systems, Inc. | 699,544 | 10,919,882 | 1.16 | % | ||||||
eBay, Inc. (I) | 512,090 | 16,525,144 | 1.75 | % | ||||||
EMC Corp. (I) | 401,750 | 11,068,213 | 1.17 | % | ||||||
Jabil Circuit, Inc. | 255,510 | 5,161,302 | 0.55 | % | ||||||
Polycom, Inc. (I) | 151,985 | 9,772,636 | 1.04 | % | ||||||
Skyworks Solutions, Inc. (I) | 331,680 | 7,622,006 | 0.81 | % | ||||||
The Western Union Company | 579,274 | 11,602,858 | 1.23 | % | ||||||
TIBCO Software, Inc. (I) | 211,230 | 6,129,895 | 0.65 | % | ||||||
OTHER SECURITIES | 99,955,006 | 10.60 | % | |||||||
201,003,028 | ||||||||||
Materials - 6.12% | ||||||||||
Owens-Illinois, Inc. (I) | 258,265 | $ | 6,665,820 | 0.71 | % | |||||
The Mosaic Company | 136,890 | 9,271,560 | 0.98 | % | ||||||
OTHER SECURITIES | 41,748,068 | 4.43 | % | |||||||
57,685,448 | ||||||||||
Telecommunication Services - 0.66% | 6,194,193 | 0.66 | % | |||||||
Utilities - 0.34% | 3,223,441 | 0.34 | % | |||||||
TOTAL COMMON STOCKS (Cost $820,262,564) | $ | 893,036,667 | ||||||||
Investment Companies 0.37% | 3,535,352 | 0.37 | % | |||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $3,218,687) | $ | 3,535,352 | ||||||||
SECURITIES LENDING COLLATERAL - 9.75% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 9,182,709 | 91,899,635 | 9.75 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $91,898,396) | $ | 91,899,635 | ||||||||
SHORT-TERM INVESTMENTS - 5.20% | ||||||||||
Repurchase Agreement - 5.20% | ||||||||||
Bank of New York Tri-Party Repurchase Agreement dated 06/30/2011 at 0.050% to be repurchased at $49,000,068 on 07/01/2011, collateralized by $49,822,464 Government National Mortgage Association, 4.000% due 01/20/2041 (valued at$49,980,000, including interest) | $ | 49,000,000 | $49,000,000 | 5.20 | % | |||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $49,000,000) | $ | 49,000,000 | ||||||||
Total Investments (Alpha Opportunities Trust) | ||||||||||
(Cost $964,379,647) - 110.05% | $ | 1,037,471,654 | 110.05 | % | ||||||
Other Assets And Liabilities, Net - (10.05%) | (94,719,322 | ) | (10.05 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 942,752,332 | 100.00 | % |
American Asset Allocation Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.01% | ||||||||||
American Funds Insurance Series - 100.01% | ||||||||||
American Asset Allocation | ||||||||||
Fund - Class 1 | 104,569,845 | $ | 1,789,190,051 | 100.01 | % | |||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $1,474,998,963) | $ | 1,789,190,051 | ||||||||
Total Investments (American Asset Allocation Trust) | ||||||||||
(Cost $1,474,998,963) - 100.01% | $ | 1,789,190,051 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (102,652 | ) | (0.01 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 1,789,087,399 | 100.00 | % |
The accompanying notes are an integral part of the financial statements.
20
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
American Blue Chip Income and Growth Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.01% | ||||||||||
Equity - 100.01% | ||||||||||
American Blue Chip Income & | ||||||||||
Growth Fund - Class 1 | 30,140,559 | $ | 288,445,152 | 100.01 | % | |||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $249,385,877) | $ | 288,445,152 | ||||||||
Total Investments (American Blue Chip Income and | ||||||||||
Growth Trust) (Cost $249,385,877) - 100.01% | $ | 288,445,152 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (26,810 | ) | (0.01 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 288,418,342 | 100.00 | % |
American Bond Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.01% | ||||||||||
American Funds Insurance Series - 100.01% | ||||||||||
American Bond Fund - Class 1 | 88,034,281 | $ | 959,573,667 | 100.01 | % | |||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $946,182,301) | $ | 959,573,667 | ||||||||
Total Investments (American Bond Trust) | ||||||||||
(Cost $946,182,301) - 100.01% | $ | 959,573,667 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (64,249 | ) | (0.01 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 959,509,418 | 100.00 | % |
American Fundamental Holdings Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.01% | ||||||||||
American Funds Insurance Series - 39.69% | ||||||||||
American Bond Fund - Class 1 | 42,930,466 | $ | 467,942,087 | 39.69 | % | |||||
Equity - 60.32% | ||||||||||
American Growth Fund - Class 1 | 4,808,757 | 278,571,269 | 23.63 | % | ||||||
American Growth-Income | ||||||||||
Fund - Class 1 | 7,743,606 | 278,305,183 | 23.61 | % | ||||||
American International | ||||||||||
Fund - Class 1 | 8,200,894 | 154,258,815 | 13.08 | % | ||||||
711,135,267 | ||||||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $969,880,210) | $ | 1,179,077,354 | ||||||||
Total Investments (American Fundamental Holdings | ||||||||||
Trust) (Cost $969,880,210) - 100.01% | $ | 1,179,077,354 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (71,377 | ) | (0.01 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 1,179,005,977 | 100.00 | % |
American Global Diversification Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.01% | ||||||||||
American Funds Insurance Series - 59.24% | ||||||||||
American Bond Fund - Class 1 | 21,579,021 | $ | 235,211,330 | 26.88 | % | |||||
American Global Small | ||||||||||
Capitalization Fund - Class 1 | 6,081,439 | 130,933,390 | 14.97 | % | ||||||
American High-Income Bond | ||||||||||
Fund - Class 1 | 5,770,819 | 66,826,089 | 7.64 | % | ||||||
American New World Fund - Class 1 | 3,642,370 | 85,304,296 | 9.75 | % | ||||||
518,275,105 | ||||||||||
Equity - 40.77% | ||||||||||
American Global Growth | ||||||||||
Fund - Class 1 | 15,739,490 | 356,656,836 | 40.77 | % | ||||||
356,656,836 | ||||||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $758,906,137) | $ | 874,931,941 | ||||||||
Total Investments (American Global Diversification | ||||||||||
Trust) (Cost $758,906,137) - 100.01% | $ | 874,931,941 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (55,655 | ) | (0.01 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 874,876,286 | 100.00 | % |
American Global Growth Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.01% | ||||||||||
Equity - 100.01% | ||||||||||
American Global Growth | ||||||||||
Fund - Class 1 | 8,602,428 | $ | 194,931,018 | 100.01 | % | |||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $189,045,820) | $ | 194,931,018 | ||||||||
Total Investments (American Global Growth Trust) | ||||||||||
(Cost $189,045,820) - 100.01% | $ | 194,931,018 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (21,954 | ) | (0.01 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 194,909,064 | 100.00 | % |
American Global Small Capitalization Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.02% | ||||||||||
American Funds Insurance Series - 100.02% | ||||||||||
American Global Small | ||||||||||
Capitalization Fund - Class 1 | 4,869,904 | $ | 104,849,037 | 100.02 | % | |||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $71,349,682) | $ | 104,849,037 | ||||||||
Total Investments (American Global Small | ||||||||||
Capitalization Trust) (Cost $71,349,682) - 100.02% | $ | 104,849,037 | 100.02 | % | ||||||
Other Assets And Liabilities, Net - (0.02%) | (18,291 | ) | (0.02 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 104,830,746 | 100.00 | % |
The accompanying notes are an integral part of the financial statements.
21
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
American Growth Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.01% | ||||||||||
Equity - 100.01% | ||||||||||
American Growth Fund - Class 1 | 22,640,973 | $ | 1,311,591,570 | 100.01 | % | |||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $1,219,932,829) | $ | 1,311,591,570 | ||||||||
Total Investments (American Growth Trust) | ||||||||||
(Cost $1,219,932,829) - 100.01% | $ | 1,311,591,570 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (79,982 | ) | (0.01) | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 1,311,511,588 | 100.00 | % |
American Growth-Income Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.01% | ||||||||||
Equity - 100.01% | ||||||||||
American Growth-Income | ||||||||||
Fund - Class 1 | 33,528,363 | $ | 1,205,009,376 | 100.01 | % | |||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $1,113,608,180) | $ | 1,205,009,376 | ||||||||
Total Investments (American Growth-Income Trust) | ||||||||||
(Cost $1,113,608,180) - 100.01% | $ | 1,205,009,376 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (76,512 | ) | (0.01) | % | ||||||
|
| |||||||||
TOTAL NET ASSETS - 100.00% | $ | 1,204,932,864 | 100.00 | % |
American High-Income Bond Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.02% | ||||||||||
American Funds Insurance Series - 100.02% | ||||||||||
American High-Income Bond | ||||||||||
Fund - Class 1 | 9,111,860 | $ | 105,515,342 | 100.02 | % | |||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $94,433,137) | $ | 105,515,342 | ||||||||
Total Investments (American High-Income Bond | ||||||||||
Trust) (Cost $94,433,137) - 100.02% | $ | 105,515,342 | 100.02 | % | ||||||
Other Assets And Liabilities, Net - (0.02%) | (17,330 | ) | (0.02) | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 105,498,012 | 100.00 | % |
American International Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.01% | ||||||||||
Equity - 100.01% | ||||||||||
American International | ||||||||||
Fund - Class 1 | 44,939,289 | $ | 845,308,017 | 100.01 | % | |||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $842,207,070) | $ | 845,308,017 | ||||||||
Total Investments (American International Trust) | ||||||||||
(Cost $842,207,070) - 100.01% | $ | 845,308,017 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (57,391 | ) | (0.01) | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 845,250,626 | 100.00 | % |
American New World Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.02% | ||||||||||
American Funds Insurance Series - 100.02% | ||||||||||
American New World Fund - Class 1 | 4,235,204 | $ | 99,188,472 | 100.02 | % | |||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $81,634,364) | $ | 99,188,472 | ||||||||
Total Investments (American New World Trust) | ||||||||||
(Cost $81,634,364) - 100.02% | $ | 99,188,472 | 100.02 | % | ||||||
Other Assets And Liabilities, Net - (0.02%) | (17,182 | ) | (0.02) | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 99,171,290 | 100.00 | % |
Balanced Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 67.14% | ||||||||||
Consumer Discretionary - 11.30% | ||||||||||
Amazon.com, Inc. (I) | 6,700 | $ | 1,370,083 | 1.08 | % | |||||
Marriott | ||||||||||
International, Inc., Class A (L) | 14,478 | 513,824 | 0.40 | % | ||||||
priceline.com, Inc. (I) | 900 | 460,737 | 0.36 | % | ||||||
Starbucks Corp. | 13,350 | 527,192 | 0.41 | % | ||||||
The Walt Disney Company | 14,800 | 577,792 | 0.45 | % | ||||||
Time Warner, Inc. | 11,950 | 434,622 | 0.34 | % | ||||||
OTHER SECURITIES | 10,504,264 | 8.26 | % | |||||||
14,388,514 | ||||||||||
Consumer Staples - 3.39% | ||||||||||
Nestle SA | 7,101 | 441,322 | 0.35 | % | ||||||
OTHER SECURITIES | 3,871,205 | 3.04 | % | |||||||
4,312,527 | ||||||||||
Energy - 6.92% | ||||||||||
Chevron Corp. | 7,890 | 811,408 | 0.64 | % | ||||||
Exxon Mobil Corp. | 8,200 | 667,316 | 0.52 | % | ||||||
Royal Dutch Shell PLC, ADR (L) | 7,800 | 554,814 | 0.44 | % | ||||||
Royal Dutch Shell PLC, | ||||||||||
ADR, Class B | 6,200 | 444,850 | 0.35 | % | ||||||
Schlumberger, Ltd. | 13,130 | 1,134,432 | 0.89 | % | ||||||
OTHER SECURITIES | 5,208,037 | 4.08 | % | |||||||
8,820,857 | ||||||||||
Financials - 11.13% | ||||||||||
American Express Company | 18,630 | 963,171 | 0.76 | % |
The accompanying notes are an integral part of the financial statements.
22
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Balanced Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Financials (continued) | ||||||||||
Franklin Resources, Inc. | 5,500 | $ | 722,095 | 0.57 | % | |||||
JPMorgan Chase & Company | 24,770 | 1,014,084 | 0.80 | % | ||||||
U.S. Bancorp | 19,350 | 493,619 | 0.39 | % | ||||||
Wells Fargo & Company | 19,050 | 534,543 | 0.42 | % | ||||||
OTHER SECURITIES | 10,448,047 | 8.19 | % | |||||||
14,175,559 | ||||||||||
Health Care - 5.40% | ||||||||||
McKesson Corp. | 5,970 | 499,391 | 0.39 | % | ||||||
OTHER SECURITIES | 6,380,976 | 5.01 | % | |||||||
6,880,367 | ||||||||||
Industrials - 9.75% | ||||||||||
3M Company | 9,300 | 882,105 | 0.69 | % | ||||||
Danaher Corp. | 19,800 | 1,049,202 | 0.82 | % | ||||||
FedEx Corp. | 4,800 | 455,280 | 0.36 | % | ||||||
General Electric Company | 39,700 | 748,742 | 0.59 | % | ||||||
Honeywell International, Inc. | 10,500 | 625,695 | 0.49 | % | ||||||
Precision Castparts Corp. | 2,700 | 444,555 | 0.35 | % | ||||||
OTHER SECURITIES | 8,211,321 | 6.45 | % | |||||||
12,416,900 | ||||||||||
Information Technology - 10.66% | ||||||||||
Apple, Inc. (I) | 6,100 | 2,047,587 | 1.61 | % | ||||||
Baidu, Inc., ADR (I) | 4,800 | 672,624 | 0.53 | % | ||||||
Google, Inc., Class A (I) | 2,450 | 1,240,631 | 0.97 | % | ||||||
MasterCard, Inc., Class A | 1,950 | 587,613 | 0.46 | % | ||||||
Qualcomm, Inc. | 12,800 | 726,912 | 0.57 | % | ||||||
OTHER SECURITIES | 8,298,682 | 6.52 | % | |||||||
13,574,049 | ||||||||||
Materials - 3.71% | ||||||||||
Praxair, Inc. | 6,300 | 682,857 | 0.54 | % | ||||||
OTHER SECURITIES | 4,045,595 | 3.17 | % | |||||||
4,728,452 | ||||||||||
Telecommunication Services - 2.32% | ||||||||||
American Tower Corp., Class A (I) | 9,890 | 517,544 | 0.41 | % | ||||||
AT &T, Inc. | 17,520 | 550,281 | 0.43 | % | ||||||
OTHER SECURITIES | 1,885,726 | 1.48 | % | |||||||
2,953,551 | ||||||||||
Utilities - 2.56% | 3,265,150 | 2.56 | % | |||||||
TOTAL COMMON STOCKS (Cost $74,059,774) | $ | 85,515,926 | ||||||||
PREFERRED SECURITIES - 0.33% | ||||||||||
Consumer Discretionary - 0.33% | 413,489 | 0.33 | % | |||||||
TOTAL PREFERRED SECURITIES (Cost $325,113) | $ | 413,489 | ||||||||
U.S. GOVERNMENT & AGENCY | ||||||||||
OBLIGATIONS - 21.92% | ||||||||||
U.S. Treasury Bonds - 1.92% | ||||||||||
4.500%, 02/15/2036 | ||||||||||
to 08/15/2039 | $ | 893,000 | $ | 915,356 | 0.72 | % | ||||
OTHER SECURITIES | 1,529,793 | 1.20 | % | |||||||
2,445,149 | ||||||||||
U.S. Treasury Notes - 6.98% | ||||||||||
0.750%, 03/31/2013 | 900,000 | 905,166 | 0.71 | % | ||||||
1.375%, 11/15/2012 | 1,890,000 | 1,917,021 | 1.51 | % | ||||||
1.500%, 12/31/2013 | 795,000 | 811,770 | 0.64 | % | ||||||
1.875%, 04/30/2014 | 930,000 | 958,845 | 0.75 | % | ||||||
2.125%, 05/31/2015 | ||||||||||
to 02/29/2016 | 730,000 | 747,086 | 0.59 | % | ||||||
2.500%, 03/31/2013 | ||||||||||
to 03/31/2015 | 1,995,000 | 2,081,947 | 1.63 | % | ||||||
2.625%, 12/31/2014 | $ | 615,000 | $ | 648,056 | 0.51 | % | ||||
OTHER SECURITIES | 815,570 | 0.64 | % | |||||||
8,885,461 | ||||||||||
Federal Home Loan Bank - 0.34% | 433,404 | 0.34 | % | |||||||
Federal Home Loan Mortgage Corp. - 1.71% | ||||||||||
4.500%, 12/01/2039 | ||||||||||
to 12/01/2040 | 692,911 | 716,743 | 0.56 | % | ||||||
4.750%, 11/17/2015 | 580,000 | 652,524 | 0.51 | % | ||||||
5.000%, 04/01/2040 | ||||||||||
to 08/01/2040 | 481,079 | 510,718 | 0.40 | % | ||||||
OTHER SECURITIES | 304,069 | 0.24 | % | |||||||
2,184,054 | ||||||||||
Federal National Mortgage Association - 10.81% | ||||||||||
3.000%, 09/16/2014 | 600,000 | 636,784 | 0.50 | % | ||||||
4.000%, 07/01/2025 | ||||||||||
to 04/01/2041 | 2,166,365 | 2,192,521 | 1.72 | % | ||||||
4.500%, 05/01/2024 | ||||||||||
to 04/01/2041 | 2,810,489 | 2,923,348 | 2.30 | % | ||||||
5.000%, 02/01/2021 | ||||||||||
to 10/01/2040 | 2,389,210 | 2,543,721 | 2.00 | % | ||||||
5.500%, 07/01/2022 | ||||||||||
to 05/01/2040 | 2,198,266 | 2,382,850 | 1.87 | % | ||||||
6.000%, 04/01/2035 | ||||||||||
to 11/01/2038 | 1,289,631 | 1,420,609 | 1.12 | % | ||||||
OTHER SECURITIES | 1,674,376 | 1.30 | % | |||||||
13,774,209 | ||||||||||
Government National Mortgage Association - 0.16% | 200,156 | 0.16 | % | |||||||
TOTAL U.S. GOVERNMENT & AGENCY | ||||||||||
OBLIGATIONS (Cost $27,670,372) | $ | 27,922,433 | ||||||||
FOREIGN GOVERNMENT | ||||||||||
OBLIGATIONS - 0.51% | ||||||||||
Brazil - 0.09% | 115,750 | 0.09 | % | |||||||
Canada - 0.32% | 401,503 | 0.32 | % | |||||||
Italy - 0.02% | 25,442 | 0.02 | % | |||||||
Mexico - 0.04% | 57,375 | 0.04 | % | |||||||
Sweden - 0.04% | 49,614 | 0.04 | % | |||||||
TOTAL FOREIGN GOVERNMENT | ||||||||||
OBLIGATIONS (Cost $639,689) | $ | 649,684 | ||||||||
CORPORATE BONDS - 7.21% | ||||||||||
Consumer Discretionary - 0.60% | 768,950 | 0.60 | % | |||||||
Consumer Staples - 0.37% | 472,330 | 0.37 | % | |||||||
Energy - 0.78% | 994,916 | 0.78 | % | |||||||
Financials - 3.22% | 4,097,874 | 3.22 | % | |||||||
Health Care - 0.39% | 491,104 | 0.39 | % | |||||||
Industrials - 0.37% | 464,441 | 0.37 | % | |||||||
Information Technology - 0.21% | 263,274 | 0.21 | % | |||||||
Materials - 0.39% | 495,294 | 0.39 | % | |||||||
Telecommunication Services - 0.41% | 526,530 | 0.41 | % | |||||||
Utilities - 0.47% | 601,855 | 0.47 | % | |||||||
TOTAL CORPORATE BONDS (Cost $8,819,800) | $ | 9,176,568 |
The accompanying notes are an integral part of the financial statements.
23
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Balanced Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
MUNICIPAL BONDS - 0.22% | ||||||||||
California - 0.02% | $ | 19,797 | 0.02 | % | ||||||
District of Columbia - 0.02% | 26,071 | 0.02 | % | |||||||
Illinois - 0.04% | 57,166 | 0.04 | % | |||||||
New York - 0.06% | 72,759 | 0.06 | % | |||||||
Texas - 0.03% | 41,778 | 0.03 | % | |||||||
Utah - 0.01% | 16,269 | 0.01 | % | |||||||
Virginia - 0.04% | 47,646 | 0.04 | % | |||||||
TOTAL MUNICIPAL BONDS (Cost $270,575) | $ | 281,486 | ||||||||
Collateralized Mortgage | ||||||||||
Obligations 0.97% | 1,233,606 | 0.97 | % | |||||||
TOTAL COLLATERALIZED MORTGAGE | ||||||||||
OBLIGATIONS (Cost $1,162,250) | $ | 1,233,606 | ||||||||
Asset Backed Securities 0.57% | 728,288 | 0.57 | % | |||||||
TOTAL ASSET BACKED | ||||||||||
SECURITIES (Cost $718,859) | $ | 728,288 | ||||||||
Investment Companies 0.01% | 15,945 | 0.01 | % | |||||||
TOTAL INVESTMENT COMPANIES (Cost $13,274) | $ | 15,945 | ||||||||
Rights 0.00% | 2,871 | 0.00 | % | |||||||
TOTAL RIGHTS (Cost $0) | $ | 2,871 | ||||||||
SECURITIES LENDING COLLATERAL - 2.83% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | $ | 359,494 | 3,597,777 | 2.83 | % | |||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $3,597,732) | $ | 3,597,777 | ||||||||
SHORT-TERM INVESTMENTS - 1.32% | ||||||||||
Money Market Funds - 1.32% | ||||||||||
T. Rowe Price Prime Reserve | ||||||||||
Fund, 0.1301% (Y) | $ | 1,468,247 | $ | 1,468,247 | 1.15 | % | ||||
OTHER SECURITIES | 217,887 | 0.17 | % | |||||||
1,686,134 | ||||||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $1,686,134) | $ | 1,686,134 | ||||||||
Total Investments (Balanced Trust) | ||||||||||
(Cost $118,963,572) - 103.03% | $ | 131,224,207 | 103.03 | % | ||||||
Other Assets And Liabilities, Net - (3.03%) | (3,856,217 | ) | (3.03 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 127,367,990 | 100.00 | % |
Blue Chip Growth Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 99.21% | ||||||||||
Consumer Discretionary - 21.24% | ||||||||||
Amazon.com, Inc. (I) | 419,789 | $ | 85,842,653 | 4.63 | % | |||||
Bed Bath & Beyond, Inc. (I) | 253,300 | 14,785,121 | 0.80 | % | ||||||
Carnival Corp. | 558,900 | 21,031,407 | 1.13 | % | ||||||
Johnson Controls, Inc. | 346,800 | 14,447,688 | 0.78 | % | ||||||
Marriott International, Inc., Class A | 601,929 | 21,362,460 | 1.15 | % | ||||||
McDonald’s Corp. | 211,700 | 17,850,544 | 0.96 | % | ||||||
NIKE, Inc., Class B | 192,600 | 17,330,148 | 0.93 | % | ||||||
O’Reilly Automotive, Inc. (I) | 245,000 | 16,049,950 | 0.86 | % | ||||||
priceline.com, Inc. (I) | 56,200 | $ | 28,770,466 | 1.55 | % | |||||
Starbucks Corp. | 823,400 | 32,516,066 | 1.75 | % | ||||||
Starwood Hotels & | ||||||||||
Resorts Worldwide, Inc. | 258,600 | 14,491,944 | 0.78 | % | ||||||
The Walt Disney Company | 423,200 | 16,521,728 | 0.89 | % | ||||||
OTHER SECURITIES | 93,290,855 | 5.03 | % | |||||||
394,291,030 | ||||||||||
Consumer Staples - 0.32% | 5,847,686 | 0.32 | % | |||||||
Energy - 8.67% | ||||||||||
EOG Resources, Inc. | 161,600 | 16,895,280 | 0.91 | % | ||||||
Halliburton Company | 329,200 | 16,789,200 | 0.90 | % | ||||||
Peabody Energy Corp. | 260,200 | 15,328,382 | 0.83 | % | ||||||
Schlumberger, Ltd. | 573,892 | 49,584,269 | 2.67 | % | ||||||
OTHER SECURITIES | 62,335,685 | 3.36 | % | |||||||
160,932,816 | ||||||||||
Financials - 9.28% | ||||||||||
American Express Company | 417,052 | 21,561,588 | 1.16 | % | ||||||
Franklin Resources, Inc. | 350,765 | 46,051,937 | 2.48 | % | ||||||
IntercontinentalExchange, Inc. (I) | 123,000 | 15,339,330 | 0.83 | % | ||||||
Invesco, Ltd. | 620,700 | 14,524,380 | 0.78 | % | ||||||
JPMorgan Chase & Company | 368,000 | 15,065,920 | 0.81 | % | ||||||
OTHER SECURITIES | 59,650,168 | 3.22 | % | |||||||
172,193,323 | ||||||||||
Health Care - 8.12% | ||||||||||
Allergan, Inc. | 182,000 | 15,151,500 | 0.82 | % | ||||||
Celgene Corp. (I) | 322,800 | 19,471,296 | 1.05 | % | ||||||
Express Scripts, Inc. (I) | 453,600 | 24,485,328 | 1.32 | % | ||||||
McKesson Corp. | 378,500 | 31,661,525 | 1.71 | % | ||||||
Stryker Corp. | 290,379 | 17,042,344 | 0.92 | % | ||||||
OTHER SECURITIES | 42,945,346 | 2.30 | % | |||||||
150,757,339 | ||||||||||
Industrials - 16.96% | ||||||||||
3M Company | 276,400 | 26,216,540 | 1.41 | % | ||||||
Danaher Corp. | 1,250,626 | 66,270,671 | 3.57 | % | ||||||
Fastenal Company (L) | 615,200 | 22,141,048 | 1.19 | % | ||||||
FedEx Corp. | 290,600 | 27,563,410 | 1.49 | % | ||||||
Honeywell International, Inc. | 291,600 | 17,376,444 | 0.94 | % | ||||||
Precision Castparts Corp. | 177,100 | 29,159,515 | 1.57 | % | ||||||
Union Pacific Corp. | 254,200 | 26,538,480 | 1.43 | % | ||||||
United Technologies Corp. | 295,500 | 26,154,705 | 1.41 | % | ||||||
OTHER SECURITIES | 73,291,030 | 3.95 | % | |||||||
314,711,843 | ||||||||||
Information Technology - 28.82% | ||||||||||
Accenture PLC, Class A (L) | 347,400 | 20,989,908 | 1.13 | % | ||||||
Apple, Inc. (I) | 384,300 | 128,997,981 | 6.95 | % | ||||||
Baidu, Inc., ADR (I) | 299,300 | 41,940,909 | 2.26 | % | ||||||
Broadcom Corp., Class A (I) | 431,000 | 14,498,840 | 0.78 | % | ||||||
Corning, Inc. | 858,200 | 15,576,330 | 0.84 | % | ||||||
eBay, Inc. (I) | 510,978 | 16,489,260 | 0.89 | % | ||||||
EMC Corp. (I) | 720,100 | 19,838,755 | 1.07 | % | ||||||
Google, Inc., Class A (I) | 153,866 | 77,914,665 | 4.20 | % | ||||||
Juniper Networks, Inc. (I) | 580,721 | 18,292,712 | 0.99 | % | ||||||
MasterCard, Inc., Class A | 121,000 | 36,462,140 | 1.96 | % | ||||||
Qualcomm, Inc. | 818,177 | 46,464,272 | 2.50 | % | ||||||
Tencent Holdings, Ltd. | 805,300 | 22,106,905 | 1.19 | % | ||||||
Visa, Inc., Class A | 266,500 | 22,455,290 | 1.21 | % | ||||||
OTHER SECURITIES | 52,818,223 | 2.85 | % | |||||||
534,846,190 | ||||||||||
Materials - 4.01% | ||||||||||
Air Products & Chemicals, Inc. | 156,100 | 14,920,038 | 0.80 | % |
The accompanying notes are an integral part of the financial statements.
24
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Blue Chip Growth Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Materials (continued) | ||||||||||
Praxair, Inc. | 393,800 | $ | 42,683,982 | 2.30 | % | |||||
OTHER SECURITIES | 16,871,645 | 0.91 | % | |||||||
74,475,665 | ||||||||||
Telecommunication Services - 1.79% | ||||||||||
American Tower Corp., Class A (I) | 635,338 | 33,247,238 | 1.79 | % | ||||||
TOTAL COMMON STOCKS (Cost $1,367,181,781) | $ | 1,841,303,130 | ||||||||
SECURITIES LENDING COLLATERAL - 3.29% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, 0.2447% (W)(Y) | 6,092,341 | 60,971,536 | 3.29 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $60,970,215) | $ | 60,971,536 | ||||||||
SHORT-TERM INVESTMENTS - 0.49% | ||||||||||
Money Market Funds - 0.49% | $ | 9,130,134 | 0.49 | % | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $9,130,134) | $ | 9,130,134 | ||||||||
Total Investments (Blue Chip Growth Trust) | ||||||||||
(Cost $1,437,282,130) - 102.99% | $ | 1,911,404,800 | 102.99 | % | ||||||
Other Assets And Liabilities, Net - (2.99%) | (55,478,034 | ) | (2.99 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 1,855,926,766 | 100.00 | % |
Capital Appreciation Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 98.80% |
|
|
|
|
|
| ||||
Consumer Discretionary - 25.02% | ||||||||||
Amazon.com, Inc. (I) | 246,566 | $ | 50,420,281 | 4.38 | % | |||||
Bayerische Motoren Werke | ||||||||||
(BMW) AG | 152,935 | 15,239,421 | 1.32 | % | ||||||
BorgWarner, Inc. (I)(L) | 180,262 | 14,563,367 | 1.27 | % | ||||||
Burberry Group PLC-ADR | 220,236 | 10,300,438 | 0.90 | % | ||||||
Chipotle Mexican Grill, Inc. (I)(L) | 58,824 | 18,128,969 | 1.58 | % | ||||||
Coach, Inc. | 246,977 | 15,789,240 | 1.37 | % | ||||||
LVMH Moet Hennessy Louis Vuitton | 69,604 | 12,527,161 | 1.09 | % | ||||||
Marriott | ||||||||||
International, Inc., Class A (L) | 399,626 | 14,182,727 | 1.23 | % | ||||||
NIKE, Inc., Class B | 251,751 | 22,652,555 | 1.97 | % | ||||||
Polo Ralph Lauren Corp. (L) | 153,132 | 20,306,835 | 1.76 | % | ||||||
Starbucks Corp. | 559,110 | 22,079,254 | 1.92 | % | ||||||
The Walt Disney Company | 611,820 | 23,885,453 | 2.08 | % | ||||||
Tiffany & Company (L) | 165,049 | 12,959,647 | 1.13 | % | ||||||
OTHER SECURITIES | 34,823,498 | 3.02 | % | |||||||
287,858,846 | ||||||||||
Consumer Staples - 6.14% | ||||||||||
Costco Wholesale Corp. | 222,784 | 18,098,972 | 1.57 | % | ||||||
Mead Johnson Nutrition Company | 190,446 | 12,864,627 | 1.12 | % | ||||||
The Estee Lauder | ||||||||||
Companies, Inc., Class A (L) | 155,765 | 16,384,920 | 1.42 | % | ||||||
Whole Foods Market, Inc. | 276,841 | 17,565,561 | 1.53 | % | ||||||
OTHER SECURITIES | 5,719,513 | 0.50 | % | |||||||
70,633,593 | ||||||||||
Energy - 5.98% | ||||||||||
Occidental Petroleum Corp. | 234,391 | 24,386,040 | 2.12 | % | ||||||
Schlumberger, Ltd. | 389,576 | 33,659,366 | 2.93 | % | ||||||
OTHER SECURITIES | $ | 10,731,020 | 0.93 | % | ||||||
68,776,426 | ||||||||||
Financials - 2.99% | ||||||||||
American Express Company | 391,561 | 20,243,704 | 1.76 | % | ||||||
OTHER SECURITIES | 14,153,524 | 1.23 | % | |||||||
34,397,228 | ||||||||||
Health Care - 12.41% | ||||||||||
Agilent Technologies, Inc. (I) | 358,630 | 18,329,579 | 1.59 | % | ||||||
Allergan, Inc. | 207,922 | 17,309,507 | 1.50 | % | ||||||
Celgene Corp. (I) | 311,460 | 18,787,267 | 1.63 | % | ||||||
Express Scripts, Inc. (I) | 371,701 | 20,064,420 | 1.74 | % | ||||||
Illumina, Inc. (I)(L) | 198,192 | 14,894,129 | 1.29 | % | ||||||
Novo Nordisk A/S, ADR | 106,637 | 13,359,483 | 1.16 | % | ||||||
Pfizer, Inc. | 623,747 | 12,849,188 | 1.12 | % | ||||||
Shire PLC, ADR (L) | 204,521 | 19,267,923 | 1.67 | % | ||||||
OTHER SECURITIES | 7,972,628 | 0.71 | % | |||||||
142,834,124 | ||||||||||
Industrials - 8.23% | ||||||||||
Deere & Company | 152,916 | 12,607,924 | 1.10 | % | ||||||
Precision Castparts Corp. | 149,630 | 24,636,580 | 2.14 | % | ||||||
The Boeing Company | 226,738 | 16,762,740 | 1.46 | % | ||||||
Union Pacific Corp. | 121,026 | 12,635,114 | 1.10 | % | ||||||
United Technologies Corp. | 210,294 | 18,613,122 | 1.62 | % | ||||||
OTHER SECURITIES | 9,400,370 | 0.81 | % | |||||||
94,655,850 | ||||||||||
Information Technology - 33.13% | ||||||||||
Apple, Inc. (I) | 147,528 | 49,520,724 | 4.30 | % | ||||||
Baidu, Inc., ADR (I) | 161,569 | 22,640,664 | 1.97 | % | ||||||
Cognizant Technology | ||||||||||
Solutions Corp., Class A (I) | 133,174 | 9,766,981 | 0.85 | % | ||||||
EMC Corp. (I) | 1,008,031 | 27,771,254 | 2.41 | % | ||||||
Google, Inc., Class A (I) | 52,717 | 26,694,834 | 2.32 | % | ||||||
International | ||||||||||
Business Machines Corp. | 164,501 | 28,220,147 | 2.45 | % | ||||||
Juniper Networks, Inc. (I) | 583,787 | 18,389,291 | 1.60 | % | ||||||
MasterCard, Inc., Class A | 82,528 | 24,868,988 | 2.16 | % | ||||||
NetApp, Inc. (I) | 286,383 | 15,115,295 | 1.31 | % | ||||||
Oracle Corp. | 989,836 | 32,575,503 | 2.83 | % | ||||||
Qualcomm, Inc. | 317,961 | 18,057,005 | 1.57 | % | ||||||
Red Hat, Inc. (I) | 301,600 | 13,843,440 | 1.20 | % | ||||||
Salesforce.com, Inc. (I) | 154,197 | 22,972,269 | 2.00 | % | ||||||
VMware, Inc., Class A (I) | 206,400 | 20,687,472 | 1.80 | % | ||||||
OTHER SECURITIES | 50,161,655 | 4.36 | % | |||||||
381,285,522 | ||||||||||
Materials - 3.56% | ||||||||||
E.I. du Pont de Nemours & Company | 302,701 | 16,360,989 | 1.42 | % | ||||||
Monsanto Company | 339,025 | 24,592,874 | 2.14 | % | ||||||
40,953,863 | ||||||||||
Telecommunication Services - 1.34% | ||||||||||
American Tower Corp., Class A (I) | 295,880 | 15,483,401 | 1.34 | % | ||||||
TOTAL COMMON STOCKS (Cost $861,602,247) | $ | 1,136,878,853 |
The accompanying notes are an integral part of the financial statements.
25
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Capital Appreciation Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
SECURITIES LENDING COLLATERAL - 6.54% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, 0.2447% (W)(Y) | 7,516,237 | $ | 75,221,749 | 6.54 | % | |||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $75,221,156) | $ | 75,221,749 | ||||||||
Total Investments (Capital Appreciation Trust) | ||||||||||
(Cost $936,823,403) - 105.34% | $ | 1,212,100,602 | 105.34 | % | ||||||
Other Assets And Liabilities, Net - (5.34%) | (61,432,796 | ) | (5.34 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 1,150,667,806 | 100.00 | % |
Capital Appreciation Value Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
|
|
|
|
|
| |||||
COMMON STOCKS - 72.04% | ||||||||||
Consumer Discretionary - 8.76% | ||||||||||
Carnival Corp. (L) | 126,100 | $ | 4,745,143 | 1.38 | % | |||||
Dollar General Corp. (I)(L) | 119,300 | 4,043,077 | 1.17 | % | ||||||
Kohl’s Corp. | 106,000 | 5,301,060 | 1.54 | % | ||||||
McDonald’s Corp. | 35,000 | 2,951,200 | 0.86 | % | ||||||
O’Reilly Automotive, Inc. (I) | 54,800 | 3,589,948 | 1.04 | % | ||||||
Time Warner, Inc. (L) | 181,500 | 6,601,155 | 1.92 | % | ||||||
OTHER SECURITIES | 2,942,330 | 0.85 | % | |||||||
30,173,913 | ||||||||||
Consumer Staples - 10.88% | ||||||||||
Colgate-Palmolive Company | 30,900 | 2,700,969 | 0.78 | % | ||||||
General Mills, Inc. | 236,500 | 8,802,530 | 2.55 | % | ||||||
Kellogg Company | 68,100 | 3,767,292 | 1.09 | % | ||||||
PepsiCo, Inc. | 183,900 | 12,952,077 | 3.76 | % | ||||||
The Procter & Gamble Company | 127,137 | 8,082,099 | 2.35 | % | ||||||
OTHER SECURITIES | 1,188,506 | 0.35 | % | |||||||
37,493,473 | ||||||||||
Energy - 8.20% | ||||||||||
Canadian Natural Resources, Ltd. | 102,700 | 4,299,022 | 1.25 | % | ||||||
Devon Energy Corp. | 42,500 | 3,349,425 | 0.97 | % | ||||||
El Paso Corp. | 101,000 | 2,040,200 | 0.59 | % | ||||||
EOG Resources, Inc. (L) | 35,100 | 3,669,705 | 1.06 | % | ||||||
Nexen, Inc. | 299,900 | 6,747,750 | 1.96 | % | ||||||
QEP Resources, Inc. | 86,100 | 3,601,563 | 1.05 | % | ||||||
Spectra Energy Corp. (L) | 88,700 | 2,431,267 | 0.71 | % | ||||||
Weatherford International, Ltd. (I) | 112,500 | 2,109,375 | 0.61 | % | ||||||
28,248,307 | ||||||||||
Financials - 11.45% | ||||||||||
AON Corp. | 127,100 | 6,520,230 | 1.89 | % | ||||||
Deutsche Boerse AG | 39,600 | 3,005,378 | 0.87 | % | ||||||
Franklin Resources, Inc. | 20,200 | 2,652,058 | 0.77 | % | ||||||
JPMorgan Chase & Company | 84,900 | 3,475,806 | 1.01 | % | ||||||
U.S. Bancorp | 436,400 | 11,132,564 | 3.23 | % | ||||||
Wells Fargo & Company | 190,100 | 5,334,206 | 1.55 | % | ||||||
OTHER SECURITIES | 7,336,453 | 2.13 | % | |||||||
39,456,695 | ||||||||||
Health Care - 8.42% | ||||||||||
Pfizer, Inc. | 559,070 | 11,516,842 | 3.34 | % | ||||||
Thermo Fisher Scientific, Inc. (I) | 197,400 | 12,710,586 | 3.69 | % | ||||||
OTHER SECURITIES | 4,793,364 | 1.39 | % | |||||||
29,020,792 | ||||||||||
Industrials - 9.66% | ||||||||||
Cooper Industries PLC (L) | 55,200 | 3,293,784 | 0.96 | % | ||||||
Danaher Corp. | 221,800 | 11,753,182 | 3.41 | % | ||||||
Emerson Electric Company | 43,200 | $ | 2,430,000 | 0.71 | % | |||||
Illinois Tool Works, Inc. | 56,400 | 3,186,036 | 0.92 | % | ||||||
Mitsubishi Corp. | 175,300 | 4,392,131 | 1.27 | % | ||||||
United Technologies Corp. | 92,900 | 8,222,579 | 2.39 | % | ||||||
33,277,712 | ||||||||||
Information Technology - 11.21% | ||||||||||
Accenture PLC, Class A | 48,600 | 2,936,412 | 0.85 | % | ||||||
Apple, Inc. (I) | 7,600 | 2,551,092 | 0.74 | % | ||||||
Cisco Systems, Inc. | 303,600 | 4,739,196 | 1.38 | % | ||||||
Google, Inc., Class A (I) | 6,400 | 3,240,832 | 0.94 | % | ||||||
Hewlett-Packard Company | 99,700 | 3,629,080 | 1.05 | % | ||||||
International | ||||||||||
Business Machines Corp. | 35,300 | 6,055,715 | 1.76 | % | ||||||
Microsoft Corp. | 109,800 | 2,854,800 | 0.83 | % | ||||||
TE Connectivity, Ltd. | 180,000 | 6,616,800 | 1.92 | % | ||||||
Texas Instruments, Inc. | 83,400 | 2,738,022 | 0.79 | % | ||||||
OTHER SECURITIES | 3,278,828 | 0.95 | % | |||||||
38,640,777 | ||||||||||
Materials - 1.36% | ||||||||||
Air Products & Chemicals, Inc. | 49,100 | 4,692,978 | 1.36 | % | ||||||
Telecommunication Services - 1.79% | ||||||||||
AT &T, Inc. | 196,000 | 6,156,360 | 1.79 | % | ||||||
Utilities - 0.31% | 1,057,120 | 0.31 | % | |||||||
TOTAL COMMON STOCKS (Cost $212,842,996) | $ | 248,218,127 | ||||||||
PREFERRED SECURITIES - 1.70% | ||||||||||
Consumer Discretionary - 0.82% | 2,841,212 | 0.82 | % | |||||||
Consumer Staples - 0.13% | 433,250 | 0.13 | % | |||||||
Financials - 0.54% | 1,866,394 | 0.54 | % | |||||||
Utilities - 0.21% | 719,321 | 0.21 | % | |||||||
TOTAL PREFERRED SECURITIES (Cost $5,589,872) | $ | 5,860,177 | ||||||||
CORPORATE BONDS - 5.42% | ||||||||||
Consumer Discretionary - 0.94% | $ | 3,240,915 | 0.94 | % | ||||||
Consumer Staples - 0.14% | 495,163 | 0.14 | % | |||||||
Energy - 0.99% | 3,408,969 | 0.99 | % | |||||||
Financials - 0.21% | 739,572 | 0.21 | % | |||||||
Health Care - 0.04% | 141,537 | 0.04 | % | |||||||
Industrials - 0.72% | 2,473,264 | 0.72 | % | |||||||
Information Technology - 0.25% | 856,229 | 0.25 | % | |||||||
Materials - 0.14% | 468,732 | 0.14 | % | |||||||
Telecommunication Services - 1.49% | ||||||||||
Crown Castle International Corp. | ||||||||||
9.000%, | $ | 2,925,000 | 3,173,625 | 0.92 | % | |||||
OTHER SECURITIES | 1,949,242 | 0.57 | % | |||||||
5,122,867 | ||||||||||
Utilities - 0.50% | 1,731,003 | 0.50 | % | |||||||
TOTAL CORPORATE BONDS (Cost $17,204,919) | $ | 18,678,251 | ||||||||
CONVERTIBLE BONDS - 2.33% | ||||||||||
Consumer Discretionary - 0.68% | 2,327,082 | 0.68 | % | |||||||
Energy - 0.26% | 911,584 | 0.26 | % | |||||||
Financials - 0.39% | 1,332,000 | 0.39 | % | |||||||
Industrials - 0.03% | 102,750 | 0.03 | % |
The accompanying notes are an integral part of the financial statements.
26
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Capital Appreciation Value Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
CONVERTIBLE BONDS (continued) | ||||||||||
Information Technology - 0.67% | $ | 2,313,630 | 0.67 | % | ||||||
Materials - 0.23% | 789,609 | 0.23 | % | |||||||
Telecommunication Services - 0.07% | 251,614 | 0.07 | % | |||||||
TOTAL CONVERTIBLE BONDS (Cost $5,867,158) | $ | 8,028,269 | ||||||||
TERM LOANS (M) - 9.45% | ||||||||||
Consumer Discretionary - 6.31% | ||||||||||
CSC Holdings LLC | ||||||||||
1.941%, 03/29/2016 | $ | 2,557,048 | 2,547,725 | 0.74 | % | |||||
Dunkin’ Brands, Inc. | ||||||||||
4.250%, 11/23/2017 | 7,718,595 | 7,701,715 | 2.24 | % | ||||||
Federal-Mogul Corp. | ||||||||||
2.128%, 12/29/2014 | 2,624,477 | 2,481,067 | 0.72 | % | ||||||
Federal-Mogul Corp. | ||||||||||
2.128%, 12/28/2015 | 2,329,700 | 2,199,119 | 0.64 | % | ||||||
OTHER SECURITIES | 6,816,907 | 1.97 | % | |||||||
21,746,533 | ||||||||||
Materials - 0.43% | 1,474,183 | 0.43 | % | |||||||
Health Care - 0.27% | 917,223 | 0.27 | % | |||||||
Financials - 0.66% | 2,274,953 | 0.66 | % | |||||||
Information Technology - 0.36% | 1,235,742 | 0.36 | % | |||||||
Telecommunication Services - 0.57% | 1,954,739 | 0.57 | % | |||||||
Consumer Staples - 0.71% | 2,448,844 | 0.71 | % | |||||||
Industrials - 0.14% | 494,584 | 0.14 | % | |||||||
TOTAL TERM LOANS (Cost $32,305,383) | $ | 32,546,801 | ||||||||
SECURITIES LENDING COLLATERAL - 4.52% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 1,555,032 | 15,562,601 | 4.52 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $15,562,190) | $ | 15,562,601 | ||||||||
SHORT-TERM INVESTMENTS - 9.26% | ||||||||||
Repurchase Agreement - 0.58% | 1,995,000 | 0.58 | % | |||||||
Money Market Funds - 8.68% | ||||||||||
T. Rowe Price Prime Reserve | ||||||||||
Fund, 0.1301% (Y) | 29,929,344 | 29,929,344 | 8.68 | % | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $31,924,344) | $ | 31,924,344 | ||||||||
|
|
|
|
|
|
| ||||
Total Investments (Capital Appreciation Value Trust) | ||||||||||
(Cost $321,296,862) - 104.72% | $ | 360,818,570 | 104.72 | % | ||||||
Other Assets And Liabilities, Net - (4.72%) | (16,274,996 | ) | (4.72 | )% | ||||||
|
| |||||||||
TOTAL NET ASSETS - 100.00% | $ | 344,543,574 | 100.00 | % |
Core Allocation Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.02% | ||||||||||
Affiliated Investment Companies - 100.02% | ||||||||||
Equity - 87.47% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 87.47% | ||||||||||
Core Allocation Plus, | ||||||||||
Series NAV (Wellington) | 6,335,767 | $ | 72,481,169 | 59.95 | % | |||||
500 Index, Series NAV | ||||||||||
(John Hancock) (A)(2) | 1,232,615 | 14,138,110 | 11.69 | % | ||||||
Mid Cap Index, Series NAV | ||||||||||
(John Hancock) (A)(2) | 362,545 | 6,964,487 | 5.76 | % | ||||||
Small Cap Index, Series NAV | ||||||||||
(John Hancock) (A)(2) | 105,707 | 1,570,799 | 1.30 | % | ||||||
International Index, Series NAV | ||||||||||
(John Hancock) (A)(2) | 578,445 | 10,602,893 | 8.77 | % | ||||||
105,757,458 | ||||||||||
105,757,458 | ||||||||||
Fixed Income - 12.55% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 12.55% | ||||||||||
Total Bond Market A, | ||||||||||
Series NAV (Declaration) (A) | 1,074,320 | 15,180,146 | 12.55 | % | ||||||
120,937,604 | ||||||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $111,082,271) | $ | 120,937,604 | ||||||||
Total Investments (Core Allocation Trust) | ||||||||||
(Cost $111,082,271) - 100.02% | $ | 120,937,604 | 100.02 | % | ||||||
Other Assets And Liabilities, Net - (0.02%) | (28,675 | ) | (0.02 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 120,908,929 | 100.00 | % |
Core Allocation Plus Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 55.69% | ||||||||||
Consumer Discretionary - 8.34% | ||||||||||
Amazon.com, Inc. (I) | 7,530 | $ | 1,539,810 | 0.57 | % | |||||
Coach, Inc. | 15,350 | 981,326 | 0.37 | % | ||||||
DIRECTV, Class A (I) | 15,330 | 779,071 | 0.29 | % | ||||||
DreamWorks | ||||||||||
Animation SKG, Inc. (I)(L) | 44,900 | 902,490 | 0.34 | % | ||||||
Lumber | ||||||||||
Liquidators Holdings, Inc. (I)(L) | 29,310 | 744,474 | 0.28 | % | ||||||
Netflix, Inc. (I)(L) | 3,300 | 866,877 | 0.32 | % | ||||||
Wynn Resorts, Ltd. (L) | 6,900 | 990,426 | 0.37 | % | ||||||
OTHER SECURITIES | 15,581,984 | 5.80 | % | |||||||
22,386,458 | ||||||||||
Consumer Staples - 3.83% | ||||||||||
Green Mountain | ||||||||||
Coffee Roasters, Inc. (I)(L) | 18,795 | 1,677,642 | 0.63 | % | ||||||
Wal-Mart Stores, Inc. | 21,260 | 1,129,756 | 0.42 | % | ||||||
OTHER SECURITIES | 7,482,541 | 2.78 | % | |||||||
10,289,939 | ||||||||||
Energy - 5.26% | ||||||||||
Chevron Corp. | 16,270 | 1,673,207 | 0.62 | % | ||||||
ConocoPhillips | 15,030 | 1,130,106 | 0.42 | % | ||||||
Exxon Mobil Corp. | 33,275 | 2,707,920 | 1.01 | % | ||||||
Inpex Corp. | 110 | 812,100 | 0.30 | % | ||||||
OTHER SECURITIES | 7,783,791 | 2.91 | % | |||||||
14,107,124 |
The accompanying notes are an integral part of the financial statements.
27
John Hancock Variable Insurance Trust (Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
|
Core Allocation Plus Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Financials - 6.95% | ||||||||||
Banco Santander Brasil SA, ADR | 64,600 | $ | 756,466 | 0.28 | % | |||||
JPMorgan Chase & Company | 45,480 | 1,861,951 | 0.69 | % | ||||||
Resolution, Ltd. | 158,398 | 747,445 | 0.28 | % | ||||||
UBS AG (Swiss Exchange) (I) | 46,900 | 855,226 | 0.32 | % | ||||||
Wells Fargo & Company | 61,700 | 1,731,302 | 0.65 | % | ||||||
OTHER SECURITIES | 12,693,736 | 4.73 | % | |||||||
18,646,126 | ||||||||||
Health Care - 6.70% | ||||||||||
Abbott Laboratories | 17,030 | 896,119 | 0.33 | % | ||||||
Amgen, Inc. (I) | 16,760 | 977,946 | 0.36 | % | ||||||
Biogen Idec, Inc. (I) | 7,940 | 848,945 | 0.32 | % | ||||||
Eli Lilly & Company | 28,480 | 1,068,854 | 0.40 | % | ||||||
Merck & Company, Inc. | 25,210 | 889,661 | 0.33 | % | ||||||
Pfizer, Inc. | 58,455 | 1,204,173 | 0.45 | % | ||||||
UnitedHealth Group, Inc. | 23,100 | 1,191,498 | 0.44 | % | ||||||
OTHER SECURITIES | 10,898,189 | 4.07 | % | |||||||
17,975,385 | ||||||||||
Industrials - 7.19% | ||||||||||
Caterpillar, Inc. | 8,910 | 948,559 | 0.35 | % | ||||||
General Electric Company | 50,580 | 953,939 | 0.36 | % | ||||||
Northrop Grumman Corp. | 15,720 | 1,090,182 | 0.41 | % | ||||||
OTHER SECURITIES | 16,302,296 | 6.07 | % | |||||||
19,294,976 | ||||||||||
Information Technology - 11.75% | ||||||||||
Apple, Inc. (I) | 9,660 | 3,242,572 | 1.21 | % | ||||||
Comverse Technology, Inc. (I) | 203,700 | 1,578,675 | 0.59 | % | ||||||
Dena Company, Ltd. | 18,600 | 802,165 | 0.30 | % | ||||||
eBay, Inc. (I) | 33,830 | 1,091,694 | 0.41 | % | ||||||
Intel Corp. | 53,600 | 1,187,776 | 0.44 | % | ||||||
International | ||||||||||
Business Machines Corp. | 6,710 | 1,151,101 | 0.43 | % | ||||||
Microsoft Corp. | 62,700 | 1,630,200 | 0.61 | % | ||||||
Oracle Corp. | 36,330 | 1,195,620 | 0.45 | % | ||||||
OTHER SECURITIES | 19,651,788 | 7.31 | % | |||||||
31,531,591 | ||||||||||
Materials - 2.48% | 6,653,211 | 2.48 | % | |||||||
Telecommunication Services - 1.84% | ||||||||||
AT&T, Inc. | 37,060 | 1,164,055 | 0.43 | % | ||||||
Deutsche Telekom AG | 48,267 | 757,072 | 0.28 | % | ||||||
Verizon Communications, Inc. | 30,530 | 1,136,632 | 0.42 | % | ||||||
OTHER SECURITIES | 1,880,860 | 0.71 | % | |||||||
4,938,619 | ||||||||||
Utilities - 1.35% | 3,614,712 | 1.35 | % | |||||||
TOTAL COMMON STOCKS (Cost $135,127,034) | $ | 149,438,141 | ||||||||
U.S. GOVERNMENT & AGENCY | ||||||||||
OBLIGATIONS - 10.31% | ||||||||||
U.S. Treasury Bonds - 1.46% | ||||||||||
4.250%, 05/15/2039 (F) | $ | 950,000 | $ | 931,891 | 0.35 | % | ||||
8.750%, 05/15/2017 | 800,000 | 1,097,562 | 0.41 | % | ||||||
OTHER SECURITIES | 1,897,063 | 0.70 | % | |||||||
3,926,516 | ||||||||||
U.S. Treasury Notes - 4.73% | ||||||||||
0.625%, 02/28/2013 | 2,325,000 | 2,333,719 | 0.87 | % | ||||||
0.750%, 12/15/2013 | 1,850,000 | 1,855,637 | 0.69 | % | ||||||
2.500%, 04/30/2015 | 2,400,000 | 2,516,062 | 0.94 | % | ||||||
3.125%, 08/31/2013 | 3,075,000 | 3,247,729 | 1.21 | % | ||||||
3.625%, 02/15/2021 (L) | 1,375,000 | 1,432,578 | 0.53 | % | ||||||
4.500%, 11/30/2011 | 710,000 | 722,980 | 0.27 | % | ||||||
OTHER SECURITIES | $ | $ | 580,750 | 0.22 | % | |||||
12,689,455 | ||||||||||
Federal Home Loan Mortgage Corp. - 0.35% | 923,946 | 0.35 | % | |||||||
Federal National Mortgage Association - 2.47% | ||||||||||
3.500%, TBA | 4,700,000 | 4,488,607 | 1.67 | % | ||||||
5.500%, TBA | 1,000,000 | 1,081,148 | 0.40 | % | ||||||
OTHER SECURITIES | 1,065,874 | 0.40 | % | |||||||
6,635,629 | ||||||||||
Government National Mortgage Association - 1.30% | ||||||||||
4.000%, TBA | 3,000,000 | 3,053,226 | 1.14 | % | ||||||
OTHER SECURITIES | 429,935 | 0.16 | % | |||||||
3,483,161 | ||||||||||
TOTAL U.S. GOVERNMENT & AGENCY | ||||||||||
OBLIGATIONS (Cost $27,570,938) | $ | 27,658,707 | ||||||||
FOREIGN GOVERNMENT | ||||||||||
OBLIGATIONS - 0.26% | ||||||||||
Brazil - 0.21% | 579,725 | 0.21 | % | |||||||
Qatar - 0.05% | 125,700 | 0.05 | % | |||||||
TOTAL FOREIGN GOVERNMENT | ||||||||||
OBLIGATIONS (Cost $628,964) | $ | 705,425 | ||||||||
CORPORATE BONDS - 14.31% | ||||||||||
Consumer Discretionary - 1.75% | 4,701,689 | 1.75 | % | |||||||
Consumer Staples - 1.44% | 3,868,349 | 1.44 | % | |||||||
Energy - 1.08% | 2,893,800 | 1.08 | % | |||||||
Financials - 6.04% | 16,204,672 | 6.04 | % | |||||||
Health Care - 0.73% | 1,972,504 | 0.73 | % | |||||||
Industrials - 0.52% | 1,385,868 | 0.52 | % | |||||||
Information Technology - 0.10% | 258,244 | 0.10 | % | |||||||
Materials - 0.43% | 1,151,583 | 0.43 | % | |||||||
Telecommunication Services - 0.95% | 2,547,003 | 0.95 | % | |||||||
Utilities - 1.27% | 3,415,746 | 1.27 | % | |||||||
TOTAL CORPORATE BONDS (Cost $35,972,260) | $ | 38,399,458 | ||||||||
MUNICIPAL BONDS - 0.92% | ||||||||||
California - 0.32% | 857,789 | 0.32 | % | |||||||
Illinois - 0.29% | 790,827 | 0.29 | % | |||||||
Maryland - 0.02% | 42,365 | 0.02 | % | |||||||
Massachusetts - 0.05% | 127,412 | 0.05 | % | |||||||
Missouri - 0.05% | 122,315 | 0.05 | % | |||||||
New Jersey - 0.04% | 121,567 | 0.04 | % | |||||||
New York - 0.09% | 252,809 | 0.09 | % | |||||||
Texas - 0.06% | 169,516 | 0.06 | % | |||||||
TOTAL MUNICIPAL BONDS (Cost $2,331,345) | $ | 2,484,600 | ||||||||
CAPITAL PREFERRED SECURITIES - 0.06% | ||||||||||
Financials - 0.06% | 152,965 | 0.06 | % | |||||||
TOTAL CAPITAL PREFERRED | ||||||||||
SECURITIES (Cost $140,091) | $ | 152,965 |
The accompanying notes are an integral part of the financial statements.
28
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Core Allocation Plus Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
Collateralized Mortgage | �� | |||||||||
Obligations 2.80% | $ | 7,506,338 | 2.80 | % | ||||||
|
|
|
|
|
|
| ||||
TOTAL COLLATERALIZED MORTGAGE | ||||||||||
OBLIGATIONS (Cost $6,764,897) | $ | 7,506,338 | ||||||||
|
|
|
|
|
|
| ||||
Asset Backed Securities 0.24% | 639,413 | 0.24 | % | |||||||
|
|
|
|
|
|
| ||||
TOTAL ASSET BACKED | ||||||||||
SECURITIES (Cost $616,572) | $ | 639,413 | ||||||||
|
|
|
|
|
|
| ||||
Investment Companies 0.08% | 224,349 | 0.08 | % | |||||||
|
|
|
|
|
|
| ||||
TOTAL INVESTMENT COMPANIES (Cost $223,774) | $ | 224,349 | ||||||||
|
|
|
|
|
|
| ||||
SECURITIES LENDING COLLATERAL - 5.98% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 1,603,901 | 16,051,678 | 5.98 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $16,051,454) | $ | 16,051,678 | ||||||||
SHORT-TERM INVESTMENTS - 17.74% | ||||||||||
Repurchase Agreement - 17.74% | ||||||||||
Barclays Capital Tri-Party Repurchase Agreement dated 06/30/2011 at 0.030% to be repurchased at $47,600,040 on 07/01/2011, collateralized by$48,547,746 Federal Home Loan Mortgage Corp., 4.400% due 05/06/2013 (valued at$48,552,279 including interest) | $ | 47,600,000 | $ | 47,600,000 | 17.74 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $47,600,000) | $ | 47,600,000 | ||||||||
Total Investments (Core Allocation Plus Trust) | ||||||||||
(Cost $273,027,329) - 108.39% | $ | 290,861,074 | 108.39 | % | ||||||
Other Assets And Liabilities, Net - (8.39%) | (22,521,566 | ) | (8.39 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 268,339,508 | 100.00 | % |
Core Disciplined Diversification Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.02% | ||||||||||
Affiliated Investment Companies - 100.02% | ||||||||||
Equity - 88.10% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 88.10% | ||||||||||
500 Index, Series NAV | ||||||||||
(John Hancock) (A)(2) | 2,198,590 | $ | 25,217,815 | 12.53 | % | |||||
Mid Cap Index, Series NAV | ||||||||||
(John Hancock) (A)(2) | 176,925 | 3,398,722 | 1.69 | % | ||||||
Small Cap Index, Series NAV | ||||||||||
(John Hancock) (A)(2) | 252,825 | 3,756,985 | 1.87 | % | ||||||
International Index, Series NAV | ||||||||||
(John Hancock) (A)(2) | 1,335,813 | 24,485,460 | 12.17 | % | ||||||
Disciplined Diversification, | ||||||||||
Series NAV (DFA) | 9,364,512 | 120,427,628 | 59.84 | % | ||||||
177,286,610 | ||||||||||
Fixed Income - 11.92% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 11.92% | ||||||||||
Total Bond Market A, | ||||||||||
Series NAV (Declaration) (A) | 1,697,283 | $ | 23,982,613 | 11.92 | % | |||||
201,269,223 | ||||||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $182,105,664) | $ | 201,269,223 | ||||||||
Total Investments (Core Disciplined Diversification | ||||||||||
Trust) (Cost $182,105,664) - 100.02% | $ | 201,269,223 | 100.02 | % | ||||||
Other Assets And Liabilities, Net - (0.02%) | (30,363 | ) | (0.02 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 201,238,860 | 100.00 | % |
Core Diversified Growth & Income Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.36% | ||||||||||
Affiliated Investment Companies - 40.12% | ||||||||||
Equity - 28.37% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 28.37% | ||||||||||
500 Index, Series NAV | ||||||||||
(John Hancock) | $ | 1,002,118 | 23.88 | % | ||||||
International Index, Series NAV | ||||||||||
(John Hancock) | 188,561 | 4.49 | % | |||||||
1,190,679 | ||||||||||
Fixed Income - 11.75% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 11.75% | ||||||||||
Total Bond Market A, | ||||||||||
Series NAV (Declaration) | 493,160 | 11.75 | % | |||||||
1,683,839 | ||||||||||
Unaffiliated Investment Companies - 60.24% | ||||||||||
Equity - 42.60% | ||||||||||
American Growth-Income | ||||||||||
Fund - Class 1 | 655,699 | 15.62 | % | |||||||
American Growth Fund - Class 1 | 347,660 | 8.28 | % | |||||||
American Blue Chip Income & | ||||||||||
Growth Fund - Class 1 | 342,773 | 8.17 | % | |||||||
American International | ||||||||||
Fund - Class 1 | 121,260 | 2.89 | % | |||||||
American Global Growth | ||||||||||
Fund - Class 1 | 320,643 | 7.64 | % | |||||||
Fixed Income - 17.64% | ||||||||||
American U.S. Government | ||||||||||
Fund - Class 1 | 740,568 | 17.64 | % | |||||||
2,528,603 | ||||||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $3,897,775) | $ | 4,212,442 | ||||||||
Total Investments (Core Diversified Growth & | ||||||||||
Income Trust) (Cost $3,897,775) - 100.36% | $ | 4,212,442 | 100.36 | % | ||||||
Other Assets And Liabilities, Net - (0.36%) | (15,233 | ) | (0.36 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 4,197,209 | 100.00 | % |
The accompanying notes are an integral part of the financial statements.
29
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Core Fundamental Holdings Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.01% | ||||||||||
Affiliated Investment Companies - 39.99% | ||||||||||
Equity - 24.17% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 24.17% | ||||||||||
500 Index, Series NAV | ||||||||||
(John Hancock) | $ | 54,845,226 | 18.89 | % | ||||||
International Index, Series NAV | ||||||||||
(John Hancock) | 15,341,561 | 5.28 | % | |||||||
70,186,787 | ||||||||||
Fixed Income - 15.82% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 15.82% | ||||||||||
Total Bond Market A, | ||||||||||
Series NAV (Declaration) | 45,938,850 | 15.82 | % | |||||||
116,125,637 | ||||||||||
Unaffiliated Investment Companies - 60.02% | ||||||||||
Equity - 36.26% | ||||||||||
American Growth-Income | ||||||||||
Fund - Class 1 | 41,126,140 | 14.16 | % | |||||||
American Growth Fund - Class 1 | 20,697,520 | 7.13 | % | |||||||
American International | ||||||||||
Fund - Class 1 | 22,918,637 | 7.89 | % | |||||||
American Blue Chip Income & | ||||||||||
Growth Fund - Class 1 | 20,551,942 | 7.08 | % | |||||||
Fixed Income - 23.76% | ||||||||||
American U.S. Government | ||||||||||
Fund - Class 1 | 68,974,755 | 23.76 | % | |||||||
174,268,994 | ||||||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $263,089,538) | $ | 290,394,631 | ||||||||
Total Investments (Core Fundamental Holdings | ||||||||||
Trust) (Cost $263,089,538) - 100.01% | $ | 290,394,631 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (33,299 | ) | (0.01 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 290,361,332 | 100.00 | % |
Core Global Diversification Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
INVESTMENT COMPANIES - 100.01% | ||||||||||
Affiliated Investment Companies - 40.09% | ||||||||||
Equity - 26.29% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 26.29% | ||||||||||
500 Index, Series NAV | ||||||||||
(John Hancock) | $ | 31,298,305 | 9.02 | % | ||||||
International Index, Series NAV | ||||||||||
(John Hancock) | 59,914,763 | 17.27 | % | |||||||
91,213,068 | ||||||||||
Fixed Income - 13.80% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 13.80% | ||||||||||
Total Bond Market A, | ||||||||||
Series NAV (Declaration) | 47,873,909 | 13.80 | % | |||||||
139,086,977 | ||||||||||
Unaffiliated Investment Companies - 59.92% | ||||||||||
Equity - 39.22% | ||||||||||
American Funds Insurance Series - 39.22% | ||||||||||
American International | ||||||||||
Fund - Class 1 | $ | 59,056,898 | 17.03 | % | ||||||
American Global Growth | ||||||||||
Fund - Class 1 | 59,947,003 | 17.28 | % | |||||||
American Growth-Income | ||||||||||
Fund - Class 1 | 17,032,031 | 4.91 | % | |||||||
136,035,932 | ||||||||||
Fixed Income - 20.70% | ||||||||||
American Funds Insurance Series - 20.70% | ||||||||||
American U.S. Government | ||||||||||
Fund - Class 1 | 71,810,863 | 20.70 | % | |||||||
207,846,795 | ||||||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $321,973,900) | $ | 346,933,772 | ||||||||
Total Investments (Core Global Diversification | ||||||||||
Trust) (Cost $321,973,900) - 100.01% | $ | 346,933,772 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (34,635 | ) | (0.01 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 346,899,137 | 100.00 | % |
Disciplined Diversification Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 70.14% | ||||||||||
Consumer Discretionary - 8.77% | $ | 32,598,789 | 8.77 | % | ||||||
Consumer Staples - 6.06% | ||||||||||
The Coca-Cola Company | 15,579 | 1,048,311 | 0.28 | % | ||||||
The Procter & Gamble Company | 26,347 | 1,674,879 | 0.45 | % | ||||||
Wal-Mart Stores, Inc. | 25,259 | 1,342,263 | 0.36 | % | ||||||
OTHER SECURITIES | 18,435,202 | 4.97 | % | |||||||
22,500,655 | ||||||||||
Energy - 7.87% | ||||||||||
Chevron Corp. | 19,289 | 1,983,681 | 0.53 | % | ||||||
ConocoPhillips | 16,049 | 1,206,724 | 0.32 | % | ||||||
Exxon Mobil Corp. | 38,815 | 3,158,765 | 0.85 | % | ||||||
Royal Dutch Shell PLC, | ||||||||||
ADR, Class B | 20,500 | 1,470,875 | 0.40 | % | ||||||
OTHER SECURITIES | 21,398,281 | 5.77 | % | |||||||
29,218,326 | ||||||||||
Financials - 12.33% | ||||||||||
Bank of America Corp. | 116,312 | 1,274,780 | 0.34 | % | ||||||
HSBC Holdings PLC, ADR (L) | 24,282 | 1,204,873 | 0.32 | % | ||||||
JPMorgan Chase & Company | 49,179 | 2,013,388 | 0.54 | % | ||||||
Wells Fargo & Company | 56,635 | 1,589,178 | 0.43 | % | ||||||
OTHER SECURITIES | 39,729,072 | 10.70 | % | |||||||
45,811,291 | ||||||||||
Health Care - 6.24% | ||||||||||
Johnson & Johnson | 21,559 | 1,434,105 | 0.39 | % | ||||||
Merck & Company, Inc. | 28,540 | 1,007,177 | 0.27 | % | ||||||
Pfizer, Inc. | 75,307 | 1,551,324 | 0.42 | % | ||||||
OTHER SECURITIES | 19,179,428 | 5.16 | % | |||||||
23,172,034 |
The accompanying notes are an integral part of the financial statements.
30
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Disciplined Diversification Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Industrials - 9.14% | ||||||||||
General Electric Company | 84,813 | $ | 1,599,573 | 0.43 | % | |||||
OTHER SECURITIES | 32,337,156 | 8.71 | % | |||||||
33,936,729 | ||||||||||
Information Technology - 8.80% | ||||||||||
Apple, Inc. (I) | 6,900 | 2,316,123 | 0.62 | % | ||||||
Intel Corp. | 50,800 | 1,125,728 | 0.30 | % | ||||||
International | ||||||||||
Business Machines Corp. | 9,100 | 1,561,105 | 0.42 | % | ||||||
Microsoft Corp. | 58,608 | 1,523,808 | 0.41 | % | ||||||
Oracle Corp. | 31,754 | 1,045,024 | 0.28 | % | ||||||
OTHER SECURITIES | 25,108,904 | 6.77 | % | |||||||
32,680,692 | ||||||||||
Materials - 6.09% | 22,612,363 | 6.09 | % | |||||||
Telecommunication Services - 2.44% | ||||||||||
AT &T, Inc. | 58,644 | 1,842,008 | 0.50 | % | ||||||
OTHER SECURITIES | 7,225,630 | 1.94 | % | |||||||
9,067,638 | ||||||||||
Utilities - 2.40% | 8,916,389 | 2.40 | % | |||||||
TOTAL COMMON STOCKS (Cost $188,374,599) | $ | 260,514,906 | ||||||||
PREFERRED SECURITIES - 0.18% | ||||||||||
Consumer Discretionary - 0.03% | 127,741 | 0.03 | % | |||||||
Consumer Staples - 0.04% | 138,781 | 0.04 | % | |||||||
Financials - 0.03% | 119,454 | 0.03 | % | |||||||
Industrials - 0.02% | 54,675 | 0.02 | % | |||||||
Information Technology - 0.00% | 5,206 | 0.00 | % | |||||||
Materials - 0.03% | 111,467 | 0.03 | % | |||||||
Telecommunication Services - 0.01% | 19,895 | 0.01 | % | |||||||
Utilities - 0.02% | 81,665 | 0.02 | % | |||||||
TOTAL PREFERRED SECURITIES (Cost $432,252) | $ | 658,884 | ||||||||
U.S. GOVERNMENT & AGENCY | ||||||||||
OBLIGATIONS - 28.92% | ||||||||||
Federal Farm Credit Bank - 4.59% | ||||||||||
3.400%, 06/04/2018 $1,000,000 | $ | 1,037,492 | 0.28 | % | ||||||
4.875%, 12/16/2015 | ||||||||||
to 01/17/2017 | 7,000,000 | 7,953,083 | 2.14 | % | ||||||
5.125%, 08/25/2016 | 3,000,000 | 3,443,310 | 0.93 | % | ||||||
5.220%, 05/15/2023 | 2,480,000 | 2,801,867 | 0.75 | % | ||||||
5.250%, 03/06/2023 | 1,135,000 | 1,272,127 | 0.34 | % | ||||||
OTHER SECURITIES | 529,940 | 0.15 | % | |||||||
17,037,819 | ||||||||||
Federal Home Loan Bank - 12.01% | ||||||||||
4.500%, 09/13/2019 | 1,850,000 | 2,015,658 | 0.54 | % | ||||||
4.750%, 09/11/2015 | ||||||||||
to 12/16/2016 | 7,050,000 | 7,985,528 | 2.15 | % | ||||||
4.875%, 05/17/2017 | 3,400,000 | 3,884,565 | 1.05 | % | ||||||
5.000%, 12/21/2015 | ||||||||||
to 11/17/2017 | 7,700,000 | 8,812,206 | 2.37 | % | ||||||
5.125%, 10/19/2016 | 1,750,000 | 2,006,492 | 0.54 | % | ||||||
5.250%, 12/09/2022 | 1,155,000 | 1,299,019 | 0.35 | % | ||||||
5.375%, 05/18/2016 | ||||||||||
to 09/30/2022 | 7,950,000 | 9,198,901 | 2.48 | % | ||||||
5.500%, 08/13/2014 | 3,300,000 | 3,760,228 | 1.01 | % | ||||||
5.625%, 06/11/2021 | 905,000 | 1,050,596 | 0.28 | % | ||||||
OTHER SECURITIES | 4,610,342 | 1.24 | % | |||||||
44,623,535 | ||||||||||
Federal Home Loan Mortgage Corp. - 0.17% | $ | 634,450 | 0.17 | % | ||||||
Tennessee Valley Authority - 3.06% | ||||||||||
4.375%, 06/15/2015 | $ | 3,400,000 | 3,753,780 | 1.01 | % | |||||
4.500%, 04/01/2018 (I) | 2,300,000 | 2,544,508 | 0.69 | % | ||||||
5.500%, 07/18/2017 | 1,250,000 | 1,459,365 | 0.39 | % | ||||||
6.250%, 12/15/2017 | 2,986,000 | 3,609,241 | 0.97 | % | ||||||
11,366,894 | ||||||||||
U.S. Treasury Bonds - 6.33% | ||||||||||
6.000%, 02/15/2026 | 1,000,000 | 1,243,906 | 0.33 | % | ||||||
6.875%, 08/15/2025 | 1,025,000 | 1,377,344 | 0.37 | % | ||||||
7.500%, 11/15/2024 | 1,575,000 | 2,216,813 | 0.60 | % | ||||||
8.875%, 08/15/2017 | 1,525,000 | 2,117,725 | 0.57 | % | ||||||
9.250%, 02/15/2016 | 2,015,000 | 2,707,656 | 0.73 | % | ||||||
10.625%, 08/15/2015 (L) | 3,985,000 | 5,470,971 | 1.47 | % | ||||||
11.250%, 02/15/2015 (L) | 5,800,000 | 7,881,655 | 2.12 | % | ||||||
OTHER SECURITIES | 502,275 | 0.14 | % | |||||||
23,518,345 | ||||||||||
U.S. Treasury Notes - 2.76% | ||||||||||
2.625%, 02/29/2016 | 1,750,000 | 1,830,253 | 0.49 | % | ||||||
2.750%, 02/15/2019 | 1,200,000 | 1,210,781 | 0.33 | % | ||||||
4.250%, 08/15/2014 | ||||||||||
to 11/15/2014 | 5,600,000 | 6,190,407 | 1.67 | % | ||||||
OTHER SECURITIES | 1,004,179 | 0.27 | % | |||||||
10,235,620 | ||||||||||
TOTAL U.S. GOVERNMENT & AGENCY | ||||||||||
OBLIGATIONS (Cost $103,026,795) | $ | 107,416,663 | ||||||||
Warrants 0.00% | 106 | 0.00 | % | |||||||
TOTAL WARRANTS (Cost $0) | $ | 106 | ||||||||
Rights 0.00% | 14,041 | 0.00 | % | |||||||
TOTAL RIGHTS (Cost $21,446) | $ | 14,041 | ||||||||
SECURITIES LENDING COLLATERAL - 5.98% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 2,220,916 | 22,226,704 | 5.98 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $22,225,909) | $ | 22,226,704 | ||||||||
SHORT-TERM INVESTMENTS - 0.21% | ||||||||||
Money Market Funds - 0.21% | $ | 776,910 | 0.21 | % | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $776,910) | $ | 776,910 | ||||||||
Total Investments (Disciplined Diversification Trust) | ||||||||||
(Cost $314,857,911) - 105.43% | $ | 391,608,214 | 105.43 | % | ||||||
Other Assets And Liabilities, Net - (5.43%) | (20,155,328 | ) | (5.43 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 371,452,886 | 100.00 | % |
Emerging Markets Value Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 96.54% | ||||||||||
Bermuda - 0.03% | $ | 346,393 | 0.03 | % | ||||||
Brazil - 10.65% | ||||||||||
Banco Santander Brasil SA | 17,919 | 210,116 | 0.02 | % |
The accompanying notes are an integral part of the financial statements.
31
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Emerging Markets Value Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Brazil (continued) | ||||||||||
Banco Santander Brasil SA, ADR | 1,190,281 | $ | 13,938,191 | 1.29 | % | |||||
BM &F Bovespa SA | 2,958,300 | 19,581,097 | 1.82 | % | ||||||
BR Malls Participacoes SA | 455,587 | 5,210,795 | 0.48 | % | ||||||
Gerdau SA | 191,900 | 1,755,891 | 0.16 | % | ||||||
Gerdau SA, ADR | 1,115,434 | 11,734,366 | 1.09 | % | ||||||
Petroleo Brasileiro SA | 232,142 | 3,904,609 | 0.36 | % | ||||||
Petroleo Brasileiro SA, ADR (L) | 400,246 | 12,279,547 | 1.14 | % | ||||||
Petroleo Brasileiro SA, ADR | 287,990 | 9,751,341 | 0.91 | % | ||||||
Usinas Siderurgicas de | ||||||||||
Minas Gerais SA | 319,300 | 4,803,873 | 0.45 | % | ||||||
OTHER SECURITIES | 31,546,629 | 2.93 | % | |||||||
114,716,455 | ||||||||||
Chile - 2.26% | ||||||||||
Empresas CMPC SA | 163,341 | 8,716,646 | 0.81 | % | ||||||
Enersis SA, ADR | 371,730 | 8,586,963 | 0.80 | % | ||||||
OTHER SECURITIES | 7,011,049 | 0.65 | % | |||||||
24,314,658 | ||||||||||
China - 8.57% | ||||||||||
Bank of China, Ltd., Class H | 45,427,694 | 22,285,128 | 2.07 | % | ||||||
Bank of Communications | ||||||||||
Company, Ltd., Class H | 6,229,888 | 6,005,386 | 0.56 | % | ||||||
China Petroleum & | ||||||||||
Chemical Corp., ADR (L) | 119,738 | 12,146,223 | 1.13 | % | ||||||
OTHER SECURITIES | 51,817,979 | 4.81 | % | |||||||
92,254,716 | ||||||||||
Czech Republic - 0.27% | 2,854,153 | 0.27 | % | |||||||
Hong Kong - 5.27% | ||||||||||
China Unicom Hong | ||||||||||
Kong, Ltd., ADR (L) | 163,911 | 3,322,476 | 0.31 | % | ||||||
China Unicom, Ltd. | 4,504,000 | 9,132,044 | 0.85 | % | ||||||
OTHER SECURITIES | 44,276,832 | 4.11 | % | |||||||
56,731,352 | ||||||||||
Hungary - 0.06% | 664,536 | 0.06 | % | |||||||
India - 8.78% | ||||||||||
Hindalco Industries, Ltd. | 1,340,282 | 5,422,187 | 0.50 | % | ||||||
ICICI Bank, Ltd. | 10,431 | 254,763 | 0.02 | % | ||||||
ICICI Bank, Ltd., ADR | 234,051 | 11,538,714 | 1.07 | % | ||||||
Reliance Industries, Ltd. | 12,578 | 252,608 | 0.02 | % | ||||||
Reliance Industries, Ltd., GDR | 295,052 | 11,872,892 | 1.10 | % | ||||||
Sterlite Industries | ||||||||||
India, Ltd., ADR (L) | 377,373 | 5,679,464 | 0.53 | % | ||||||
OTHER SECURITIES | 59,530,175 | 5.54 | % | |||||||
94,550,803 | ||||||||||
Indonesia - 2.10% | 22,602,098 | 2.10 | % | |||||||
Israel - 0.02% | 257,199 | 0.02 | % | |||||||
Luxembourg - 0.01% | 148,398 | 0.01 | % | |||||||
Malaysia - 4.10% | ||||||||||
AMMB Holdings BHD | 3,568,362 | 7,699,685 | 0.72 | % | ||||||
IJM Corp. BHD | 2,070,980 | 4,425,515 | 0.41 | % | ||||||
PPB Group BHD | 729,200 | 4,160,881 | 0.39 | % | ||||||
OTHER SECURITIES | 27,873,614 | 2.58 | % | |||||||
44,159,695 | ||||||||||
Mexico - 6.37% | ||||||||||
Alfa SAB de CV | 418,000 | 6,229,748 | 0.58 | % | ||||||
Cemex SAB de CV, ADR (I)(L) | 1,263,420 | 10,865,412 | 1.01 | % | ||||||
Grupo Financiero Banorte | ||||||||||
SAB de CV | 2,397,900 | 10,887,164 | 1.01 | % | ||||||
Minera Frisco SAB | ||||||||||
de CV, Class A1 (I) | 896,189 | 4,295,523 | 0.40 | % | ||||||
Organizacion Soriana SAB de CV | 1,587,300 | $ | 4,759,799 | 0.44 | % | |||||
OTHER SECURITIES | 31,548,571 | 2.93 | % | |||||||
68,586,217 | ||||||||||
Philippines - 0.53% | 5,645,533 | 0.53 | % | |||||||
Poland - 1.90% | ||||||||||
Polski Koncern Naftowy Orlen SA (I) | 472,808 | 8,926,925 | 0.83 | % | ||||||
OTHER SECURITIES | 11,510,208 | 1.07 | % | |||||||
20,437,133 | ||||||||||
Russia - 5.05% | ||||||||||
Gazprom OAO, ADR | 219,732 | 3,197,101 | 0.30 | % | ||||||
Gazprom OAO, ADR | ||||||||||
(London Exchange) | 3,027,634 | 44,344,414 | 4.12 | % | ||||||
Lukoil OAO, ADR | 107,569 | 6,841,942 | 0.64 | % | ||||||
OTHER SECURITIES | 21,524 | 0.00 | % | |||||||
54,404,981 | ||||||||||
South Africa - 8.62% | ||||||||||
ABSA Group, Ltd. | 383,490 | 7,650,969 | 0.71 | % | ||||||
Gold Fields, Ltd. | 3,784 | 55,368 | 0.01 | % | ||||||
Gold Fields, Ltd., ADR | 863,100 | 12,592,629 | 1.17 | % | ||||||
Harmony Gold Mining | ||||||||||
Company, Ltd., ADR (L) | 532,185 | 7,035,486 | 0.65 | % | ||||||
Nedbank Group, Ltd. | 282,400 | 6,123,765 | 0.57 | % | ||||||
Sanlam, Ltd. | 2,560,368 | 10,445,767 | 0.97 | % | ||||||
Standard Bank Group, Ltd. | 827,705 | 12,247,774 | 1.14 | % | ||||||
Steinhoff | ||||||||||
International Holdings, Ltd. (I) | 1,769,103 | 6,021,583 | 0.56 | % | ||||||
OTHER SECURITIES | 30,668,231 | 2.84 | % | |||||||
92,841,572 | ||||||||||
South Korea - 14.87% | ||||||||||
Hana Financial Group, Inc. | 252,095 | 8,873,312 | 0.82 | % | ||||||
KB Financial Group, Inc. | 22,348 | 1,062,955 | 0.10 | % | ||||||
KB Financial Group, Inc., ADR (L) | 337,933 | 16,153,197 | 1.50 | % | ||||||
LG Display Company, Ltd., ADR (L) | 477,041 | 6,702,426 | 0.62 | % | ||||||
LG Electronics, Inc. | 116,453 | 9,089,085 | 0.84 | % | ||||||
Lotte Shopping Company, Ltd. | 12,948 | 6,187,020 | 0.57 | % | ||||||
Samsung Corp. | 79,429 | 6,128,671 | 0.57 | % | ||||||
Samsung SDI Company, Ltd. | 30,919 | 4,757,713 | 0.44 | % | ||||||
Shinhan Financial Group | ||||||||||
Company, Ltd., ADR (L) | 195,168 | 18,726,370 | 1.74 | % | ||||||
Shinhan Financial | ||||||||||
Group Company, Ltd. | 56,943 | 2,719,915 | 0.25 | % | ||||||
SK Holdings Company, Ltd. | 35,524 | 6,203,224 | 0.58 | % | ||||||
Woori Finance | ||||||||||
Holdings Company, Ltd. | 359,277 | 4,714,387 | 0.44 | % | ||||||
Woori Finance Holdings | ||||||||||
Company, Ltd., ADR | 100 | 3,951 | 0.00 | % | ||||||
OTHER SECURITIES | 68,790,026 | 6.40 | % | |||||||
160,112,252 | ||||||||||
Taiwan - 12.84% | ||||||||||
AU Optronics Corp., ADR (L) | 904,460 | 6,222,685 | 0.58 | % | ||||||
China Development | ||||||||||
Financial Holdings Corp. | 12,307,809 | 5,012,122 | 0.47 | % | ||||||
Mega Financial | ||||||||||
Holding Company, Ltd. | 10,653,000 | 9,338,520 | 0.87 | % | ||||||
Taishin Financial | ||||||||||
Holdings Company, Ltd. (I) | 6,798,087 | 4,043,283 | 0.38 | % | ||||||
United Microelectronics Corp. (I) | 16,156,794 | 8,038,903 | 0.75 | % | ||||||
OTHER SECURITIES | 105,611,283 | 9.79 | % | |||||||
138,266,796 |
The accompanying notes are an integral part of the financial statements.
32
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Emerging Markets Value Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Thailand - 2.00% | ||||||||||
Bangkok Bank PCL | 1,038,900 | $ | 5,347,512 | 0.50 | % | |||||
Bangkok Bank PCL (Foreign | ||||||||||
Registered Shares) | 145,000 | 748,572 | 0.07 | % | ||||||
OTHER SECURITIES | 15,421,055 | 1.43 | % | |||||||
21,517,139 | ||||||||||
Turkey - 2.24% | 24,148,922 | 2.24 | % | |||||||
TOTAL COMMON STOCKS (Cost $811,637,777) | $ | 1,039,561,001 | ||||||||
PREFERRED SECURITIES - 2.78% | ||||||||||
Brazil - 2.77% | ||||||||||
Petroleo Brasileiro SA | 190,669 | 2,897,939 | 0.27 | % | ||||||
Usinas Siderurgicas de | ||||||||||
Minas Gerais SA | 782,908 | 6,872,675 | 0.64 | % | ||||||
OTHER SECURITIES | 20,023,905 | 1.86 | % | |||||||
29,794,519 | ||||||||||
India - 0.00% | 45,054 | 0.00 | % | |||||||
Malaysia - 0.01% | 136,896 | 0.01 | % | |||||||
TOTAL PREFERRED | ||||||||||
SECURITIES (Cost $26,168,567) | $ | 29,976,469 | ||||||||
Rights 0.01% | 119,786 | 0.01 | % | |||||||
TOTAL RIGHTS (Cost $0) | $ | 119,786 | ||||||||
Warrants 0.00% | 1,130 | 0.00 | % | |||||||
TOTAL WARRANTS (Cost $0) | $ | 1,130 | ||||||||
SECURITIES LENDING COLLATERAL - 4.05% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, 0.2447% (W)(Y) | 4,351,719 | 43,551,573 | 4.05 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $43,550,706) | $ | 43,551,573 | ||||||||
SHORT-TERM INVESTMENTS - 0.19% | ||||||||||
Money Market Funds - 0.19% | $ | 2,011,205 | 0.19 | % | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $2,011,205) | $ | 2,011,205 | ||||||||
Total Investments (Emerging Markets Value Trust) | ||||||||||
(Cost $883,368,255) - 103.57% | $ | 1,115,221,164 | 103.57 | % | ||||||
Other Assets And Liabilities, Net - (3.57%) | (38,428,896 | ) | (3.57 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 1,076,792,268 | 100.00 | % |
Equity-Income Trust | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 95.33% | ||||||||||
Consumer Discretionary - 13.45% | ||||||||||
Fortune Brands, Inc. | 442,500 | $ | 28,218,225 | 1.31 | % | |||||
General Motors Company (I) | 195,500 | 5,935,380 | 0.28 | % | ||||||
Home Depot, Inc. | 785,900 | 28,465,298 | 1.32 | % | ||||||
Mattel, Inc. | 687,975 | 18,912,433 | 0.88 | % | ||||||
The McGraw-Hill Companies, Inc. | 544,100 | 22,803,231 | 1.06 | % | ||||||
The Walt Disney Company | 606,600 | 23,681,664 | 1.10 | % | ||||||
Time Warner, Inc. | 833,900 | 30,328,943 | 1.41 | % | ||||||
Whirlpool Corp. | 267,100 | 21,720,572 | 1.01 | % | ||||||
OTHER SECURITIES | 110,190,370 | 5.08 | % | |||||||
290,256,116 | ||||||||||
Consumer Staples - 7.55% | ||||||||||
Avon Products, Inc. | 783,700 | $ | 21,943,600 | 1.02 | % | |||||
Clorox Company (L) | 335,600 | 22,632,864 | 1.05 | % | ||||||
Kimberly-Clark Corp. | 338,800 | 22,550,528 | 1.05 | % | ||||||
PepsiCo, Inc. | 310,000 | 21,833,300 | 1.01 | % | ||||||
The Hershey Company | 394,300 | 22,415,955 | 1.04 | % | ||||||
OTHER SECURITIES | 51,435,093 | 2.38 | % | |||||||
162,811,340 | ||||||||||
Energy - 13.18% | ||||||||||
Anadarko Petroleum Corp. | 310,100 | 23,803,276 | 1.10 | % | ||||||
Chevron Corp. | 571,900 | 58,814,196 | 2.73 | % | ||||||
Exxon Mobil Corp. | 591,200 | 48,111,856 | 2.23 | % | ||||||
Murphy Oil Corp. | 405,800 | 26,644,828 | 1.24 | % | ||||||
Royal Dutch Shell PLC, ADR (L) | 526,600 | 37,457,058 | 1.74 | % | ||||||
Schlumberger, Ltd. | 300,000 | 25,920,000 | 1.20 | % | ||||||
OTHER SECURITIES | 63,518,977 | 2.94 | % | |||||||
284,270,191 | ||||||||||
Financials - 19.29% | ||||||||||
American Express Company | 822,400 | 42,518,080 | 1.97 | % | ||||||
Bank of America Corp. | 2,408,293 | 26,394,891 | 1.22 | % | ||||||
JPMorgan Chase & Company | 1,338,175 | 54,784,885 | 2.54 | % | ||||||
Legg Mason, Inc. | 560,902 | 18,375,150 | 0.85 | % | ||||||
Marsh & | ||||||||||
McLennan Companies, Inc. | 751,100 | 23,426,809 | 1.09 | % | ||||||
The Allstate Corp. | 661,200 | 20,186,436 | 0.94 | % | ||||||
U.S. Bancorp | 1,145,300 | 29,216,603 | 1.35 | % | ||||||
Wells Fargo & Company | 1,194,200 | 33,509,252 | 1.55 | % | ||||||
OTHER SECURITIES | 167,849,105 | 7.78 | % | |||||||
416,261,211 | ||||||||||
Health Care - 5.53% | ||||||||||
Johnson & Johnson | 451,700 | 30,047,084 | 1.39 | % | ||||||
Merck & Company, Inc. | 646,650 | 22,820,279 | 1.06 | % | ||||||
Pfizer, Inc. | 1,176,235 | 24,230,441 | 1.12 | % | ||||||
OTHER SECURITIES | 42,110,684 | 1.96 | % | |||||||
119,208,488 | ||||||||||
Industrials - 11.71% | ||||||||||
3M Company | 331,800 | 31,471,230 | 1.46 | % | ||||||
General Electric Company | 2,815,799 | 53,105,986 | 2.46 | % | ||||||
Honeywell International, Inc. | 435,200 | 25,933,568 | 1.20 | % | ||||||
Illinois Tool Works, Inc. | 451,300 | 25,493,937 | 1.18 | % | ||||||
The Boeing Company | 261,000 | 19,295,730 | 0.89 | % | ||||||
United Parcel Service, Inc., Class B | 298,900 | 21,798,777 | 1.01 | % | ||||||
OTHER SECURITIES | 75,487,928 | 3.51 | % | |||||||
252,587,156 | ||||||||||
Information Technology - 6.83% | ||||||||||
Computer Sciences Corp. | 542,424 | 20,590,415 | 0.95 | % | ||||||
Harris Corp. (L) | 485,800 | 21,890,148 | 1.01 | % | ||||||
Hewlett-Packard Company | 669,200 | 24,358,880 | 1.13 | % | ||||||
Microsoft Corp. | 980,225 | 25,485,850 | 1.18 | % | ||||||
OTHER SECURITIES | 55,037,829 | 2.56 | % | |||||||
147,363,122 | ||||||||||
Materials - 5.77% | ||||||||||
International Paper Company | 856,200 | 25,531,884 | 1.18 | % | ||||||
Monsanto Company | 318,900 | 23,133,006 | 1.07 | % | ||||||
Nucor Corp. (L) | 483,500 | 19,929,870 | 0.92 | % | ||||||
OTHER SECURITIES | 55,931,057 | 2.60 | % | |||||||
124,525,817 | ||||||||||
Telecommunication Services - 4.17% | ||||||||||
AT &T, Inc. | 1,287,549 | 40,441,914 | 1.87 | % | ||||||
Verizon Communications, Inc. | 488,200 | 18,175,686 | 0.84 | % |
The accompanying notes are an integral part of the financial statements.
33
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Equity-Income Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Telecommunication Services (continued) | ||||||||||
OTHER SECURITIES | $ | 31,301,372 | 1.46 | % | ||||||
89,918,972 | ||||||||||
Utilities - 7.85% | ||||||||||
Constellation Energy Group, Inc. | 557,400 | 21,158,904 | 0.98 | % | ||||||
Entergy Corp. | 346,900 | 23,686,332 | 1.10 | % | ||||||
Exelon Corp. (L) | 571,600 | 24,487,344 | 1.14 | % | ||||||
NiSource, Inc. (L) | 961,000 | 19,460,250 | 0.90 | % | ||||||
OTHER SECURITIES | 80,599,245 | 3.73 | % | |||||||
169,392,075 | ||||||||||
TOTAL COMMON STOCKS (Cost $1,711,484,801) | $ | 2,056,594,488 | ||||||||
PREFERRED SECURITIES - 0.71% | ||||||||||
Consumer Discretionary - 0.71% | ||||||||||
General Motors Company, Series B | 314,450 | 15,326,293 | 0.71 | % | ||||||
TOTAL PREFERRED | ||||||||||
SECURITIES (Cost $15,735,070) | $ | 15,326,293 | ||||||||
SECURITIES LENDING COLLATERAL - 4.70% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 10,120,192 | 101,281,867 | 4.70 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $101,281,676) | $ | 101,281,867 | ||||||||
SHORT-TERM INVESTMENTS - 3.99% | ||||||||||
Money Market Funds - 3.99% | ||||||||||
T. Rowe Price Prime Reserve | ||||||||||
Fund, 0.1301% (Y) | $ | 79,445,394 | $ | 79,445,394 | 3.68 | % | ||||
OTHER SECURITIES | 6,666,365 | 0.31 | % | |||||||
86,111,759 | ||||||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $86,111,759) | $ | 86,111,759 | ||||||||
Total Investments (Equity-Income Trust) | ||||||||||
(Cost $1,914,613,306) - 104.73% | $ | 2,259,314,407 | 104.73 | % | ||||||
Other Assets And Liabilities, Net - (4.73%) | (101,937,378 | ) | (4.73 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 2,157,377,029 | 100.00 | % |
Financial Services Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 99.41% | ||||||||||
Consumer Discretionary - 1.32% | ||||||||||
Bed Bath & Beyond, Inc. (I) | 37,300 | $ | 2,177,201 | 1.32 | % | |||||
Consumer Staples - 2.06% | ||||||||||
CVS Caremark Corp. | 90,800 | 3,412,264 | 2.06 | % | ||||||
Energy - 5.18% | ||||||||||
Canadian Natural Resources, Ltd. | 204,790 | 8,572,509 | 5.18 | % | ||||||
Financials - 82.61% | ||||||||||
ACE, Ltd. | 32,604 | 2,145,995 | 1.30 | % | ||||||
American Express Company | 292,228 | 15,108,188 | 9.13 | % | ||||||
Ameriprise Financial, Inc. | 40,186 | 2,317,928 | 1.40 | % | ||||||
Banco Santander Brasil SA, ADR | 43,400 | 508,214 | 0.31 | % | ||||||
Bank of America Corp. | 36,055 | 395,163 | 0.24 | % | ||||||
Brookfield Asset | ||||||||||
Management, Inc., Class A | 200,010 | 6,634,332 | 4.01 | % | ||||||
China Life Insurance | ||||||||||
Company, Ltd., ADR (L) | 41,770 | $ | 2,165,357 | 1.31 | % | |||||
Everest Re Group, Ltd. | 57,628 | 4,711,089 | 2.85 | % | ||||||
GAM Holding, Ltd. (I) | 7,632 | 125,231 | 0.07 | % | ||||||
ICICI Bank, Ltd., ADR | 36,703 | 1,809,458 | 1.09 | % | ||||||
Julius Baer Group, Ltd. (I) | 206,432 | 8,520,783 | 5.15 | % | ||||||
Loews Corp. | 290,485 | 12,226,514 | 7.39 | % | ||||||
Markel Corp. (I)(L) | 19,934 | 7,910,011 | 4.78 | % | ||||||
Oaktree Capital | ||||||||||
Group LLC, Class A (I) | 294,700 | 14,735,000 | 8.91 | % | ||||||
RHJ International (I) | 136,461 | 983,684 | 0.59 | % | ||||||
SKBHC Holdings LLC | 269 | 1,345,789 | 0.81 | % | ||||||
State Bank of India, GDR | 99,569 | 10,955,476 | 6.62 | % | ||||||
T. Rowe Price Group, Inc. | 12,970 | 782,610 | 0.47 | % | ||||||
The Bank of New | ||||||||||
York Mellon Corp. | 286,426 | 7,338,234 | 4.44 | % | ||||||
The Charles Schwab Corp. | 38,902 | 639,938 | 0.39 | % | ||||||
The First Marblehead Corp. (I)(L) | 410,168 | 725,997 | 0.44 | % | ||||||
The Goldman Sachs Group, Inc. | 40,278 | 5,360,599 | 3.24 | % | ||||||
The Progressive Corp. | 313,635 | 6,705,516 | 4.05 | % | ||||||
Transatlantic Holdings, Inc. | 286,109 | 14,022,202 | 8.48 | % | ||||||
U.S. Bancorp | 29,629 | 755,836 | 0.46 | % | ||||||
Wells Fargo & Company | 275,881 | 7,741,222 | 4.68 | % | ||||||
136,670,366 | ||||||||||
Industrials - 4.09% | ||||||||||
Iron Mountain, Inc. (L) | 198,500 | 6,766,865 | 4.09 | % | ||||||
Information Technology - 3.27% | ||||||||||
Cielo SA | 59,240 | 1,480,383 | 0.89 | % | ||||||
Visa, Inc., Class A (L) | 46,663 | 3,931,824 | 2.38 | % | ||||||
5,412,207 | ||||||||||
Materials - 0.88% | ||||||||||
Sino-Forest Corp. (I)(L) | 438,500 | 1,454,922 | 0.88 | % | ||||||
TOTAL COMMON STOCKS (Cost $154,169,628) | $ | 164,466,334 | ||||||||
SECURITIES LENDING COLLATERAL - 5.12% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 846,150 | 8,468,184 | 5.12 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $8,467,744) | $ | 8,468,184 | ||||||||
SHORT-TERM INVESTMENTS - 0.75% | ||||||||||
Repurchase Agreement - 0.75% | ||||||||||
Repurchase Agreement with State | ||||||||||
Street Corp. dated 06/30/2011 at | ||||||||||
0.010% to be repurchased at | ||||||||||
$1,237,000 on 07/01/2011, | ||||||||||
collateralized by $1,150,000 | ||||||||||
Federal Home Loan | ||||||||||
Mortgage Corp., 5.250% due | ||||||||||
08/08/2033 (valued at $1,266,438, | ||||||||||
including interest) | $ | 1,237,000 | $ | 1,237,000 | 0.75 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $1,237,000) | $ | 1,237,000 | ||||||||
Total Investments (Financial Services Trust) | ||||||||||
(Cost $163,874,372) - 105.28% | $ | 174,171,518 | 105.28 | % | ||||||
Other Assets And Liabilities, Net - (5.28%) | (8,738,350 | ) | (5.28 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 165,433,168 | 100.00 | % |
The accompanying notes are an integral part of the financial statements.
34
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
| ||||||||||
Franklin Templeton Founding Allocation Trust | ||||||||||
Shares or% of | Shares or | % of | ||||||||
Principal | Principal | Net | ||||||||
Amount | Amount | Value | Assets | |||||||
INVESTMENT COMPANIES - 100.01% | ||||||||||
Affiliated Investment Companies - 100.01% | ||||||||||
Equity - 66.92% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 66.92% | ||||||||||
Global, Series NAV (Franklin) | $ | 466,479,429 | 33.57 | % | ||||||
Mutual Shares, | ||||||||||
Series NAV (Franklin) | 463,530,873 | 33.35 | % | |||||||
930,010,302 | ||||||||||
930,010,302 | ||||||||||
Fixed Income - 33.09% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 33.09% | ||||||||||
Income, Series NAV (Franklin) | 459,934,963 | 33.09 | % | |||||||
|
| |||||||||
1,389,945,265 | ||||||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $1,404,965,941) | $ | 1,389,945,265 | ||||||||
Total Investments (Franklin Templeton Founding | ||||||||||
Allocation Trust) (Cost $1,404,965,941) - 100.01% | $ | 1,389,945,265 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (91,488 | ) | (0.01 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 1,389,853,777 | 100.00 | % |
Fundamental All Cap Core Trust (formerly | ||||||||||
Optimized All Cap Trust) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 97.79% | ||||||||||
Consumer Discretionary - 20.66% | ||||||||||
Amazon.com, Inc. (I) | 420,820 | $ | 86,053,482 | 6.20 | % | |||||
Blue Nile, Inc. (I) | 743,057 | 32,679,647 | 2.36 | % | ||||||
CBS Corp., Class B | 536,363 | 15,280,982 | 1.10 | % | ||||||
Home Depot, Inc. | 534,470 | 19,358,503 | 1.40 | % | ||||||
International | ||||||||||
Speedway Corp., Class A | 521,173 | 14,806,525 | 1.07 | % | ||||||
Lennar Corp., Class A | 1,528,071 | 27,734,489 | 2.00 | % | ||||||
Lowe’s Companies, Inc. | 1,816,178 | 42,335,109 | 3.05 | % | ||||||
Omnicom Group, Inc. | 584,600 | 28,154,336 | 2.03 | % | ||||||
Target Corp. | 429,843 | 20,163,935 | 1.45 | % | ||||||
286,567,008 | ||||||||||
Consumer Staples - 8.10% | ||||||||||
Clorox Company | 292,555 | 19,729,909 | 1.42 | % | ||||||
Diageo PLC, ADR | 254,716 | 20,853,599 | 1.50 | % | ||||||
PepsiCo, Inc. | 208,091 | 14,655,849 | 1.06 | % | ||||||
Philip Morris International, Inc. | 220,268 | 14,707,294 | 1.06 | % | ||||||
Safeway, Inc. | 624,000 | 14,582,880 | 1.05 | % | ||||||
Tsingtao Brewery | ||||||||||
Company, Ltd., Series H | 2,883,394 | 16,673,616 | 1.20 | % | ||||||
OTHER SECURITIES | 11,152,259 | 0.81 | % | |||||||
112,355,406 | ||||||||||
Energy - 8.64% | ||||||||||
Apache Corp. | 229,932 | 28,371,309 | 2.05 | % | ||||||
Chevron Corp. | 139,649 | 14,361,503 | 1.04 | % | ||||||
Occidental Petroleum Corp. | 211,148 | 21,967,838 | 1.58 | % | ||||||
Schlumberger, Ltd. | 260,333 | 22,492,771 | 1.62 | % | ||||||
Ultra Petroleum Corp. (I) | 713,282 | 32,668,316 | 2.35 | % | ||||||
119,861,737 | ||||||||||
Financials - 16.11% | ||||||||||
AllianceBernstein Holding LP | 1,311,329 | $ | 25,492,236 | 1.84 | % | |||||
American Express Company | 271,830 | 14,053,611 | 1.01 | % | ||||||
Bank of America Corp. | 3,694,949 | 40,496,641 | 2.92 | % | ||||||
JPMorgan Chase & Company | 524,455 | 21,471,188 | 1.55 | % | ||||||
Moody’s Corp. | 722,766 | 27,718,076 | 2.00 | % | ||||||
Prudential Financial, Inc. | 370,635 | 23,568,680 | 1.70 | % | ||||||
State Street Corp. | 466,851 | 21,050,312 | 1.51 | % | ||||||
T. Rowe Price Group, Inc. | 250,553 | 15,118,368 | 1.09 | % | ||||||
The Goldman Sachs Group, Inc. | 259,536 | 34,541,646 | 2.49 | % | ||||||
223,510,758 | ||||||||||
Health Care - 12.68% | ||||||||||
Amgen, Inc. (I) | 1,087,346 | 63,446,638 | 4.57 | % | ||||||
AMN Healthcare Services, Inc. (I) | 1,673,818 | 13,926,166 | 1.00 | % | ||||||
Amsurg Corp. (I) | 739,913 | 19,333,927 | 1.39 | % | ||||||
Medtronic, Inc. | 462,793 | 17,831,414 | 1.29 | % | ||||||
Merck & Company, Inc. | 882,253 | 31,134,708 | 2.25 | % | ||||||
Novartis AG, ADR | 258,562 | 15,800,724 | 1.14 | % | ||||||
Pfizer, Inc. | 698,886 | 14,397,052 | 1.04 | % | ||||||
175,870,629 | ||||||||||
Industrials - 8.88% | ||||||||||
American Science | ||||||||||
& Engineering, Inc. | 250,675 | 20,054,000 | 1.45 | % | ||||||
Robert Half International, Inc. | 1,410,437 | 38,124,112 | 2.75 | % | ||||||
The Boeing Company | 234,883 | 17,364,900 | 1.25 | % | ||||||
United Parcel Service, Inc., Class B | 255,148 | 18,607,944 | 1.34 | % | ||||||
United Technologies Corp. | 173,091 | 15,320,284 | 1.10 | % | ||||||
OTHER SECURITIES | 13,790,910 | 0.99 | % | |||||||
123,262,150 | ||||||||||
Information Technology - 20.82% | ||||||||||
Ancestry.com, Inc. (I) | 857,501 | 35,491,966 | 2.56 | % | ||||||
Broadridge Financial Solutions, Inc. | 718,985 | 17,305,969 | 1.25 | % | ||||||
Google, Inc., Class A (I) | 83,178 | 42,119,676 | 3.04 | % | ||||||
Nintendo Company, Ltd., ADR | 958,043 | 22,322,402 | 1.61 | % | ||||||
Oracle Corp. | 704,402 | 23,181,870 | 1.67 | % | ||||||
Qualcomm, Inc. | 1,393,094 | 79,113,808 | 5.70 | % | ||||||
Tellabs, Inc. | 3,153,470 | 14,537,497 | 1.05 | % | ||||||
Visa, Inc., Class A | 377,884 | 31,840,506 | 2.30 | % | ||||||
OTHER SECURITIES | 22,891,721 | 1.64 | % | |||||||
288,805,415 | ||||||||||
Materials - 1.90% | ||||||||||
Air Products & Chemicals, Inc. | 275,919 | 26,372,338 | 1.90 | % | ||||||
TOTAL COMMON STOCKS (Cost $1,353,940,533) | $ | 1,356,605,441 | ||||||||
SHORT-TERM INVESTMENTS - 0.34% | ||||||||||
Repurchase Agreement - 0.34% | $ | 4,750,000 | 0.34 | % | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $4,750,000) | $ | 4,750,000 | ||||||||
Total Investments (Fundamental All Cap Core Trust | ||||||||||
(formerly Optimized All Cap Trust)) | ||||||||||
(Cost $1,358,690,533) - 98.13% | $ | 1,361,355,441 | 98.13 | % | ||||||
Other Assets And Liabilities, Net - 1.87% | 25,888,205 | 1.87 | % | |||||||
TOTAL NET ASSETS - 100.00% | $ | 1,387,243,646 | 100.00 | % |
The accompanying notes are an integral part of the financial statements.
35
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Fundamental Large Cap Value Trust (formerly | ||||||||||
Optimized Value Trust) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 97.22% | ||||||||||
Consumer Discretionary - 14.77% | ||||||||||
Carnival Corp. | 200,640 | $ | 7,550,083 | 3.01 | % | |||||
Comcast Corp., Class A | 144,814 | 3,669,587 | 1.46 | % | ||||||
Home Depot, Inc. | 257,898 | 9,341,066 | 3.73 | % | ||||||
Lennar Corp., Class A | 205,650 | 3,732,548 | 1.49 | % | ||||||
Lowe’s Companies, Inc. | 234,875 | 5,474,936 | 2.19 | % | ||||||
Omnicom Group, Inc. | 77,178 | 3,716,892 | 1.48 | % | ||||||
Target Corp. | 75,508 | 3,542,080 | 1.41 | % | ||||||
37,027,192 | ||||||||||
Consumer Staples - 11.68% | ||||||||||
Clorox Company | 38,529 | 2,598,396 | 1.04 | % | ||||||
Diageo PLC, ADR | 117,736 | 9,639,046 | 3.84 | % | ||||||
PepsiCo, Inc. | 60,478 | 4,259,466 | 1.70 | % | ||||||
Philip Morris International, Inc. | 39,245 | 2,620,389 | 1.05 | % | ||||||
Safeway, Inc. | 171,176 | 4,000,383 | 1.60 | % | ||||||
The Procter & Gamble Company | 35,666 | 2,267,288 | 0.90 | % | ||||||
Walgreen Company | 91,731 | 3,894,898 | 1.55 | % | ||||||
29,279,866 | ||||||||||
Energy - 10.08% | ||||||||||
Chevron Corp. | 62,506 | 6,428,117 | 2.57 | % | ||||||
ConocoPhillips | 87,079 | 6,547,470 | 2.61 | % | ||||||
Exxon Mobil Corp. | 68,112 | 5,542,955 | 2.21 | % | ||||||
Occidental Petroleum Corp. | 64,772 | 6,738,879 | 2.69 | % | ||||||
25,257,421 | ||||||||||
Financials - 22.83% | ||||||||||
Bank of America Corp. | 692,936 | 7,594,579 | 3.03 | % | ||||||
JPMorgan Chase & Company | 220,680 | 9,034,639 | 3.60 | % | ||||||
Moody’s Corp. | 248,030 | 9,511,951 | 3.80 | % | ||||||
Northern Trust Corp. | 76,462 | 3,514,194 | 1.40 | % | ||||||
Prudential Financial, Inc. | 104,256 | 6,629,639 | 2.65 | % | ||||||
State Street Corp. | 111,890 | 5,045,120 | 2.01 | % | ||||||
Stewart Information Services Corp. | 323,336 | 3,243,060 | 1.29 | % | ||||||
The Goldman Sachs Group, Inc. | 19,085 | 2,540,023 | 1.01 | % | ||||||
U.S. Bancorp | 195,868 | 4,996,593 | 1.99 | % | ||||||
Wells Fargo & Company | 182,866 | 5,131,220 | 2.05 | % | ||||||
57,241,018 | ||||||||||
Health Care - 18.04% | ||||||||||
Amgen, Inc. (I) | 147,080 | 8,582,118 | 3.42 | % | ||||||
Amsurg Corp. (I) | 107,119 | 2,799,019 | 1.12 | % | ||||||
Medtronic, Inc. | 124,416 | 4,793,748 | 1.91 | % | ||||||
Merck & Company, Inc. | 178,691 | 6,306,005 | 2.52 | % | ||||||
Novartis AG, ADR | 111,175 | 6,793,904 | 2.71 | % | ||||||
Pfizer, Inc. | 373,844 | 7,701,186 | 3.07 | % | ||||||
WellPoint, Inc. | 104,614 | 8,240,445 | 3.29 | % | ||||||
45,216,425 | ||||||||||
Industrials - 9.33% | ||||||||||
Avery Dennison Corp. | 187,995 | 7,262,247 | 2.90 | % | ||||||
Cintas Corp. | 77,894 | 2,572,839 | 1.02 | % | ||||||
FedEx Corp. | 65,011 | 6,166,293 | 2.46 | % | ||||||
General Electric Company | 238,454 | 4,497,242 | 1.79 | % | ||||||
The Boeing Company | 39,245 | 2,901,383 | 1.16 | % | ||||||
23,400,004 | ||||||||||
Information Technology - 9.45% | ||||||||||
Automatic Data Processing, Inc. | 52,486 | 2,764,962 | 1.10 | % | ||||||
Broadridge Financial Solutions, Inc. | 119,547 | 2,877,496 | 1.15 | % | ||||||
Dell, Inc. (I) | 152,687 | 2,545,292 | 1.02 | % | ||||||
Nintendo Company, Ltd., ADR | 91,970 | 2,142,901 | 0.85 | % | ||||||
Oracle Corp. | 120,837 | 3,976,746 | 1.59 | % | ||||||
Qualcomm, Inc. | 130,261 | 7,397,522 | 2.95 | % | ||||||
Information Technology (continued) | ||||||||||
Tellabs, Inc. | 430,625 | $ | 1,985,181 | 0.79 | % | |||||
23,690,100 | ||||||||||
Utilities - 1.04% | ||||||||||
Entergy Corp. | 38,291 | 2,614,510 | 1.04 | % | ||||||
TOTAL COMMON STOCKS (Cost $236,267,118) | $ | 243,726,536 | ||||||||
SHORT-TERM INVESTMENTS - 4.84% | ||||||||||
Repurchase Agreement - 0.45% | ||||||||||
Repurchase Agreement with State | ||||||||||
Street Corp. dated 06/30/2011 at | ||||||||||
0.010% to be repurchased at | ||||||||||
$1,122,000 on 07/01/2011, | ||||||||||
collateralized by $1,130,000 | ||||||||||
U.S. Treasury Notes, 1.375% due | ||||||||||
03/15/2012 (valued at $1,145,538, | ||||||||||
including interest) | $ | 1,122,000 | $ | 1,122,000 | 0.45 | % | ||||
Time Deposits - 4.39% | ||||||||||
Royal Bank of Canada, 0.020% * | 11,000,000 | 11,000,000 | 4.39 | % | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $12,122,000) | $ | 12,122,000 | ||||||||
Total Investments (Fundamental Large Cap | ||||||||||
Value Trust (formerly Optimized Value Trust)) | ||||||||||
(Cost $248,389,118) - 102.06% | $ | 255,848,536 | 102.06 | % | ||||||
Other Assets And Liabilities, Net - (2.06%) | (5,166,840 | ) | (2.06 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 250,681,696 | 100.00 | % |
Fundamental Value Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 95.64% | ||||||||||
Consumer Discretionary - 5.76% | ||||||||||
Bed Bath & Beyond, Inc. (I) | 620,520 | $ | 36,219,752 | 2.10 | % | |||||
CarMax, Inc. (I)(L) | 308,868 | 10,214,265 | 0.59 | % | ||||||
Harley-Davidson, Inc. (L) | 496,458 | 20,339,884 | 1.18 | % | ||||||
OTHER SECURITIES | 32,549,735 | 1.89 | % | |||||||
99,323,636 | ||||||||||
Consumer Staples - 16.09% | ||||||||||
Costco Wholesale Corp. | 1,071,304 | 87,032,737 | 5.05 | % | ||||||
CVS Caremark Corp. | 1,853,616 | 69,658,889 | 4.04 | % | ||||||
Diageo PLC, ADR | 298,402 | 24,430,172 | 1.42 | % | ||||||
Heineken Holding NV | 444,555 | 22,749,279 | 1.32 | % | ||||||
Kraft Foods, Inc., Class A | 402,400 | 14,176,552 | 0.82 | % | ||||||
Philip Morris International, Inc. | 302,237 | 20,180,364 | 1.17 | % | ||||||
The Coca-Cola Company | 341,280 | 22,964,731 | 1.33 | % | ||||||
OTHER SECURITIES | 16,183,330 | 0.94 | % | |||||||
277,376,054 | ||||||||||
Energy - 15.00% | ||||||||||
Canadian Natural Resources, Ltd. | 1,126,710 | 47,164,081 | 2.74 | % | ||||||
China Coal Energy | ||||||||||
Company, Series H | 8,825,500 | 11,964,135 | 0.69 | % | ||||||
Devon Energy Corp. | 651,161 | 51,317,998 | 2.98 | % | ||||||
EOG Resources, Inc. (L) | 641,033 | 67,020,000 | 3.89 | % | ||||||
Occidental Petroleum Corp. | 530,630 | 55,206,745 | 3.20 | % | ||||||
Transocean, Ltd. | 195,672 | 12,632,584 | 0.73 | % |
The accompanying notes are an integral part of the financial statements.
36
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Fundamental Value Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Energy (continued) | ||||||||||
OTHER SECURITIES | $ | 13,387,529 | 0.77 | % | ||||||
258,693,072 | ||||||||||
Financials - 28.22% | ||||||||||
American Express Company | 1,659,310 | 85,786,327 | 4.98 | % | ||||||
Ameriprise Financial, Inc. | 306,437 | 17,675,286 | 1.03 | % | ||||||
Berkshire | ||||||||||
Hathaway, Inc. Class A (I)(L) | 200 | 23,221,000 | 1.35 | % | ||||||
Brookfield Asset | ||||||||||
Management, Inc., Class A | 416,380 | 13,811,325 | 0.80 | % | ||||||
Fairfax Financial Holdings, Ltd. | 18,200 | 7,300,748 | 0.42 | % | ||||||
Fairfax Financial Holdings, Ltd. | ||||||||||
(Toronto Exchange) | 8,800 | 3,522,007 | 0.20 | % | ||||||
Hang Lung Group, Ltd. | 2,205,100 | 14,082,850 | 0.82 | % | ||||||
Julius Baer Group, Ltd. (I) | 851,600 | 35,151,038 | 2.04 | % | ||||||
Loews Corp. | 1,374,727 | 57,862,259 | 3.36 | % | ||||||
The Bank of New | ||||||||||
York Mellon Corp. | 2,382,702 | 61,044,825 | 3.54 | % | ||||||
The Progressive Corp. | 2,167,084 | 46,332,256 | 2.69 | % | ||||||
Transatlantic Holdings, Inc. | 364,629 | 17,870,467 | 1.04 | % | ||||||
Wells Fargo & Company | 2,676,126 | 75,092,096 | 4.35 | % | ||||||
OTHER SECURITIES | 27,854,733 | 1.60 | % | |||||||
486,607,217 | ||||||||||
Health Care - 12.05% | ||||||||||
Baxter International, Inc. | 215,100 | 12,839,319 | 0.74 | % | ||||||
Becton, Dickinson & Company (L) | 226,700 | 19,534,739 | 1.13 | % | ||||||
Express Scripts, Inc. (I) | 585,788 | 31,620,836 | 1.83 | % | ||||||
Johnson & Johnson | 704,420 | 46,858,018 | 2.72 | % | ||||||
Merck & Company, Inc. | 1,522,239 | 53,719,814 | 3.12 | % | ||||||
Pfizer, Inc. | 840,766 | 17,319,780 | 1.00 | % | ||||||
Roche Holdings AG | 103,400 | 17,298,720 | 1.00 | % | ||||||
OTHER SECURITIES | 8,634,012 | 0.51 | % | |||||||
207,825,238 | ||||||||||
Industrials - 5.61% | ||||||||||
China Merchants Holdings | ||||||||||
International Company, Ltd. | 5,278,056 | 20,525,724 | 1.19 | % | ||||||
Iron Mountain, Inc. (L) | 1,183,391 | 40,341,799 | 2.34 | % | ||||||
Kuehne & Nagel International AG | 118,956 | 18,054,730 | 1.05 | % | ||||||
Lockheed Martin Corp. (L) | 160,400 | 12,987,588 | 0.75 | % | ||||||
OTHER SECURITIES | 4,923,034 | 0.28 | % | |||||||
96,832,875 | ||||||||||
Information Technology - 6.05% | ||||||||||
Google, Inc., Class A (I) | 66,890 | 33,871,758 | 1.96 | % | ||||||
Hewlett-Packard Company | 318,546 | 11,595,074 | 0.67 | % | ||||||
Microsoft Corp. | 488,554 | 12,702,404 | 0.74 | % | ||||||
Texas Instruments, Inc. | 823,110 | 27,022,701 | 1.57 | % | ||||||
OTHER SECURITIES | 19,184,685 | 1.11 | % | |||||||
104,376,622 | ||||||||||
Materials - 6.57% | ||||||||||
BHP Billiton PLC | 317,520 | 12,445,346 | 0.72 | % | ||||||
Martin Marietta Materials, Inc. (L) | 155,951 | 12,471,401 | 0.72 | % | ||||||
Monsanto Company | 263,060 | 19,082,372 | 1.11 | % | ||||||
Rio Tinto PLC (I) | 172,534 | 12,458,567 | 0.72 | % | ||||||
Sealed Air Corp. | 1,442,975 | 34,328,375 | 1.99 | % | ||||||
OTHER SECURITIES | 22,447,030 | 1.31 | % | |||||||
113,233,091 | ||||||||||
Telecommunication Services - 0.29% | 4,960,192 | 0.29 | % | |||||||
TOTAL COMMON STOCKS (Cost $1,372,464,661) | $ | 1,649,227,997 | ||||||||
CONVERTIBLE BONDS - 0.09% | ||||||||||
Materials - 0.09% | $ | 1,524,727 | 0.09 | % | ||||||
TOTAL CONVERTIBLE BONDS (Cost $3,244,100) | $ | 1,524,727 | ||||||||
COMMERCIAL PAPER - 3.72% | ||||||||||
Consumer Discretionary - 1.15% | ||||||||||
Toyota Credit de Puerto Rico Corp., | ||||||||||
0.050%, 07/01/2011 * | $ | 19,770,000 | 19,770,000 | 1.15 | % | |||||
Financials - 2.57% | ||||||||||
Intesa Funding LLC, 0.200%, | ||||||||||
07/08/2011 * | 44,304,000 | 44,302,277 | 2.57 | % | ||||||
TOTAL COMMERCIAL PAPER (Cost $64,072,277) | $ | 64,072,277 | ||||||||
SECURITIES LENDING COLLATERAL - 6.62% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 11,412,442 | 114,214,576 | 6.62 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $114,211,907) | $ | 114,214,576 | ||||||||
Total Investments (Fundamental Value Trust) | ||||||||||
(Cost $1,553,992,945) - 106.07% | $ | 1,829,039,577 | 106.07 | % | ||||||
Other Assets And Liabilities, Net - (6.07%) | (104,698,286 | ) | (6.07 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 1,724,341,291 | 100.00 | % |
Global Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 98.17% | ||||||||||
Austria - 0.54% | $ | 3,733,151 | 0.54 | % | ||||||
Bermuda - 0.61% | 4,216,586 | 0.61 | % | |||||||
Brazil - 0.89% | 6,181,412 | 0.89 | % | |||||||
China - 0.50% | 3,471,468 | 0.50 | % | |||||||
France - 7.83% | ||||||||||
Cie Generale des | ||||||||||
Etablissements Michelin | 63,044 | 6,165,990 | 0.89 | % | ||||||
France Telecom SA (L) | 338,330 | 7,197,407 | 1.04 | % | ||||||
Sanofi | 198,940 | 15,989,609 | 2.31 | % | ||||||
Total SA | 190,620 | 11,024,712 | 1.59 | % | ||||||
OTHER SECURITIES | 13,854,942 | 2.00 | % | |||||||
54,232,660 | ||||||||||
Germany - 5.18% | ||||||||||
Muenchener Rueckversicherungs AG | 42,740 | 6,524,911 | 0.94 | % | ||||||
SAP AG | 117,890 | 7,130,236 | 1.03 | % | ||||||
Siemens AG | 76,060 | 10,443,408 | 1.51 | % | ||||||
OTHER SECURITIES | 11,825,968 | 1.70 | % | |||||||
35,924,523 | ||||||||||
Hong Kong - 1.95% | 13,531,778 | 1.95 | % | |||||||
India - 0.59% | 4,100,774 | 0.59 | % | |||||||
Ireland - 2.90% | ||||||||||
Accenture PLC, Class A | 113,635 | 6,865,827 | 0.99 | % | ||||||
CRH PLC | 190,633 | 4,221,433 | 0.61 | % | ||||||
CRH PLC (London Exchange) | 137,279 | 3,052,875 | 0.44 | % | ||||||
OTHER SECURITIES | 5,954,507 | 0.86 | % | |||||||
20,094,642 | ||||||||||
Italy - 2.10% | ||||||||||
Eni SpA | 299,420 | 7,098,195 | 1.02 | % |
The accompanying notes are an integral part of the financial statements.
37
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Global Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Italy (continued) | ||||||||||
OTHER SECURITIES | $ | 7,473,883 | 1.08 | % | ||||||
14,572,078 | ||||||||||
Japan - 4.48% | ||||||||||
Toyota Motor Corp. | 155,450 | 6,544,881 | 0.94 | % | ||||||
OTHER SECURITIES | 24,474,395 | 3.54 | % | |||||||
31,019,276 | ||||||||||
Netherlands - 5.78% | ||||||||||
ING Groep NV (I) | 919,950 | 11,347,857 | 1.64 | % | ||||||
Koninklijke Philips Electronics NV | 258,040 | 6,622,409 | 0.96 | % | ||||||
Royal Dutch Shell PLC | ||||||||||
(Euronext Amsterdam) (I) | 97,344 | 3,455,679 | 0.50 | % | ||||||
Royal Dutch Shell PLC, B Shares | 199,440 | 7,119,267 | 1.03 | % | ||||||
OTHER SECURITIES | 11,521,242 | 1.65 | % | |||||||
40,066,454 | ||||||||||
Norway - 0.64% | 4,417,948 | 0.64 | % | |||||||
Russia - 0.68% | 4,693,496 | 0.68 | % | |||||||
Singapore - 2.85% | ||||||||||
Singapore Telecommunications, Ltd. | ||||||||||
(Board Lot 10) | 4,169,000 | 10,736,578 | 1.55 | % | ||||||
OTHER SECURITIES | 9,016,924 | 1.30 | % | |||||||
19,753,502 | ||||||||||
South Korea - 2.57% | ||||||||||
KB Financial Group, Inc., ADR (L) | 140,908 | 6,735,402 | 0.97 | % | ||||||
Samsung Electronics Company, Ltd. | 14,230 | 11,060,114 | 1.60 | % | ||||||
17,795,516 | ||||||||||
Spain - 1.35% | 9,355,732 | 1.35 | % | |||||||
Sweden - 0.89% | ||||||||||
Telefonaktiebolaget LM Ericsson, | ||||||||||
B Shares | 427,054 | 6,142,122 | 0.89 | % | ||||||
Switzerland - 9.44% | ||||||||||
Novartis AG | 160,630 | 9,839,787 | 1.42 | % | ||||||
Roche Holdings AG | 57,200 | 9,569,505 | 1.38 | % | ||||||
Swiss Re, Ltd. (I) | 104,950 | 5,893,178 | 0.85 | % | ||||||
OTHER SECURITIES | 40,100,027 | 5.79 | % | |||||||
65,402,497 | ||||||||||
Taiwan - 1.20% | ||||||||||
Taiwan Semiconductor | ||||||||||
Manufacturing Company, Ltd. | 3,279,363 | 8,300,316 | 1.20 | % | ||||||
Turkey - 0.75% | 5,179,488 | 0.75 | % | |||||||
United Kingdom - 11.65% | ||||||||||
Aviva PLC | 1,242,570 | 8,749,075 | 1.26 | % | ||||||
BP PLC | 1,137,675 | 8,382,385 | 1.21 | % | ||||||
Compass Group PLC | 614,670 | 5,929,276 | 0.86 | % | ||||||
GlaxoSmithKline PLC | 540,100 | 11,563,900 | 1.67 | % | ||||||
HSBC Holdings PLC | 610,662 | 6,073,156 | 0.88 | % | ||||||
Kingfisher PLC | 1,640,530 | 7,035,710 | 1.02 | % | ||||||
Tesco PLC | 890,920 | 5,753,992 | 0.83 | % | ||||||
Vodafone Group PLC | 5,662,220 | 15,048,096 | 2.17 | % | ||||||
OTHER SECURITIES | 12,153,273 | 1.75 | % | |||||||
80,688,863 | ||||||||||
United States - 32.80% | ||||||||||
American Express Company | 129,990 | 6,720,483 | 0.97 | % | ||||||
Amgen, Inc. (I) | 272,420 | 15,895,707 | 2.29 | % | ||||||
Baker Hughes, Inc. | 97,160 | 7,049,930 | 1.02 | % | ||||||
Chevron Corp. | 64,000 | 6,581,760 | 0.95 | % | ||||||
Cisco Systems, Inc. | 420,910 | 6,570,405 | 0.95 | % | ||||||
Comcast Corp., Special Class A | 558,000 | 13,520,340 | 1.95 | % | ||||||
CVS Caremark Corp. | 203,110 | 7,632,874 | 1.10 | % | ||||||
General Electric Company | 407,240 | $ | 7,680,546 | 1.11 | % | |||||
Medtronic, Inc. | 164,650 | 6,343,965 | 0.92 | % | ||||||
Merck & Company, Inc. | 217,350 | 7,670,282 | 1.11 | % | ||||||
Microsoft Corp. | 590,310 | 15,348,060 | 2.22 | % | ||||||
News Corp., Class A | 741,490 | 13,124,373 | 1.89 | % | ||||||
Oracle Corp. | 315,550 | 10,384,751 | 1.50 | % | ||||||
Pfizer, Inc. | 651,450 | 13,419,870 | 1.94 | % | ||||||
Quest Diagnostics, Inc. | 99,590 | 5,885,769 | 0.85 | % | ||||||
Sprint Nextel Corp. (I) | 1,123,890 | 6,057,767 | 0.87 | % | ||||||
Time Warner Cable, Inc. | 76,882 | 5,999,871 | 0.87 | % | ||||||
United Parcel Service, Inc., Class B | 113,280 | 8,261,510 | 1.19 | % | ||||||
Viacom, Inc., Class B | 109,500 | 5,584,502 | 0.81 | % | ||||||
OTHER SECURITIES | 57,485,902 | 8.29 | % | |||||||
227,218,667 | ||||||||||
TOTAL COMMON STOCKS (Cost $685,879,434) | $ | 680,092,949 | ||||||||
SECURITIES LENDING COLLATERAL - 3.11% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 2,150,634 | 21,523,332 | 3.11 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $21,522,767) | $ | 21,523,332 | ||||||||
SHORT-TERM INVESTMENTS - 1.38% | ||||||||||
Time Deposits - 1.38% | ||||||||||
Bank of Montreal, 0.040% * | $ | 9,600,000 | $9,600,000 | 1.38 | % | |||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $9,600,000) | $ | 9,600,000 | ||||||||
Total Investments (Global Trust) | ||||||||||
(Cost $717,002,201) - 102.66% | $ | 711,216,281 | 102.66 | % | ||||||
Other Assets And Liabilities, Net - (2.66%) | (18,423,875 | ) | (2.66 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 692,792,406 | 100.00 | % |
Growth Equity Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 98.98% | ||||||||||
Consumer Discretionary - 14.78% | ||||||||||
Amazon.com, Inc. (I) | 65,200 | $ | 13,332,748 | 2.78 | % | |||||
Ford Motor Company (I) | 450,180 | 6,207,982 | 1.30 | % | ||||||
Marriott | ||||||||||
International, Inc., Class A (L) | 185,630 | 6,588,009 | 1.37 | % | ||||||
NIKE, Inc., Class B (L) | 86,000 | 7,738,280 | 1.61 | % | ||||||
Polo Ralph Lauren Corp. (L) | 42,410 | 5,623,990 | 1.17 | % | ||||||
priceline.com, Inc. (I) | 11,500 | 5,887,195 | 1.23 | % | ||||||
The Walt Disney Company | 134,510 | 5,251,270 | 1.10 | % | ||||||
OTHER SECURITIES | 20,181,748 | 4.22 | % | |||||||
70,811,222 | ||||||||||
Consumer Staples - 5.08% | ||||||||||
Costco Wholesale Corp. | 68,440 | 5,560,066 | 1.16 | % | ||||||
Hansen Natural Corp. (I) | 68,120 | 5,514,314 | 1.15 | % | ||||||
The Coca-Cola Company | 117,760 | 7,924,070 | 1.65 | % | ||||||
OTHER SECURITIES | 5,361,763 | 1.12 | % | |||||||
24,360,213 | ||||||||||
Energy - 10.63% | ||||||||||
Baker Hughes, Inc. | 141,540 | 10,270,142 | 2.14 | % | ||||||
Concho Resources, Inc. (I)(L) | 94,470 | 8,677,070 | 1.81 | % |
The accompanying notes are an integral part of the financial statements.
38
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Growth Equity Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Energy (continued) | ||||||||||
Halliburton Company | 117,720 | $ | 6,003,720 | 1.25 | % | |||||
Noble Energy, Inc. | 91,510 | 8,202,041 | 1.71 | % | ||||||
Pioneer Natural Resources Company | 68,220 | 6,110,465 | 1.28 | % | ||||||
Schlumberger, Ltd. | 102,970 | 8,896,608 | 1.86 | % | ||||||
OTHER SECURITIES | 2,799,316 | 0.58 | % | |||||||
50,959,362 | ||||||||||
Financials - 4.38% | ||||||||||
American Express Company | 125,740 | 6,500,758 | 1.36 | % | ||||||
Franklin Resources, Inc. | 38,810 | 5,095,365 | 1.06 | % | ||||||
IntercontinentalExchange, Inc. (I) | 56,290 | 7,019,926 | 1.46 | % | ||||||
OTHER SECURITIES | 2,357,500 | 0.50 | % | |||||||
20,973,549 | ||||||||||
Health Care - 13.14% | ||||||||||
Agilent Technologies, Inc. (I) | 181,260 | 9,264,199 | 1.93 | % | ||||||
Allergan, Inc. | 95,210 | 7,926,233 | 1.65 | % | ||||||
AmerisourceBergen Corp. | 142,570 | 5,902,398 | 1.23 | % | ||||||
Express Scripts, Inc. (I) | 95,750 | 5,168,585 | 1.08 | % | ||||||
Perrigo Company (L) | 56,980 | 5,006,833 | 1.04 | % | ||||||
WellPoint, Inc. | 85,760 | 6,755,315 | 1.41 | % | ||||||
OTHER SECURITIES | 22,962,358 | 4.80 | % | |||||||
62,985,921 | ||||||||||
Industrials - 15.90% | ||||||||||
AMETEK, Inc. | 110,230 | 4,949,327 | 1.03 | % | ||||||
CSX Corp. | 454,450 | 11,915,679 | 2.49 | % | ||||||
Cummins, Inc. | 49,700 | 5,143,453 | 1.07 | % | ||||||
Deere & Company | 96,680 | 7,971,266 | 1.66 | % | ||||||
Expeditors International | ||||||||||
of Washington, Inc. | 143,960 | 7,369,312 | 1.54 | % | ||||||
Goodrich Corp. | 59,870 | 5,717,585 | 1.19 | % | ||||||
Joy Global, Inc. | 72,950 | 6,947,758 | 1.45 | % | ||||||
PACCAR, Inc. (L) | 116,030 | 5,927,973 | 1.24 | % | ||||||
Precision Castparts Corp. | 66,250 | 10,908,063 | 2.28 | % | ||||||
Rockwell Automation, Inc. | 107,460 | 9,323,230 | 1.95 | % | ||||||
76,173,646 | ||||||||||
Information Technology - 29.28% | ||||||||||
Apple, Inc. (I) | 77,780 | 26,108,413 | 5.45 | % | ||||||
Autodesk, Inc. (I) | 132,840 | 5,127,624 | 1.07 | % | ||||||
Broadcom Corp., Class A (I) | 150,220 | 5,053,401 | 1.05 | % | ||||||
Check Point | ||||||||||
Software Technologies, Ltd. (I)(L) | 107,950 | 6,136,958 | 1.28 | % | ||||||
Citrix Systems, Inc. (I) | 69,970 | 5,597,600 | 1.17 | % | ||||||
Cognizant Technology | ||||||||||
Solutions Corp., Class A (I) | 81,910 | 6,007,279 | 1.25 | % | ||||||
EMC Corp. (I) | 340,390 | 9,377,745 | 1.96 | % | ||||||
Google, Inc., Class A (I) | 14,210 | 7,195,660 | 1.50 | % | ||||||
MasterCard, Inc., Class A | 32,550 | 9,808,617 | 2.05 | % | ||||||
Oracle Corp. | 409,080 | 13,462,823 | 2.81 | % | ||||||
Polycom, Inc. (I) | 79,850 | 5,134,355 | 1.07 | % | ||||||
Qualcomm, Inc. | 217,640 | 12,359,776 | 2.58 | % | ||||||
Visa, Inc., Class A | 59,880 | 5,045,489 | 1.05 | % | ||||||
OTHER SECURITIES | 23,886,135 | 4.99 | % | |||||||
140,301,875 | ||||||||||
Materials - 4.29% | ||||||||||
E.I. du Pont de Nemours & Company | 96,020 | 5,189,881 | 1.08 | % | ||||||
FMC Corp. | 57,430 | 4,940,129 | 1.03 | % | ||||||
Potash Corp. of Saskatchewan, Inc. | 102,630 | 5,848,884 | 1.22 | % | ||||||
OTHER SECURITIES | 4,574,283 | 0.96 | % | |||||||
|
| |||||||||
20,553,177 | ||||||||||
Telecommunication Services - 1.50% | ||||||||||
American Tower Corp., Class A (I) | 137,330 | $ | 7,186,479 | 1.50 | % | |||||
TOTAL COMMON STOCKS (Cost $387,831,653) | $ | 474,305,444 | ||||||||
SECURITIES LENDING COLLATERAL - 9.89% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, 0.2447% (W)(Y) | 4,732,072 | 47,358,099 | 9.89 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $47,358,250) | $ | 47,358,099 | ||||||||
SHORT-TERM INVESTMENTS - 0.98% | ||||||||||
Repurchase Agreement - 0.98% | $ | 4,708,000 | 0.98 | % | ||||||
|
|
|
|
|
|
| ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $4,708,000) | $ | 4,708,000 | ||||||||
Total Investments (Growth Equity Trust) | ||||||||||
(Cost $439,897,903) - 109.85% | $ | 526,371,543 | 109.85 | % | ||||||
Other Assets And Liabilities, Net - (9.85%) | (47,193,142 | ) | (9.85 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 479,178,401 | 100.00 | % |
Health Sciences Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 98.49% | ||||||||||
Consumer Staples - 0.81% | $ | 1,386,561 | 0.81 | % | ||||||
Health Care - 95.28% | ||||||||||
Alexion Pharmaceuticals, Inc. (I) | 191,440 | 9,003,423 | 5.24 | % | ||||||
Alkermes, Inc. (I) | 122,600 | 2,280,360 | 1.33 | % | ||||||
AMERIGROUP Corp. (I) | 38,300 | 2,699,001 | 1.57 | % | ||||||
AmerisourceBergen Corp. | 62,700 | 2,595,780 | 1.51 | % | ||||||
Amgen, Inc. (I) | 48,800 | 2,847,480 | 1.66 | % | ||||||
Baxter International, Inc. | 52,700 | 3,145,663 | 1.83 | % | ||||||
BioMarin Pharmaceutical, Inc. (I) | 67,200 | 1,828,512 | 1.06 | % | ||||||
Catalyst Health Solutions, Inc. (I) | 25,500 | 1,423,410 | 0.83 | % | ||||||
Celgene Corp. (I) | 55,866 | 3,369,837 | 1.96 | % | ||||||
Centene Corp. (I) | 47,500 | 1,687,675 | 0.98 | % | ||||||
Cephalon, Inc. (I) | 26,800 | 2,141,320 | 1.25 | % | ||||||
Covance, Inc. (I) | 34,300 | 2,036,391 | 1.18 | % | ||||||
Covidien PLC | 68,525 | 3,647,586 | 2.12 | % | ||||||
Cubist Pharmaceuticals, Inc. (I) | 31,600 | 1,137,284 | 0.66 | % | ||||||
DaVita, Inc. (I) | 15,795 | 1,368,005 | 0.80 | % | ||||||
Dendreon Corp. (I) | 40,300 | 1,589,432 | 0.92 | % | ||||||
DENTSPLY International, Inc. | 49,850 | 1,898,288 | 1.10 | % | ||||||
Edwards Lifesciences Corp. (I) | 32,000 | 2,789,760 | 1.62 | % | ||||||
Elan Corp. PLC, ADR (I) | 166,800 | 1,896,516 | 1.10 | % | ||||||
Exelixis, Inc. (I) | 159,900 | 1,432,704 | 0.83 | % | ||||||
Express Scripts, Inc. (I) | 32,300 | 1,743,554 | 1.01 | % | ||||||
Gilead Sciences, Inc. (I) | 105,996 | 4,389,294 | 2.55 | % | ||||||
HeartWare International, Inc. (I) | 16,500 | 1,222,320 | 0.71 | % | ||||||
Henry Schein, Inc. (I) | 29,300 | 2,097,587 | 1.22 | % | ||||||
Human Genome Sciences, Inc. (I) | 86,500 | 2,122,710 | 1.23 | % | ||||||
IDEXX Laboratories, Inc. (I) | 22,400 | 1,737,344 | 1.01 | % | ||||||
Illumina, Inc. (I) | 31,950 | 2,401,043 | 1.40 | % | ||||||
Incyte Corp. (I) | 192,500 | 3,645,950 | 2.12 | % | ||||||
InterMune, Inc. (I) | 45,000 | 1,613,250 | 0.94 | % | ||||||
McKesson Corp. | 38,200 | 3,195,430 | 1.86 | % | ||||||
Merck & Company, Inc. | 60,609 | 2,138,892 | 1.24 | % | ||||||
Pharmasset, Inc. (I) | 24,000 | 2,692,800 | 1.57 | % | ||||||
Regeneron Pharmaceuticals, Inc. (I) | 41,300 | 2,342,123 | 1.36 | % | ||||||
Roche Holdings AG | 9,229 | 1,544,003 | 0.90 | % |
The accompanying notes are an integral part of the financial statements.
39
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Health Sciences Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Health Care (continued) | ||||||||||
Shire PLC | 19,581 | $ | 611,274 | 0.36 | % | |||||
Shire PLC, ADR | 7,000 | 659,470 | 0.38 | % | ||||||
Stryker Corp. | 54,100 | 3,175,129 | 1.85 | % | ||||||
SXC Health Solutions Corp. (I) | 63,000 | 3,711,960 | 2.16 | % | ||||||
The Medicines Company (I) | 146,455 | 2,417,972 | 1.41 | % | ||||||
Thermo Fisher Scientific, Inc. (I) | 22,600 | 1,455,214 | 0.85 | % | ||||||
UnitedHealth Group, Inc. | 54,000 | 2,785,320 | 1.62 | % | ||||||
Universal Health | ||||||||||
Services, Inc., Class B | 43,550 | 2,244,132 | 1.31 | % | ||||||
Valeant Pharmaceuticals | ||||||||||
International, Inc. | ||||||||||
(Toronto Exchange) | 102,980 | 5,350,841 | 3.11 | % | ||||||
Vertex Pharmaceuticals, Inc. (I) | 35,604 | 1,851,052 | 1.08 | % | ||||||
Waters Corp. (I) | 16,000 | 1,531,840 | 0.89 | % | ||||||
WellCare Health Plans, Inc. (I) | 23,700 | 1,218,417 | 0.71 | % | ||||||
WellPoint, Inc. | 33,200 | 2,615,164 | 1.52 | % | ||||||
Zimmer Holdings, Inc. (I) | 30,800 | 1,946,560 | 1.13 | % | ||||||
OTHER SECURITIES | 48,509,455 | 28.23 | % | |||||||
163,788,527 | ||||||||||
Information Technology - 1.62% | ||||||||||
Nuance Communications, Inc. (I) | 58,000 | 1,245,260 | 0.72 | % | ||||||
OTHER SECURITIES | 1,530,889 | 0.90 | % | |||||||
2,776,149 | ||||||||||
Materials - 0.78% | ||||||||||
Monsanto Company | 18,600 | 1,349,244 | 0.78 | % | ||||||
TOTAL COMMON STOCKS (Cost $134,408,747) | $ | 169,300,481 | ||||||||
PREFERRED SECURITIES - 0.07% | ||||||||||
Health Care - 0.07% | 113,098 | 0.07 | % | |||||||
TOTAL PREFERRED SECURITIES (Cost $113,098) | $ | 113,098 | ||||||||
CONVERTIBLE BONDS - 0.03% | ||||||||||
Health Care - 0.03% | $ | 55,770 | 0.03 | % | ||||||
TOTAL CONVERTIBLE BONDS (Cost $52,000) | $ | 55,770 | ||||||||
Warrants 0.04% | 71,395 | 0.04 | % | |||||||
TOTAL WARRANTS (Cost $15,104) | $ | 71,395 | ||||||||
SHORT-TERM INVESTMENTS - 1.59% | ||||||||||
Money Market Funds - 1.59% | ||||||||||
T. Rowe Price Prime Reserve | ||||||||||
Fund, 0.1301% (Y) | $ | 2,105,867 | 2,105,867 | 1.23 | % | |||||
OTHER SECURITIES | 632,196 | 0.36 | % | |||||||
2,738,063 | ||||||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $2,738,063) | $ | 2,738,063 | ||||||||
Total Investments (Health Sciences Trust) | ||||||||||
(Cost $137,327,012) - 100.22% | $ | 172,278,807 | 100.22 | % | ||||||
Other Assets And Liabilities, Net - (0.22%) | (377,855 | ) | (0.22 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 171,900,952 | 100.00 | % |
Heritage Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 99.33% | ||||||||||
Consumer Discretionary - 20.58% | ||||||||||
Auto Components - 1.06% | ||||||||||
BorgWarner, Inc. (I)(L) | 19,300 | $ | 1,559,248 | 1.06 | % | |||||
Automobiles - 0.50% | 725,169 | 0.50 | % | |||||||
Diversified Consumer Services - 1.02% | ||||||||||
Weight Watchers International, Inc. | 19,862 | 1,498,985 | 1.02 | % | ||||||
Hotels, Restaurants & Leisure - 3.28% | ||||||||||
Chipotle Mexican Grill, Inc. (I)(L) | 5,900 | 1,818,321 | 1.24 | % | ||||||
OTHER SECURITIES | 2,987,294 | 2.04 | % | |||||||
4,805,615 | ||||||||||
Internet & Catalog Retail - 4.43% | ||||||||||
Netflix, Inc. (I)(L) | 17,300 | 4,544,537 | 3.10 | % | ||||||
priceline.com, Inc. (I) | 3,800 | 1,945,334 | 1.33 | % | ||||||
6,489,871 | ||||||||||
Media - 2.28% | ||||||||||
Imax Corp. (I) | 74,800 | 2,425,764 | 1.66 | % | ||||||
OTHER SECURITIES | 913,164 | 0.62 | % | |||||||
3,338,928 | ||||||||||
Specialty Retail - 5.68% | ||||||||||
O’Reilly Automotive, Inc. (I) | 44,500 | 2,915,195 | 1.99 | % | ||||||
PetSmart, Inc. | 39,000 | 1,769,430 | 1.21 | % | ||||||
Ulta Salon Cosmetics | ||||||||||
& Fragrance, Inc. (I) | 23,500 | 1,517,630 | 1.04 | % | ||||||
Williams-Sonoma, Inc. | 39,300 | 1,434,057 | 0.98 | % | ||||||
OTHER SECURITIES | 675,892 | 0.46 | % | |||||||
8,312,204 | ||||||||||
Textiles, Apparel & Luxury Goods - 2.33% | ||||||||||
Fossil, Inc. (I) | 15,200 | 1,789,344 | 1.22 | % | ||||||
Lululemon Athletica, Inc. (I)(L) | 14,500 | 1,621,390 | 1.11 | % | ||||||
3,410,734 | ||||||||||
30,140,754 | ||||||||||
Consumer Staples - 6.38% | ||||||||||
Beverages - 0.75% | 1,092,825 | 0.75 | % | |||||||
Food & Staples Retailing - 2.90% | ||||||||||
Costco Wholesale Corp. | 17,000 | 1,381,080 | 0.94 | % | ||||||
Whole Foods Market, Inc. | 45,200 | 2,867,940 | 1.96 | % | ||||||
4,249,020 | ||||||||||
Food Products - 2.04% | ||||||||||
Mead Johnson Nutrition Company | 21,400 | 1,445,570 | 0.99 | % | ||||||
OTHER SECURITIES | 1,534,600 | 1.05 | % | |||||||
2,980,170 | ||||||||||
Household Products - 0.69% | 1,017,554 | 0.69 | % | |||||||
9,339,569 | ||||||||||
Energy - 9.04% | ||||||||||
Energy Equipment & Services - 4.17% | ||||||||||
National Oilwell Varco, Inc. | 49,000 | 3,832,290 | 2.62 | % | ||||||
Oil States International, Inc. (I) | 19,200 | 1,534,272 | 1.05 | % | ||||||
OTHER SECURITIES | 745,797 | 0.50 | % | |||||||
6,112,359 | ||||||||||
Oil, Gas & Consumable Fuels - 4.87% | ||||||||||
Concho Resources, Inc. (I) | 22,000 | 2,020,700 | 1.38 | % | ||||||
Linn Energy LLC | 47,600 | 1,859,732 | 1.27 | % | ||||||
SandRidge Energy, Inc. (I)(L) | 195,400 | 2,082,964 | 1.42 | % | ||||||
OTHER SECURITIES | 1,167,056 | 0.80 | % | |||||||
7,130,452 | ||||||||||
13,242,811 |
The accompanying notes are an integral part of the financial statements.
40
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Heritage Trust (continued) | |||||||||||
Shares or% of | Shares or | % of | |||||||||
Principal | Principal | Net | |||||||||
Amount | Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | |||||||||||
Financials - 4.15% | |||||||||||
Capital Markets - 1.77% | $ | 2,599,063 | 1.77 | % | |||||||
Consumer Finance - 0.93% | |||||||||||
Discover Financial Services | 50,700 | 1,356,225 | 0.93 | % | |||||||
Real Estate Management & Development - 1.45% | |||||||||||
CB Richard Ellis | |||||||||||
Group, Inc., Class A (I) | 84,700 | 2,126,817 | 1.45 | % | |||||||
6,082,105 | |||||||||||
Health Care - 13.99% | |||||||||||
Biotechnology - 2.25% | |||||||||||
Alexion Pharmaceuticals, Inc. (I) | 38,800 | 1,824,764 | 1.25 | % | |||||||
OTHER SECURITIES | 1,475,126 | 1.00 | % | ||||||||
3,299,890 | |||||||||||
Health Care Equipment & Supplies - 4.24% | |||||||||||
C.R. Bard, Inc. | 17,400 | 1,911,564 | 1.31 | % | |||||||
Varian Medical Systems, Inc. (I) | 24,000 | 1,680,480 | 1.15 | % | |||||||
OTHER SECURITIES | 2,615,732 | 1.78 | % | ||||||||
6,207,776 | |||||||||||
Health Care Providers & Services - 1.41% | |||||||||||
Express Scripts, Inc. (I) | 24,400 | 1,317,112 | 0.90 | % | |||||||
OTHER SECURITIES | 746,226 | 0.51 | % | ||||||||
2,063,338 | |||||||||||
Health Care Technology - 2.85% | |||||||||||
SXC Health Solutions Corp. (I) | 53,197 | 3,134,367 | 2.14 | % | |||||||
OTHER SECURITIES | 1,031,202 | 0.71 | % | ||||||||
4,165,569 | |||||||||||
Life Sciences Tools & Services - 2.51% | |||||||||||
Illumina, Inc. (I)(L) | 22,900 | 1,720,935 | 1.18 | % | |||||||
OTHER SECURITIES | 1,958,566 | 1.33 | % | ||||||||
3,679,501 | |||||||||||
Pharmaceuticals - 0.73% | 1,073,994 | 0.73 | % | ||||||||
20,490,068 | |||||||||||
Industrials - 16.93% | |||||||||||
Aerospace & Defense - 3.40% | |||||||||||
BE Aerospace, Inc. (I) | 79,972 | 3,263,657 | 2.23 | % | |||||||
TransDigm Group, Inc. (I) | 18,800 | 1,714,372 | 1.17 | % | |||||||
4,978,029 | |||||||||||
Commercial Services & Supplies - 0.98% | |||||||||||
Stericycle, Inc. (I) | 16,100 | 1,434,832 | 0.98 | % | |||||||
Construction & Engineering - 1.04% | 1,520,248 | 1.04 | % | ||||||||
Electrical Equipment - 2.60% | |||||||||||
Polypore International, Inc. (I) | 19,717 | 1,337,601 | 0.91 | % | |||||||
OTHER SECURITIES | 2,473,677 | 1.69 | % | ||||||||
3,811,278 | |||||||||||
Machinery - 6.04% | |||||||||||
AGCO Corp. (I)(L) | 30,000 | 1,480,800 | 1.01 | % | |||||||
Joy Global, Inc. | 20,200 | 1,923,848 | 1.31 | % | |||||||
WABCO Holdings, Inc. (I) | 26,400 | 1,823,184 | 1.24 | % | |||||||
OTHER SECURITIES | 3,613,371 | 2.48 | % | ||||||||
8,841,203 | |||||||||||
Road & Rail - 1.28% | 1,882,971 | 1.28 | % | ||||||||
Trading Companies & Distributors - 1.59% | |||||||||||
Fastenal Company (L) | 64,600 | 2,324,954 | 1.59 | % | |||||||
24,793,515 | |||||||||||
Information Technology - 20.81% | |||||||||||
Communications Equipment - 2.58% | |||||||||||
Polycom, Inc. (I) | 28,000 | $ | 1,800,400 | 1.23 | % | ||||||
OTHER SECURITIES | 1,977,180 | 1.35 | % | ||||||||
3,777,580 | |||||||||||
Computers & Peripherals - 1.79% | |||||||||||
Apple, Inc. (I) | 7,800 | 2,618,226 | 1.79 | % | |||||||
Electronic Equipment, Instruments & | |||||||||||
Components - 1.54% | |||||||||||
Jabil Circuit, Inc. | 75,800 | 1,531,160 | 1.05 | % | |||||||
OTHER SECURITIES | 727,100 | 0.49 | % | ||||||||
2,258,260 | |||||||||||
Internet Software & Services - 1.97% | |||||||||||
Baidu, Inc., ADR (I) | 11,100 | 1,555,443 | 1.06 | % | |||||||
OTHER SECURITIES | 1,327,810 | 0.91 | % | ||||||||
2,883,253 | |||||||||||
IT Services - 3.91% | |||||||||||
Alliance Data Systems Corp. (I)(L) | 17,200 | 1,618,004 | 1.10 | % | |||||||
Cognizant Technology | |||||||||||
Solutions Corp., Class A (I) | 19,700 | 1,444,798 | 0.99 | % | |||||||
Teradata Corp. (I) | 34,000 | 2,046,800 | 1.40 | % | |||||||
OTHER SECURITIES | 620,900 | 0.42 | % | ||||||||
5,730,502 | |||||||||||
Semiconductors & Semiconductor | |||||||||||
Equipment - 3.07% | |||||||||||
Cavium, Inc. (I)(L) | 31,928 | 1,391,742 | 0.95 | % | |||||||
Cypress Semiconductor Corp. (I) | 88,545 | 1,871,841 | 1.28 | % | |||||||
OTHER SECURITIES | 1,233,733 | 0.84 | % | ||||||||
4,497,316 | |||||||||||
Software - 5.95% | |||||||||||
Citrix Systems, Inc. (I) | 24,168 | 1,933,440 | 1.32 | % | |||||||
Informatica Corp. (I) | 22,300 | 1,302,989 | 0.89 | % | |||||||
Salesforce.com, Inc. (I) | 12,000 | 1,787,760 | 1.22 | % | |||||||
OTHER SECURITIES | 3,689,881 | 2.52 | % | ||||||||
8,714,070 | |||||||||||
30,479,207 | |||||||||||
Materials - 5.21% | |||||||||||
Chemicals - 2.62% | |||||||||||
Albemarle Corp. | 38,100 | 2,636,520 | 1.80 | % | |||||||
OTHER SECURITIES | 1,197,684 | 0.82 | % | ||||||||
3,834,204 | |||||||||||
Containers & Packaging - 1.72% | |||||||||||
Crown Holdings, Inc. (I) | 36,700 | 1,424,694 | 0.97 | % | |||||||
OTHER SECURITIES | 1,101,244 | 0.75 | % | ||||||||
2,525,938 | |||||||||||
Metals & Mining - 0.87% | 1,275,810 | 0.87 | % | ||||||||
7,635,952 | |||||||||||
Telecommunication Services - 1.48% | |||||||||||
Wireless Telecommunication Services - 1.48% | 2,168,717 | 1.48 | % | ||||||||
2,168,717 | |||||||||||
Utilities - 0.76% | |||||||||||
Gas Utilities - 0.76% | 1,106,560 | 0.76 | % | ||||||||
TOTAL COMMON STOCKS (Cost $117,630,853) | $ | 145,479,258 |
The accompanying notes are an integral part of the financial statements.
41
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Heritage Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
SECURITIES LENDING COLLATERAL - 12.43% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, 0.2447% (W)(Y) | 1,819,491 | $ | 18,209,282 | 12.43 | % | |||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $18,209,159) | $ | 18,209,282 | ||||||||
Total Investments (Heritage Trust) | ||||||||||
(Cost $135,840,012) - 111.76% | $ | 163,688,540 | 111.76 | % | ||||||
Other Assets And Liabilities, Net - (11.76%) | (17,229,488 | ) | (11.76 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 146,459,052 | 100.00 | % |
International Core Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 96.44% | ||||||||||
Australia - 4.77% | ||||||||||
BHP Billiton, Ltd. | 109,072 | $ | 5,155,102 | 0.63 | % | |||||
Commonwealth Bank of Australia | 66,947 | 3,767,905 | 0.46 | % | ||||||
Telstra Corp., Ltd. | 1,533,967 | 4,763,307 | 0.58 | % | ||||||
OTHER SECURITIES | 25,359,119 | 3.10 | % | |||||||
39,045,433 | ||||||||||
Austria - 0.64% | 5,283,634 | 0.64 | % | |||||||
Belgium - 0.74% | 6,058,274 | 0.74 | % | |||||||
Bermuda - 0.03% | 275,406 | 0.03 | % | |||||||
Canada - 2.43% | ||||||||||
Encana Corp. | 166,000 | 5,125,699 | 0.63 | % | ||||||
OTHER SECURITIES | 14,781,453 | 1.80 | % | |||||||
19,907,152 | ||||||||||
Denmark - 1.28% | ||||||||||
Novo Nordisk A/S | 76,064 | 9,536,392 | 1.16 | % | ||||||
OTHER SECURITIES | 938,789 | 0.12 | % | |||||||
10,475,181 | ||||||||||
Finland - 0.87% | 7,086,728 | 0.87 | % | |||||||
France - 12.03% | ||||||||||
BNP Paribas SA | 72,575 | 5,597,381 | 0.68 | % | ||||||
Sanofi | 349,799 | 28,114,754 | 3.43 | % | ||||||
Total SA | 418,595 | 24,209,891 | 2.96 | % | ||||||
Vivendi SA | 189,156 | 5,260,157 | 0.64 | % | ||||||
OTHER SECURITIES | 35,335,774 | 4.32 | % | |||||||
98,517,957 | ||||||||||
Germany - 7.73% | ||||||||||
BASF SE | 113,098 | 11,067,805 | 1.35 | % | ||||||
Bayerische Motoren Werke | ||||||||||
(BMW) AG | 50,788 | 5,060,841 | 0.62 | % | ||||||
Daimler AG | 49,739 | 3,743,401 | 0.46 | % | ||||||
E.ON AG | 393,504 | 11,170,781 | 1.36 | % | ||||||
OTHER SECURITIES | 32,236,931 | 3.94 | % | |||||||
63,279,759 | ||||||||||
Greece - 0.43% | 3,497,346 | 0.43 | % | |||||||
Hong Kong - 1.57% | 12,853,402 | 1.57 | % | |||||||
Ireland - 0.92% | ||||||||||
CRH PLC | 173,163 | 3,834,572 | 0.47 | % | ||||||
OTHER SECURITIES | 3,715,621 | 0.45 | % | |||||||
7,550,193 | ||||||||||
Israel - 0.32% | $ | 2,587,786 | 0.32 | % | ||||||
Italy - 5.79% | ||||||||||
Enel SpA | 2,232,550 | 14,582,555 | 1.78 | % | ||||||
Eni SpA | 811,342 | 19,234,064 | 2.35 | % | ||||||
Telecom Italia SpA | 1,342,800 | 1,868,479 | 0.23 | % | ||||||
Telecom Italia SpA | 1,954,365 | 2,274,485 | 0.28 | % | ||||||
OTHER SECURITIES | 9,469,575 | 1.15 | % | |||||||
47,429,158 | ||||||||||
Japan - 22.93% | ||||||||||
Astellas Pharma, Inc. | 100,026 | 3,867,726 | 0.47 | % | ||||||
Daito Trust Construction | ||||||||||
Company, Ltd. | 60,100 | 5,104,159 | 0.62 | % | ||||||
FANUC Corp. | 22,100 | 3,685,211 | 0.45 | % | ||||||
Hitachi, Ltd. | 834,000 | 4,930,003 | 0.60 | % | ||||||
Honda Motor Company, Ltd. | 95,988 | 3,699,722 | 0.45 | % | ||||||
JX Holdings, Inc. | 1,000,500 | 6,756,225 | 0.83 | % | ||||||
KDDI Corp. | 547 | 3,935,721 | 0.48 | % | ||||||
Komatsu, Ltd. | 149,100 | 4,638,983 | 0.57 | % | ||||||
Nippon Telegraph | ||||||||||
& Telephone Corp. | 101,200 | 4,920,895 | 0.60 | % | ||||||
NTT DoCoMo, Inc. | 2,835 | 5,057,478 | 0.62 | % | ||||||
Resona Holdings, Inc. | 894,800 | 4,213,815 | 0.51 | % | ||||||
Sumitomo Corp. | 299,800 | 4,086,293 | 0.50 | % | ||||||
Takeda | ||||||||||
Pharmaceutical Company, Ltd. | 224,911 | 10,402,348 | 1.27 | % | ||||||
Toyota Motor Corp. | 129,600 | 5,456,523 | 0.67 | % | ||||||
OTHER SECURITIES | 117,026,405 | 14.29 | % | |||||||
187,781,507 | ||||||||||
Netherlands - 4.27% | ||||||||||
ING Groep NV (I) | 610,246 | 7,527,566 | 0.92 | % | ||||||
Royal Dutch Shell PLC (London | ||||||||||
Stock Exchange) | 360,522 | 12,846,217 | 1.57 | % | ||||||
Royal Dutch Shell PLC, B Shares | 279,650 | 9,982,466 | 1.22 | % | ||||||
OTHER SECURITIES | 4,566,637 | 0.56 | % | |||||||
34,922,886 | ||||||||||
New Zealand - 0.46% | 3,727,891 | 0.46 | % | |||||||
Portugal - 0.06% | 497,393 | 0.06 | % | |||||||
Singapore - 2.06% | 16,871,453 | 2.06 | % | |||||||
Spain - 3.16% | ||||||||||
Banco Santander SA (I) | 369,644 | 4,265,120 | 0.52 | % | ||||||
Repsol YPF SA | 145,963 | 5,067,661 | 0.62 | % | ||||||
Telefonica SA | 287,488 | 7,030,216 | 0.86 | % | ||||||
OTHER SECURITIES | 9,526,420 | 1.16 | % | |||||||
25,889,417 | ||||||||||
Sweden - 2.39% | 19,600,301 | 2.39 | % | |||||||
Switzerland - 5.27% | ||||||||||
Cie Financiere Richemont SA | 64,324 | 4,212,121 | 0.51 | % | ||||||
Nestle SA | 137,354 | 8,536,449 | 1.04 | % | ||||||
Novartis AG | 246,365 | 15,091,695 | 1.84 | % | ||||||
Roche Holdings AG | 23,765 | 3,975,862 | 0.49 | % | ||||||
OTHER SECURITIES | 11,321,799 | 1.39 | % | |||||||
43,137,926 | ||||||||||
United Kingdom - 16.29% | ||||||||||
AstraZeneca PLC | 430,156 | 21,478,423 | 2.62 | % | ||||||
BG Group PLC (I) | 196,622 | 4,462,444 | 0.55 | % | ||||||
BP PLC | 506,946 | 3,735,176 | 0.46 | % | ||||||
BT Group PLC | 1,897,717 | 6,155,525 | 0.75 | % | ||||||
GlaxoSmithKline PLC | 1,185,665 | 25,385,876 | 3.10 | % | ||||||
Rio Tinto PLC (I) | 117,036 | 8,451,093 | 1.03 | % | ||||||
Vodafone Group PLC | 3,908,932 | 10,388,498 | 1.27 | % |
The accompanying notes are an integral part of the financial statements.
42
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
International Core Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
United Kingdom (continued) | ||||||||||
OTHER SECURITIES | $ | 53,296,589 | 6.51 | % | ||||||
133,353,624 | ||||||||||
TOTAL COMMON STOCKS (Cost $735,927,623) | $ | 789,629,807 | ||||||||
PREFERRED SECURITIES - 1.37% | ||||||||||
Germany - 1.37% | ||||||||||
Porsche Automobil Holding SE | 53,524 | 4,245,626 | 0.52 | % | ||||||
Volkswagen AG | 27,567 | 5,683,629 | 0.69 | % | ||||||
OTHER SECURITIES | 1,281,387 | 0.16 | % | |||||||
11,210,642 | ||||||||||
TOTAL PREFERRED SECURITIES (Cost $7,530,958) | $ | 11,210,642 | ||||||||
Rights 0.03% | 249,148 | 0.03 | % | |||||||
TOTAL RIGHTS (Cost $351,636) | $ | 249,148 | ||||||||
SECURITIES LENDING COLLATERAL - 3.98% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 3,255,745 | 32,583,175 | 3.98 | % | ||||||
|
|
|
|
|
|
| ||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $32,582,622) | $ | 32,583,175 | ||||||||
|
|
|
|
|
|
| ||||
SHORT-TERM INVESTMENTS - 1.88% | ||||||||||
Money Market Funds - 1.88% | ||||||||||
State Street Institutional Treasury | ||||||||||
Money Market | ||||||||||
Fund, 0.0000% (Y) | $ | 15,354,082 | $ | 15,354,082 | 1.88 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $15,354,082) | $ | 15,354,082 | ||||||||
Total Investments (International Core Trust) | ||||||||||
(Cost $791,746,921) - 103.70% | $ | 849,026,854 | 103.70 | % | ||||||
Other Assets And Liabilities, Net - (3.70%) | (30,275,419 | ) | (3.70 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 818,751,435 | 100.00 | % |
International Growth Stock Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 92.38% | ||||||||||
Australia - 6.59% | ||||||||||
BHP Billiton, Ltd. | 75,656 | $ | 3,575,752 | 1.92 | % | |||||
WorleyParsons, Ltd. | 87,926 | 2,669,727 | 1.43 | % | ||||||
OTHER SECURITIES | 6,044,763 | 3.24 | % | |||||||
12,290,242 | ||||||||||
Belgium - 1.54% | ||||||||||
Anheuser-Busch InBev NV | 49,479 | 2,869,045 | 1.54 | % | ||||||
Brazil - 2.32% | ||||||||||
Banco Bradesco SA, ADR | 143,993 | 2,950,417 | 1.58 | % | ||||||
OTHER SECURITIES | 1,373,697 | 0.74 | % | |||||||
4,324,114 | ||||||||||
Canada - 6.00% | 11,200,161 | 6.00 | % | |||||||
China - 1.48% | ||||||||||
Industrial & Commercial Bank | ||||||||||
of China, Ltd. | 3,615,000 | 2,767,981 | 1.48 | % | ||||||
Denmark - 1.67% | ||||||||||
Novo Nordisk A/S | 24,835 | 3,113,645 | 1.67 | % | ||||||
France - 7.22% | ||||||||||
BNP Paribas SA | 31,774 | $ | 2,450,585 | 1.31 | % | |||||
Cap Gemini SA | 37,115 | 2,174,560 | 1.17 | % | ||||||
Danone SA | 32,878 | 2,453,172 | 1.31 | % | ||||||
OTHER SECURITIES | 6,391,684 | 3.43 | % | |||||||
13,470,001 | ||||||||||
Germany - 5.58% | ||||||||||
Adidas AG | 36,620 | 2,904,696 | 1.56 | % | ||||||
Bayerische Motoren Werke | ||||||||||
(BMW) AG | 20,924 | 2,085,001 | 1.12 | % | ||||||
Fresenius Medical Care AG | 26,415 | 1,974,937 | 1.06 | % | ||||||
SAP AG | 31,874 | 1,927,807 | 1.03 | % | ||||||
OTHER SECURITIES | 1,517,074 | 0.81 | % | |||||||
10,409,515 | ||||||||||
Hong Kong - 1.50% | ||||||||||
Hutchison Whampoa, Ltd. | 187,000 | 2,027,452 | 1.09 | % | ||||||
OTHER SECURITIES | 768,288 | 0.41 | % | |||||||
2,795,740 | ||||||||||
India - 1.20% | ||||||||||
Infosys, Ltd., ADR | 34,429 | 2,245,804 | 1.20 | % | ||||||
Ireland - 2.31% | ||||||||||
Shire PLC | 84,977 | 2,652,787 | 1.42 | % | ||||||
OTHER SECURITIES | 1,655,684 | 0.89 | % | |||||||
4,308,471 | ||||||||||
Israel - 1.63% | ||||||||||
Teva Pharmaceutical | ||||||||||
Industries, Ltd., ADR | 63,272 | 3,050,976 | 1.63 | % | ||||||
Japan - 9.88% | ||||||||||
Canon, Inc. | 59,500 | 2,837,366 | 1.52 | % | ||||||
Denso Corp. | 67,400 | 2,502,472 | 1.34 | % | ||||||
FANUC Corp. | 13,300 | 2,217,797 | 1.19 | % | ||||||
Keyence Corp. | 6,600 | 1,871,828 | 1.00 | % | ||||||
Nidec Corp. | 20,700 | 1,932,258 | 1.04 | % | ||||||
Toyota Motor Corp. | 52,500 | 2,210,397 | 1.18 | % | ||||||
Yamada Denki Company, Ltd. | 39,850 | 3,250,864 | 1.74 | % | ||||||
OTHER SECURITIES | 1,617,888 | 0.87 | % | |||||||
18,440,870 | ||||||||||
Mexico - 2.97% | ||||||||||
America Movil SAB de CV, | ||||||||||
Series L, ADR | 45,616 | 2,457,790 | 1.32 | % | ||||||
OTHER SECURITIES | 3,082,636 | 1.65 | % | |||||||
5,540,426 | ||||||||||
Netherlands - 3.76% | ||||||||||
Royal Dutch Shell PLC, B Shares | 67,034 | 2,392,865 | 1.28 | % | ||||||
Unilever NV | 57,913 | 1,897,233 | 1.02 | % | ||||||
OTHER SECURITIES | 2,716,934 | 1.46 | % | |||||||
7,007,032 | ||||||||||
Russia - 1.13% | ||||||||||
Gazprom OAO, ADR | ||||||||||
(London Exchange) | 144,229 | 2,112,458 | 1.13 | % | ||||||
Singapore - 2.70% | ||||||||||
Keppel Corp., Ltd. | 302,200 | 2,734,388 | 1.47 | % | ||||||
United Overseas Bank, Ltd. | 143,000 | 2,297,502 | 1.23 | % | ||||||
5,031,890 | ||||||||||
South Korea - 2.90% | ||||||||||
Hyundai Mobis | 9,255 | 3,473,108 | 1.86 | % | ||||||
NHN Corp. (I) | 10,973 | 1,946,540 | 1.04 | % | ||||||
5,419,648 |
The accompanying notes are an integral part of the financial statements.
43
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
International Growth Stock Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Sweden - 3.63% | ||||||||||
Telefonaktiebolaget LM Ericsson, | ||||||||||
B Shares | 147,450 | $ | 2,120,706 | 1.14 | % | |||||
Volvo AB, Series B | 123,741 | 2,161,882 | 1.16 | % | ||||||
OTHER SECURITIES | 2,486,491 | 1.33 | % | |||||||
6,769,079 | ||||||||||
Switzerland - 8.83% | ||||||||||
ABB, Ltd. (I) | 71,620 | 1,857,202 | 1.00 | % | ||||||
Julius Baer Group, Ltd. (I) | 45,079 | 1,860,702 | 1.00 | % | ||||||
Nestle SA | 54,090 | 3,361,653 | 1.80 | % | ||||||
Novartis AG | 50,368 | 3,085,416 | 1.65 | % | ||||||
Roche Holdings AG | 15,142 | 2,533,242 | 1.36 | % | ||||||
Syngenta AG (I) | 6,254 | 2,111,228 | 1.13 | % | ||||||
OTHER SECURITIES | 1,665,322 | 0.89 | % | |||||||
16,474,765 | ||||||||||
Taiwan - 2.01% | ||||||||||
Taiwan Semiconductor | ||||||||||
Manufacturing Company, Ltd. (I) | 969,000 | 2,452,612 | 1.31 | % | ||||||
OTHER SECURITIES | 1,303,876 | 0.70 | % | |||||||
3,756,488 | ||||||||||
Turkey - 0.63% | 1,183,097 | 0.63 | % | |||||||
United Kingdom - 14.90% | ||||||||||
BG Group PLC (I) | 110,885 | 2,516,596 | 1.35 | % | ||||||
British American Tobacco PLC | 57,349 | 2,513,799 | 1.35 | % | ||||||
Centrica PLC | 455,489 | 2,363,562 | 1.27 | % | ||||||
Compass Group PLC (I) | 372,025 | 3,588,656 | 1.92 | % | ||||||
Imperial Tobacco Group PLC (I) | 103,696 | 3,447,720 | 1.85 | % | ||||||
Next PLC | 50,262 | 1,877,100 | 1.01 | % | ||||||
Reed Elsevier PLC | 242,802 | 2,208,137 | 1.18 | % | ||||||
Tesco PLC | 354,362 | 2,288,641 | 1.23 | % | ||||||
OTHER SECURITIES | 7,000,403 | 3.74 | % | |||||||
27,804,614 | ||||||||||
TOTAL COMMON STOCKS (Cost $157,225,133) | $ | 172,386,062 | ||||||||
SHORT-TERM INVESTMENTS - 7.10% | ||||||||||
Money Market Funds - 7.10% | ||||||||||
State Street Institutional Liquid | ||||||||||
Reserves Fund, 0.1511% (Y) | $ | 13,245,106 | $ | 13,245,106 | 7.10 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $13,245,106) | $ | 13,245,106 | ||||||||
Total Investments (International Growth Stock | ||||||||||
Trust) (Cost $170,470,239) - 99.48% | $ | 185,631,168 | 99.48 | % | ||||||
Other Assets And Liabilities, Net - 0.52% | 966,112 | 0.52 | % | |||||||
TOTAL NET ASSETS - 100.00% | $ | 186,597,280 | 100.00 | % |
International Opportunities Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 97.33% | ||||||||||
Argentina - 1.92% | ||||||||||
MercadoLibre, Inc. | 69,398 | $ | 5,506,037 | 1.15 | % | |||||
OTHER SECURITIES | 3,680,859 | 0.77 | % | |||||||
9,186,896 | ||||||||||
Belgium - 1.50% | ||||||||||
Anheuser-Busch InBev NV | 123,948 | 7,187,138 | 1.50 | % | ||||||
Brazil - 6.10% | ||||||||||
BR Malls Participacoes SA | 590,400 | $ | 6,752,725 | 1.41 | % | |||||
OGX Petroleo e | ||||||||||
Gas Participacoes SA (I) | 2,076,200 | 19,409,707 | 4.05 | % | ||||||
OTHER SECURITIES | 3,086,470 | 0.64 | % | |||||||
29,248,902 | ||||||||||
Canada - 5.13% | ||||||||||
Canadian National | ||||||||||
Railway Company | 149,174 | 11,919,003 | 2.49 | % | ||||||
Pacific Rubiales Energy Corp. | 380,381 | 10,195,291 | 2.13 | % | ||||||
OTHER SECURITIES | 2,509,985 | 0.51 | % | |||||||
24,624,279 | ||||||||||
China - 4.39% | ||||||||||
Baidu, Inc., ADR (I) | 36,504 | 5,115,306 | 1.07 | % | ||||||
CNOOC, Ltd. | 2,249,500 | 5,296,363 | 1.11 | % | ||||||
SINA Corp. (I) | 50,280 | 5,234,148 | 1.09 | % | ||||||
Youku.com, Inc., ADR (I) | 156,907 | 5,389,755 | 1.12 | % | ||||||
21,035,572 | ||||||||||
Denmark - 3.18% | ||||||||||
Novo Nordisk A/S | 85,691 | 10,743,360 | 2.24 | % | ||||||
OTHER SECURITIES | 4,504,579 | 0.94 | % | |||||||
15,247,939 | ||||||||||
France - 4.93% | ||||||||||
Pernod-Ricard SA | 54,030 | 5,325,861 | 1.11 | % | ||||||
Publicis Groupe SA | 95,204 | 5,314,588 | 1.11 | % | ||||||
Schneider Electric SA | 77,779 | 12,994,688 | 2.71 | % | ||||||
23,635,137 | ||||||||||
Germany - 8.27% | ||||||||||
Adidas AG | 63,751 | 5,056,725 | 1.05 | % | ||||||
BASF SE | 130,636 | 12,784,079 | 2.67 | % | ||||||
Commerzbank AG | 2,246,841 | 9,661,657 | 2.02 | % | ||||||
Siemens AG | 52,184 | 7,165,117 | 1.49 | % | ||||||
ThyssenKrupp AG | 96,142 | 4,987,393 | 1.04 | % | ||||||
39,654,971 | ||||||||||
Hong Kong - 7.25% | ||||||||||
China Unicom, Ltd. | 4,926,000 | 9,987,666 | 2.08 | % | ||||||
Hang Lung Properties, Ltd. | 1,663,000 | 6,909,703 | 1.44 | % | ||||||
Hong Kong Exchanges | ||||||||||
& Clearing, Ltd. | 331,734 | 6,988,130 | 1.46 | % | ||||||
Li & Fung, Ltd. | 5,424,000 | 10,908,887 | 2.27 | % | ||||||
34,794,386 | ||||||||||
India - 1.65% | ||||||||||
ICICI Bank, Ltd., ADR | 160,464 | 7,910,875 | 1.65 | % | ||||||
Ireland - 0.16% | 788,464 | 0.16 | % | |||||||
Japan - 15.69% | ||||||||||
Canon, Inc. | 202,900 | 9,675,658 | 2.02 | % | ||||||
Dena Company, Ltd. | 148,100 | 6,387,129 | 1.33 | % | ||||||
FANUC Corp. | 51,100 | 8,521,009 | 1.78 | % | ||||||
Honda Motor Company, Ltd. | 369,100 | 14,226,439 | 2.97 | % | ||||||
Komatsu, Ltd. | 226,000 | 7,031,590 | 1.47 | % | ||||||
Marubeni Corp. | 1,309,000 | 8,699,854 | 1.81 | % | ||||||
Sumitomo Realty & | ||||||||||
Development Company, Ltd. | 413,000 | 9,233,478 | 1.92 | % | ||||||
Toshiba Corp. | 939,000 | 4,969,613 | 1.04 | % | ||||||
Yamada Denki Company, Ltd. | 79,600 | 6,493,576 | 1.35 | % | ||||||
75,238,346 | ||||||||||
Luxembourg - 1.70% | ||||||||||
Millicom International Cellular SA | 78,537 | 8,148,214 | 1.70 | % |
The accompanying notes are an integral part of the financial statements.
44
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
International Opportunities Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Netherlands - 6.40% | ||||||||||
ASML Holding NV | 331,591 | $ | 12,216,651 | 2.55 | % | |||||
LyondellBasell | ||||||||||
Industries NV, Class A | 242,885 | 9,355,930 | 1.95 | % | ||||||
Sensata | ||||||||||
Technologies Holding NV (I) | 242,694 | 9,137,429 | 1.90 | % | ||||||
30,710,010 | ||||||||||
Singapore - 1.99% | ||||||||||
Genting Singapore PLC (I) | 6,060,000 | 9,562,614 | 1.99 | % | ||||||
Spain - 3.19% | ||||||||||
CaixaBank | 760,683 | 5,306,283 | 1.11 | % | ||||||
Inditex SA | 109,429 | 9,992,712 | 2.08 | % | ||||||
15,298,995 | ||||||||||
Switzerland - 10.92% | ||||||||||
Julius Baer Group, Ltd. (I) | 236,212 | 9,749,996 | 2.03 | % | ||||||
Nestle SA | 170,948 | 10,624,291 | 2.22 | % | ||||||
Roche Holdings AG | 59,718 | 9,990,764 | 2.09 | % | ||||||
The Swatch Group AG, BR Shares | 28,545 | 14,401,951 | 3.00 | % | ||||||
Xstrata PLC | 343,712 | 7,580,152 | 1.58 | % | ||||||
52,347,154 | ||||||||||
Taiwan - 1.95% | ||||||||||
Taiwan Semiconductor | ||||||||||
Manufacturing | ||||||||||
Company, Ltd., ADR | 740,688 | 9,340,076 | 1.95 | % | ||||||
United Kingdom - 8.79% | ||||||||||
ARM Holdings PLC | 737,677 | 6,976,632 | 1.45 | % | ||||||
Barclays PLC | 2,431,718 | 10,009,457 | 2.09 | % | ||||||
Rolls-Royce Holdings PLC (I) | 594,329 | 6,152,824 | 1.28 | % | ||||||
Standard Chartered PLC (I) | 381,452 | 10,023,656 | 2.09 | % | ||||||
Tullow Oil PLC | 307,908 | 6,128,245 | 1.28 | % | ||||||
OTHER SECURITIES | 2,852,548 | 0.60 | % | |||||||
42,143,362 | ||||||||||
United States - 2.22% | ||||||||||
Citigroup, Inc. | 255,661 | 10,645,724 | 2.22 | % | ||||||
TOTAL COMMON STOCKS (Cost $420,547,623) | $ | 466,749,054 | ||||||||
RIGHTS - 0.01% | ||||||||||
CaixaBank (Expiration Date: | ||||||||||
07/15/2011, Strike Price: | ||||||||||
EUR 0.046) (I) | 760,683 | 57,361 | 0.01 | % | ||||||
TOTAL RIGHTS (Cost $57,391) | $ | 57,361 | ||||||||
SHORT-TERM INVESTMENTS - 3.53% | ||||||||||
Money Market Funds - 3.53% | ||||||||||
State Street Institutional Treasury | ||||||||||
Money Market | ||||||||||
Fund, 0.0000% (Y) | $ | 16,905,787 | $ | 16,905,787 | 3.53 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $16,905,787) | $ | 16,905,787 | ||||||||
Total Investments (International Opportunities | ||||||||||
Trust) (Cost $437,510,801) - 100.87% | $ | 483,712,202 | 100.87 | % | ||||||
Other Assets And Liabilities, Net - (0.87%) | (4,166,423 | ) | (0.87 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 479,545,779 | 100.00 | % |
International Small Company Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 99.41% | ||||||||||
Australia - 8.02% | ||||||||||
Navitas, Ltd. | 65,859 | $ | 285,900 | 0.22 | % | |||||
OTHER SECURITIES | 10,162,209 | 7.80 | % | |||||||
10,448,109 | ||||||||||
Austria - 0.79% | 1,035,408 | 0.79 | % | |||||||
Belgium - 1.34% | ||||||||||
D’ieteren SA | 4,540 | 310,586 | 0.24 | % | ||||||
OTHER SECURITIES | 1,439,508 | 1.10 | % | |||||||
1,750,094 | ||||||||||
Bermuda - 0.63% | 820,244 | 0.63 | % | |||||||
Canada - 11.45% | ||||||||||
BlackPearl Resources, Inc. (I) | 37,800 | 266,907 | 0.20 | % | ||||||
HudBay Minerals, Inc. | 16,400 | 244,865 | 0.19 | % | ||||||
Imax Corp. (I) | 7,214 | 234,794 | 0.18 | % | ||||||
OTHER SECURITIES | 14,180,056 | 10.88 | % | |||||||
14,926,622 | ||||||||||
Cayman Islands - 0.01% | 8,096 | 0.01 | % | |||||||
China - 0.09% | 122,076 | 0.09 | % | |||||||
Cyprus - 0.08% | 105,824 | 0.08 | % | |||||||
Denmark - 0.92% | 1,196,031 | 0.92 | % | |||||||
Finland - 2.72% | ||||||||||
Amer Sports OYJ | 22,062 | 366,662 | 0.28 | % | ||||||
Cargotec Corp. OYJ | 5,393 | 276,401 | 0.21 | % | ||||||
Orion OYJ, Series A | 4,469 | 115,359 | 0.09 | % | ||||||
Orion OYJ, Series B | 11,531 | 297,152 | 0.23 | % | ||||||
YIT OYJ | 21,015 | 525,394 | 0.40 | % | ||||||
OTHER SECURITIES | 1,962,037 | 1.51 | % | |||||||
3,543,005 | ||||||||||
France - 4.39% | ||||||||||
Etablissements Maurel et Prom SA | 12,266 | 300,896 | 0.23 | % | ||||||
Neopost SA | 3,119 | 267,953 | 0.21 | % | ||||||
Rhodia SA | 19,749 | 895,825 | 0.69 | % | ||||||
OTHER SECURITIES | 4,258,790 | 3.26 | % | |||||||
5,723,464 | ||||||||||
Germany - 5.50% | ||||||||||
Aurubis AG | 5,323 | 346,195 | 0.27 | % | ||||||
DVB Bank AG | 6,310 | 226,931 | 0.17 | % | ||||||
Kloeckner & Company SE | 11,220 | 337,246 | 0.26 | % | ||||||
SGL Carbon AG (I)(L) | 5,711 | 322,976 | 0.25 | % | ||||||
Stada Arzneimittel AG | 10,688 | 417,896 | 0.32 | % | ||||||
Wincor Nixdorf AG | 5,765 | 416,072 | 0.32 | % | ||||||
OTHER SECURITIES | 5,102,541 | 3.91 | % | |||||||
7,169,857 | ||||||||||
Gibraltar - 0.14% | 178,900 | 0.14 | % | |||||||
Greece - 0.96% | 1,253,252 | 0.96 | % | |||||||
Hong Kong - 2.64% | 3,439,596 | 2.64 | % | |||||||
Ireland - 0.97% | ||||||||||
Paddy Power PLC | 5,842 | 317,495 | 0.24 | % | ||||||
OTHER SECURITIES | 945,466 | 0.73 | % | |||||||
1,262,961 | ||||||||||
Israel - 0.72% | 945,176 | 0.72 | % | |||||||
Italy - 2.96% | ||||||||||
Bulgari SpA | 15,853 | 279,771 | 0.21 | % | ||||||
OTHER SECURITIES | 3,575,694 | 2.75 | % | |||||||
3,855,465 | ||||||||||
Japan - 21.24% | 27,675,826 | 21.24 | % | |||||||
Jersey, C.I. - 0.00% | 2,470 | 0.00 | % |
The accompanying notes are an integral part of the financial statements.
45
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
International Small Company Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Liechtenstein - 0.14% | $ | 186,701 | 0.14 | % | ||||||
Luxembourg - 0.10% | 130,670 | 0.10 | % | |||||||
Malaysia - 0.03% | 39,091 | 0.03 | % | |||||||
Netherlands - 1.93% | 2,513,880 | 1.93 | % | |||||||
New Zealand - 0.71% | 922,462 | 0.71 | % | |||||||
Norway - 1.10% | 1,428,935 | 1.10 | % | |||||||
Papua New Guinea - 0.01% | 15,396 | 0.01 | % | |||||||
Peru - 0.09% | 122,399 | 0.09 | % | |||||||
Portugal - 0.38% | 497,347 | 0.38 | % | |||||||
Singapore - 1.34% | 1,744,575 | 1.34 | % | |||||||
South Africa - 0.06% | 77,383 | 0.06 | % | |||||||
Spain - 2.06% | ||||||||||
Construcciones & Auxiliar | ||||||||||
de Ferrocarriles SA (I) | 394 | 231,962 | 0.18 | % | ||||||
Ebro Foods SA | 16,526 | 381,826 | 0.29 | % | ||||||
Viscofan SA (I) | 6,729 | 268,088 | 0.21 | % | ||||||
OTHER SECURITIES | 1,797,388 | 1.38 | % | |||||||
2,679,264 | ||||||||||
Sweden - 2.78% | 3,622,723 | 2.78 | % | |||||||
Switzerland - 5.27% | ||||||||||
Clariant AG (I) | 17,216 | 329,084 | 0.25 | % | ||||||
Dufry Group AG (I) | 1,855 | 233,596 | 0.18 | % | ||||||
Galenica Holding AG | 437 | 279,462 | 0.21 | % | ||||||
GAM Holding, Ltd. (I) | 25,978 | 426,263 | 0.33 | % | ||||||
Georg Fischer AG (I) | 952 | 523,444 | 0.40 | % | ||||||
Temenos Group AG (I) | 8,708 | 269,130 | 0.21 | % | ||||||
OTHER SECURITIES | 4,810,649 | 3.69 | % | |||||||
6,871,628 | ||||||||||
Taiwan - 0.00% | 0 | 0.00 | % | |||||||
United Arab Emirates - 0.16% | 205,667 | 0.16 | % | |||||||
United Kingdom - 17.28% | ||||||||||
Aveva Group PLC | 9,024 | 248,105 | 0.19 | % | ||||||
Babcock International Group PLC | 43,044 | 491,830 | 0.38 | % | ||||||
Berkeley Group Holdings PLC (I) | 13,633 | 281,842 | 0.22 | % | ||||||
Chemring Group PLC | 37,420 | 384,088 | 0.29 | % | ||||||
Cookson Group PLC | 33,297 | 359,413 | 0.28 | % | ||||||
Croda International PLC (I) | 12,609 | 381,879 | 0.29 | % | ||||||
D.S. Smith PLC (I) | 57,738 | 232,492 | 0.18 | % | ||||||
Halma PLC (I) | 51,425 | 341,957 | 0.26 | % | ||||||
Hikma Pharmaceuticals PLC | 18,634 | 227,299 | 0.17 | % | ||||||
Imagination | ||||||||||
Technologies Group PLC (I) | 42,994 | 260,274 | 0.20 | % | ||||||
Intermediate Capital Group PLC | 43,942 | 227,493 | 0.17 | % | ||||||
International Personal Finance PLC | 53,398 | 315,309 | 0.24 | % | ||||||
Melrose PLC (I) | 47,765 | 277,521 | 0.21 | % | ||||||
Misys PLC (I) | 41,831 | 281,987 | 0.22 | % | ||||||
Northumbrian Water Group PLC | 41,125 | 274,154 | 0.21 | % | ||||||
Petropavlovsk PLC | 20,453 | 239,651 | 0.18 | % | ||||||
Rotork PLC | 16,023 | 433,597 | 0.33 | % | ||||||
Spectris PLC | 10,418 | 266,201 | 0.20 | % | ||||||
Spirax-Sarco Engineering PLC | 10,190 | 327,268 | 0.25 | % | ||||||
Travis Perkins PLC (I) | 18,315 | 290,858 | 0.22 | % | ||||||
OTHER SECURITIES | 16,373,717 | 12.59 | % | |||||||
22,516,935 | ||||||||||
United States - 0.40% | 519,093 | 0.40 | % | |||||||
TOTAL COMMON STOCKS (Cost $133,423,851) | $ | 129,556,625 | ||||||||
CONVERTIBLE BONDS - 0.01% | ||||||||||
Spain - 0.01% | $ | 7,384 | 0.01 | % | ||||||
TOTAL CONVERTIBLE BONDS (Cost $32,732) | $ | 7,384 | ||||||||
Rights 0.02% | 25,518 | 0.02 | % | |||||||
TOTAL RIGHTS (Cost $81,334) | $ | 25,518 | ||||||||
Warrants 0.01% | 14,252 | 0.01 | % | |||||||
TOTAL WARRANTS (Cost $18,149) | $ | 14,252 | ||||||||
SECURITIES LENDING COLLATERAL - 2.60% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | $ | 339,184 | 3,394,521 | 2.60 | % | |||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $3,394,503) | $ | 3,394,521 | ||||||||
SHORT-TERM INVESTMENTS - 0.21% | ||||||||||
Money Market Funds - 0.21% | ||||||||||
State Street Institutional Liquid | ||||||||||
Reserves Fund, 0.1511% (Y) | $ | 273,069 | $ | 273,069 | 0.21 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $273,069) | $ | 273,069 | ||||||||
Total Investments (International Small Company | ||||||||||
Trust) (Cost $137,223,638) - 102.26% | $ | 133,271,369 | 102.26 | % | ||||||
Other Assets And Liabilities, Net - (2.26%) | (2,946,906 | ) | (2.26 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 130,324,463 | 100.00 | % |
International Value Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 97.16% | ||||||||||
Australia - 0.99% | $ | 10,703,139 | 0.99 | % | ||||||
Austria - 0.86% | 9,374,398 | 0.86 | % | |||||||
Bermuda - 0.49% | 5,300,762 | 0.49 | % | |||||||
Brazil - 0.40% | 4,350,950 | 0.40 | % | |||||||
Canada - 1.04% | ||||||||||
Talisman Energy, Inc. | 549,040 | 11,277,394 | 1.04 | % | ||||||
China - 0.90% | ||||||||||
China Telecom Corp., Ltd. | 14,998,427 | 9,762,758 | 0.90 | % | ||||||
OTHER SECURITIES | 38,166 | 0.00 | % | |||||||
9,800,924 | ||||||||||
Denmark - 1.20% | ||||||||||
Danske Bank A/S (I) | 699,930 | 12,998,951 | 1.20 | % | ||||||
France - 11.13% | ||||||||||
AXA SA | 1,037,191 | 23,548,392 | 2.17 | % | ||||||
BNP Paribas SA | 203,870 | 15,723,569 | 1.45 | % | ||||||
France Telecom SA (L) | 710,593 | 15,116,682 | 1.39 | % | ||||||
Sanofi | 379,483 | 30,500,577 | 2.81 | % | ||||||
Total SA | 309,686 | 17,911,022 | 1.65 | % | ||||||
Vivendi SA | 417,353 | 11,605,988 | 1.07 | % | ||||||
OTHER SECURITIES | 6,398,597 | 0.59 | % | |||||||
120,804,827 | ||||||||||
Germany - 6.95% | ||||||||||
E.ON AG | 460,890 | 13,083,733 | 1.21 | % | ||||||
Merck KGaA | 209,350 | 22,749,877 | 2.10 | % | ||||||
Muenchener Rueckversicherungs AG | 111,917 | 17,085,831 | 1.57 | % |
The accompanying notes are an integral part of the financial statements.
46
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
International Value Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Germany (continued) | ||||||||||
Siemens AG | 103,671 | $14,234,533 | 1.31 | % | ||||||
OTHER SECURITIES | 8,289,679 | 0.76 | % | |||||||
75,443,653 | ||||||||||
Hong Kong - 0.82% | 8,933,984 | 0.82 | % | |||||||
India - 0.39% | 4,256,253 | 0.39 | % | |||||||
Ireland - 1.53% | 16,672,759 | 1.53 | % | |||||||
Italy - 2.16% | ||||||||||
Autogrill SpA | 746,445 | 9,805,072 | 0.90 | % | ||||||
UniCredit SpA | 6,434,770 | 13,610,377 | 1.26 | % | ||||||
23,415,449 | ||||||||||
Japan - 7.98% | ||||||||||
Nintendo Company, Ltd. | 63,095 | 11,882,101 | 1.09 | % | ||||||
NKSJ Holdings, Inc. | 1,805,466 | 11,912,194 | 1.10 | % | ||||||
Nomura Holdings, Inc. | 2,440,720 | 12,075,747 | 1.11 | % | ||||||
Toyota Motor Corp. | 314,130 | 13,225,753 | 1.22 | % | ||||||
Trend Micro, Inc. | 318,800 | 9,897,666 | 0.91 | % | ||||||
OTHER SECURITIES | 27,611,732 | 2.55 | % | |||||||
86,605,193 | ||||||||||
Netherlands - 8.19% | ||||||||||
ING Groep NV (I) | 3,292,760 | 40,617,175 | 3.74 | % | ||||||
Koninklijke Philips Electronics NV | 440,595 | 11,307,551 | 1.04 | % | ||||||
Reed Elsevier NV | 772,650 | 10,376,331 | 0.96 | % | ||||||
Royal Dutch Shell PLC, B Shares | 616,006 | 21,989,126 | 2.03 | % | ||||||
OTHER SECURITIES | 4,602,659 | 0.42 | % | |||||||
88,892,842 | ||||||||||
Norway - 4.19% | ||||||||||
Statoil ASA | 965,500 | 24,447,094 | 2.25 | % | ||||||
Telenor ASA | 1,285,425 | 21,050,919 | 1.94 | % | ||||||
45,498,013 | ||||||||||
Russia - 1.49% | ||||||||||
Gazprom OAO, ADR | 1,106,000 | 16,092,300 | 1.48 | % | ||||||
Gazprom OAO, ADR | ||||||||||
(London Exchange) | 4,600 | 67,374 | 0.01 | % | ||||||
16,159,674 | ||||||||||
Singapore - 3.44% | ||||||||||
Flextronics International, Ltd. (I) | 2,141,820 | 13,750,484 | 1.27 | % | ||||||
Singapore Telecommunications, Ltd. | 9,168,000 | 23,604,346 | 2.17 | % | ||||||
37,354,830 | ||||||||||
South Korea - 5.87% | ||||||||||
KB Financial Group, Inc., ADR (L) | 480,203 | 22,953,703 | 2.11 | % | ||||||
POSCO | 28,144 | 12,224,576 | 1.13 | % | ||||||
Samsung Electronics Company, Ltd. | 31,988 | 24,862,327 | 2.29 | % | ||||||
OTHER SECURITIES | 3,710,116 | 0.34 | % | |||||||
63,750,722 | ||||||||||
Spain - 2.90% | ||||||||||
Iberdrola SA | 1,263,429 | 11,244,533 | 1.04 | % | ||||||
Telefonica SA | 825,806 | 20,194,217 | 1.86 | % | ||||||
31,438,750 | ||||||||||
Sweden - 0.87% | 9,442,916 | 0.87 | % | |||||||
Switzerland - 9.58% | ||||||||||
Credit Suisse Group AG (I) | 380,390 | 14,785,109 | 1.36 | % | ||||||
Roche Holdings AG | 203,662 | 34,072,456 | 3.14 | % | ||||||
Swiss Re, Ltd. (I) | 240,941 | 13,529,378 | 1.25 | % | ||||||
UBS AG (Swiss Exchange) (I) | 661,026 | 12,053,879 | 1.11 | % | ||||||
OTHER SECURITIES | 29,605,140 | 2.72 | % | |||||||
104,045,962 | ||||||||||
Taiwan - 6.01% | ||||||||||
Compal Electronics, Inc. | 12,362,334 | $ | 15,189,150 | 1.40 | % | |||||
Compal Electronics, Inc., GDR (S) | 2,123 | 13,008 | 0.00 | % | ||||||
Lite-On Technology Corp. | 9,034,893 | 11,954,750 | 1.10 | % | ||||||
Taiwan Semiconductor | ||||||||||
Manufacturing Company, Ltd. | 11,412,581 | 28,886,108 | 2.66 | % | ||||||
OTHER SECURITIES | 9,196,330 | 0.85 | % | |||||||
65,239,346 | ||||||||||
United Kingdom - 17.78% | ||||||||||
Aviva PLC | 3,676,930 | 25,889,678 | 2.38 | % | ||||||
BP PLC | 1,512,755 | 11,145,973 | 1.03 | % | ||||||
G4S PLC | 2,626,800 | 11,796,527 | 1.09 | % | ||||||
GlaxoSmithKline PLC | 1,020,294 | 21,845,173 | 2.01 | % | ||||||
Hays PLC | 7,322,723 | 12,105,801 | 1.12 | % | ||||||
Kingfisher PLC | 3,744,400 | 16,058,537 | 1.48 | % | ||||||
Tesco PLC | 3,466,240 | 22,386,653 | 2.06 | % | ||||||
Vodafone Group PLC | 11,603,068 | 30,836,685 | 2.84 | % | ||||||
OTHER SECURITIES | 40,999,613 | 3.77 | % | |||||||
193,064,640 | ||||||||||
TOTAL COMMON STOCKS (Cost $1,025,944,288) | $ | 1,054,826,331 | ||||||||
SECURITIES LENDING COLLATERAL - 1.90% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 2,064,410 | 20,660,412 | 1.90 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $20,660,362) | $ | 20,660,412 | ||||||||
SHORT-TERM INVESTMENTS - 2.28% | ||||||||||
Time Deposits - 2.28% | ||||||||||
Paribas Corp., 0.040% * | $ | 24,700,000 | $ | 24,700,000 | 2.28 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $24,700,000) | $ | 24,700,000 | ||||||||
Total Investments (International Value Trust) | ||||||||||
(Cost $1,071,304,650) - 101.34% | $ | 1,100,186,743 | 101.34 | % | ||||||
Other Assets And Liabilities, Net - (1.34%) | (14,501,231 | ) | (1.34 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 1,085,685,512 | 100.00 | % |
Large Cap Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 97.29% | ||||||||||
Consumer Discretionary - 12.98% | ||||||||||
Amazon.com, Inc. (I) | 14,400 | $ | 2,944,656 | 1.70 | % | |||||
Carnival Corp. | 84,801 | 3,191,062 | 1.84 | % | ||||||
Comcast Corp., Class A | 128,600 | 3,258,724 | 1.88 | % | ||||||
GameStop Corp., Class A (I)(L) | 65,600 | 1,749,552 | 1.01 | % | ||||||
General Motors Company (I) | 84,000 | 2,550,240 | 1.47 | % | ||||||
International Game Technology (L) | 104,000 | 1,828,320 | 1.05 | % | ||||||
Time Warner, Inc. | 94,900 | 3,451,513 | 1.99 | % | ||||||
Viacom, Inc., Class B | 45,300 | 2,310,300 | 1.33 | % | ||||||
OTHER SECURITIES | 1,223,040 | 0.71 | % | |||||||
22,507,407 | ||||||||||
Consumer Staples - 9.18% | ||||||||||
Avon Products, Inc. | 75,400 | 2,111,200 | 1.22 | % | ||||||
Colgate-Palmolive Company | 40,300 | 3,522,623 | 2.03 | % | ||||||
Kraft Foods, Inc., Class A | 106,100 | 3,737,903 | 2.16 | % | ||||||
PepsiCo, Inc. | 56,500 | 3,979,295 | 2.29 | % |
The accompanying notes are an integral part of the financial statements.
47
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Large Cap Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Consumer Staples (continued) | ||||||||||
The Kroger Company | 103,700 | $ | 2,571,760 | 1.48 | % | |||||
15,922,781 | ||||||||||
Energy - 11.14% | ||||||||||
Ensco International PLC, ADR | 44,000 | 2,345,200 | 1.35 | % | ||||||
EOG Resources, Inc. (L) | 24,800 | 2,592,840 | 1.50 | % | ||||||
Exxon Mobil Corp. | 92,900 | 7,560,202 | 4.36 | % | ||||||
Noble Corp. (L) | 66,700 | 2,628,647 | 1.52 | % | ||||||
Ultra Petroleum Corp. (I)(L) | 54,800 | 2,509,840 | 1.45 | % | ||||||
OTHER SECURITIES | 1,689,576 | 0.96 | % | |||||||
19,326,305 | ||||||||||
Financials - 14.70% | ||||||||||
Aflac, Inc. | 43,500 | 2,030,580 | 1.17 | % | ||||||
Citigroup, Inc. | 90,550 | 3,770,502 | 2.17 | % | ||||||
JPMorgan Chase & Company | 99,800 | 4,085,812 | 2.36 | % | ||||||
MetLife, Inc. | 64,100 | 2,812,067 | 1.62 | % | ||||||
Morgan Stanley | 100,700 | 2,317,107 | 1.34 | % | ||||||
The Goldman Sachs Group, Inc. | 22,000 | 2,927,980 | 1.69 | % | ||||||
U.S. Bancorp | 91,200 | 2,326,512 | 1.34 | % | ||||||
Wells Fargo & Company | 127,922 | 3,589,491 | 2.07 | % | ||||||
OTHER SECURITIES | 1,629,012 | 0.94 | % | |||||||
25,489,063 | ||||||||||
Health Care - 15.61% | ||||||||||
Allergan, Inc. | 24,674 | 2,054,111 | 1.18 | % | ||||||
Baxter International, Inc. | 29,900 | 1,784,731 | 1.03 | % | ||||||
Covidien PLC | 35,200 | 1,873,696 | 1.08 | % | ||||||
Johnson & Johnson | 65,700 | 4,370,364 | 2.52 | % | ||||||
Medtronic, Inc. | 58,266 | 2,244,989 | 1.29 | % | ||||||
Merck & Company, Inc. | 83,600 | 2,950,244 | 1.70 | % | ||||||
UnitedHealth Group, Inc. | 57,700 | 2,976,166 | 1.72 | % | ||||||
OTHER SECURITIES | 8,806,625 | 5.09 | % | |||||||
27,060,926 | ||||||||||
Industrials - 12.65% | ||||||||||
FedEx Corp. | 24,617 | 2,334,922 | 1.35 | % | ||||||
General Dynamics Corp. | 57,100 | 4,255,092 | 2.45 | % | ||||||
Hertz Global Holdings, Inc. (I)(L) | 138,300 | 2,196,204 | 1.27 | % | ||||||
Illinois Tool Works, Inc. | 65,652 | 3,708,681 | 2.14 | % | ||||||
Norfolk Southern Corp. | 27,900 | 2,090,547 | 1.21 | % | ||||||
PACCAR, Inc. (L) | 39,650 | 2,025,719 | 1.17 | % | ||||||
Southwest Airlines Company | 187,500 | 2,141,250 | 1.23 | % | ||||||
The Boeing Company | 43,000 | 3,178,990 | 1.83 | % | ||||||
21,931,405 | ||||||||||
Information Technology - 15.69% | ||||||||||
Adobe Systems, Inc. (I) | 116,000 | 3,648,200 | 2.10 | % | ||||||
Apple, Inc. (I) | 16,000 | 5,370,720 | 3.10 | % | ||||||
Cisco Systems, Inc. | 159,600 | 2,491,356 | 1.44 | % | ||||||
Hewlett-Packard Company | 71,000 | 2,584,400 | 1.49 | % | ||||||
Intersil Corp., Class A | 135,600 | 1,742,460 | 1.00 | % | ||||||
Qualcomm, Inc. | 53,200 | 3,021,228 | 1.74 | % | ||||||
Symantec Corp. (I) | 144,400 | 2,847,568 | 1.64 | % | ||||||
Visa, Inc., Class A (L) | 43,500 | 3,665,310 | 2.11 | % | ||||||
OTHER SECURITIES | 1,835,286 | 1.07 | % | |||||||
27,206,528 | ||||||||||
Materials - 1.77% | ||||||||||
Celanese Corp., Series A | 38,900 | 2,073,759 | 1.20 | % | ||||||
OTHER SECURITIES | 1,001,780 | 0.57 | % | |||||||
3,075,539 | ||||||||||
Utilities - 3.57% | ||||||||||
American Electric | ||||||||||
Power Company, Inc. | 50,357 | 1,897,451 | 1.09 | % | ||||||
FirstEnergy Corp. | 49,800 | 2,198,670 | 1.27 | % | ||||||
NextEra Energy, Inc. | 36,400 | $ | 2,091,544 | 1.21 | % | |||||
6,187,665 | ||||||||||
TOTAL COMMON STOCKS (Cost $149,247,518) | $ | 168,707,619 | ||||||||
INVESTMENT COMPANIES - 1.14% | ||||||||||
SPDR S&P 500 ETF Trust (L) | 15,000 | 1,979,550 | 1.14 | % | ||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $1,908,813) | $ | 1,979,550 | ||||||||
SECURITIES LENDING COLLATERAL - 9.67% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 1,675,198 | 16,765,217 | 9.67 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $16,764,902) | $ | 16,765,217 | ||||||||
SHORT-TERM INVESTMENTS - 1.46% | ||||||||||
Repurchase Agreement - 1.46% | ||||||||||
Repurchase Agreement with State | ||||||||||
Street Corp. dated 06/30/2011 at | ||||||||||
0.010% to be repurchased at | ||||||||||
$2,538,001 on 07/01/2011, | ||||||||||
collateralized by $2,590,000 | ||||||||||
Federal Home Loan Bank, | ||||||||||
0.330% due 07/16/2012 (valued at | ||||||||||
$2,590,000, including interest). | $ | 2,538,000 | $2,538,000 | 1.46 | % | |||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $2,538,000) | $ | 2,538,000 | ||||||||
Total Investments (Large Cap Trust) | ||||||||||
(Cost $170,459,233) - 109.56% | $ | 189,990,386 | 109.56 | % | ||||||
Other Assets And Liabilities, Net - (9.56%) | (16,575,368 | ) | (9.56 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 173,415,018 | 100.00 | % |
Lifestyle Balanced PS Series
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
AFFILIATED INVESTMENT | ||||||||||
COMPANIES - 100.01% | ||||||||||
Equity(g) - 50.25% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 50.25% | ||||||||||
All Cap Core, Series NAV | ||||||||||
(QS Investors) | 32 | $ | 571 | 0.96 | % | |||||
All Cap Value, Series NAV | ||||||||||
(Lord Abbett) | 57 | 499 | 0.84 | % | ||||||
Alpha Opportunities, | ||||||||||
Series NAV (Wellington) | 88 | 1,425 | 2.38 | % | ||||||
Blue Chip Growth, Series NAV (T. | ||||||||||
Rowe Price) | 62 | 1,329 | 2.22 | % | ||||||
Capital Appreciation, | ||||||||||
Series NAV (Jennison) | 96 | 1,035 | 1.73 | % | ||||||
Emerging Markets, | ||||||||||
Series NAV (DFA) | 115 | 1,769 | 2.96 | % | ||||||
Equity-Income, Series NAV (T. | ||||||||||
Rowe Price) | 112 | 1,628 | 2.72 | % | ||||||
Fundamental Large Cap Value, | ||||||||||
Series NAV (John Hancock) (A)(2) | 31 | 324 | 0.54 | % |
The accompanying notes are an integral part of the financial statements.
48
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Lifestyle Balanced PS Series (continued) | ||||||||||
Shares or% of | Shares or | % of | ||||||||
Principal | Principal | Net | ||||||||
Amount | Amount | Value | Assets | |||||||
AFFILIATED INVESTMENT | ||||||||||
COMPANIES (continued) | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) (continued) | ||||||||||
Fundamental Value, | ||||||||||
Series NAV (Davis) | 97 | $ | 1,426 | 2.38 | % | |||||
Growth Equity, Series NAV (Rainier) | 62 | 740 | 1.24 | % | ||||||
Heritage, Series NAV | ||||||||||
(American Century) | 21 | 295 | 0.49 | % | ||||||
International Core, | ||||||||||
Series NAV (GMO) | 107 | 1,123 | 1.88 | % | ||||||
International Growth Stock, | ||||||||||
Series NAV (Invesco) | 20 | 295 | 0.49 | % | ||||||
International Opportunities, | ||||||||||
Series NAV (Marsico) | 47 | 588 | 0.98 | % | ||||||
International Value, | ||||||||||
Series NAV (Franklin) | 69 | 887 | 1.48 | % | ||||||
Mid Cap Stock, | ||||||||||
Series NAV (Wellington) | 28 | 433 | 0.72 | % | ||||||
Mid Cap Value Equity, | ||||||||||
Series NAV (Columbia) | 22 | 295 | 0.49 | % | ||||||
Mid Value, Series NAV (T. | ||||||||||
Rowe Price) | 37 | 431 | 0.72 | % | ||||||
Small Cap Growth, | ||||||||||
Series NAV (Wellington) | 18 | 204 | 0.34 | % | ||||||
Small Cap Value, | ||||||||||
Series NAV (Wellington) | 13 | 265 | 0.44 | % | ||||||
Small Company Growth, | ||||||||||
Series NAV (Invesco) | 10 | 174 | 0.29 | % | ||||||
Small Company Value, Series NAV | ||||||||||
(T. Rowe Price) | 17 | 313 | 0.52 | % | ||||||
Smaller Company Growth, | ||||||||||
Series NAV | ||||||||||
(Frontier/John | ||||||||||
Hancock (A)(2)/Perimeter) | 11 | 205 | 0.34 | % | ||||||
Strategic Allocation Trust, | ||||||||||
Series NAV (John Hancock) (A)(2) | 988 | 12,023 | 20.10 | % | ||||||
U.S. Equity, Series NAV (GMO) | 90 | 1,142 | 1.91 | % | ||||||
Value & Restructuring, | ||||||||||
Series NAV (Columbia) | 45 | 649 | 1.09 | % | ||||||
Fixed Income(g) - 49.75% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 49.75% | ||||||||||
John Hancock Trust - Bond | ||||||||||
PS Trust, Series NAV | 2,374 | 29,766 | 49.75 | % | ||||||
TOTAL JOHN HANCOCK VARIABLE | ||||||||||
INSURANCE TRUST (G) (Cost $29,736) | $ | 29,766 | ||||||||
Total Investments (Lifestyle Balanced PS Series) | ||||||||||
(Cost $59,986) - 100.01% | $ | 59,834 | 100.01 | % | ||||||
Other Assets And Liabilities, Net - (0.01%) | (3 | ) | (0.01 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 59,831 | 100.00 | % | ||||||
|
| |||||||||
Lifestyle Conservative PS Series | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
AFFILIATED INVESTMENT | ||||||||||
COMPANIES - 100.02% | ||||||||||
Equity(g) - 19.54% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 19.54% | ||||||||||
Blue Chip Growth, Series NAV (T. | ||||||||||
Rowe Price) | 28 | $ | 593 | 2.38 | % | |||||
Equity-Income, Series NAV (T. | ||||||||||
Rowe Price) | 39 | 569 | 2.29 | % | ||||||
Fundamental Value, | ||||||||||
Series NAV (Davis) | 29 | 421 | 1.69 | % | ||||||
International Core, | ||||||||||
Series NAV (GMO) | 23 | 244 | 0.98 | % | ||||||
International Opportunities, | ||||||||||
Series NAV (Marsico) | 14 | 177 | 0.71 | % | ||||||
International Value, | ||||||||||
Series NAV (Franklin) | 14 | 181 | 0.73 | % | ||||||
Mid Cap Stock, | ||||||||||
Series NAV (Wellington) | 7 | 108 | 0.43 | % | ||||||
Mid Value, Series NAV (T. | ||||||||||
Rowe Price) | 9 | 110 | 0.44 | % | ||||||
Small Cap Growth, | ||||||||||
Series NAV (Wellington) | 8 | 96 | 0.39 | % | ||||||
Small Cap Value, | ||||||||||
Series NAV (Wellington) | 5 | 109 | 0.44 | % | ||||||
Strategic Allocation Trust, | ||||||||||
Series NAV (John Hancock) (2)(A) | 160 | 1,947 | 7.82 | % | ||||||
U.S. Equity, Series NAV (GMO) | 24 | 310 | 1.24 | % | ||||||
Fixed Income(g) - 80.48% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 80.48% | ||||||||||
John Hancock Trust - Bond | ||||||||||
PS Trust, Series NAV | 1,600 | 20,036 | 80.48 | % | ||||||
TOTAL FIXED INCOME (Cost $19,985) | $ | 20,036 | ||||||||
Total Investments (Lifestyle Conservative PS Series) | ||||||||||
(Cost $24,988) - 100.02% | $ | 24,901 | 100.02 | % | ||||||
Other Assets And Liabilities, Net - (0.02%) | (4 | ) | (0.02 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 24,897 | 100.00 | % |
Lifestyle Growth PS Series
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
AFFILIATED INVESTMENT | ||||||||||
COMPANIES - 100.00% | ||||||||||
Equity(g) - 70.00% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 70.00% | ||||||||||
All Cap Core, Series NAV | ||||||||||
(QS Investors) | 127 | $ | 2,280 | 0.94 | % | |||||
All Cap Value, Series NAV | ||||||||||
(Lord Abbett) | 298 | 2,620 | 1.08 | % | ||||||
Alpha Opportunities, | ||||||||||
Series NAV (Wellington) | 495 | 8,005 | 3.30 | % | ||||||
Blue Chip Growth, Series NAV (T. | ||||||||||
Rowe Price) | 336 | 7,229 | 2.98 | % | ||||||
Capital Appreciation, | ||||||||||
Series NAV (Jennison) | 554 | 5,968 | 2.46 | % | ||||||
Emerging Markets, | ||||||||||
Series NAV (DFA) | 620 | 9,558 | 3.94 | % |
The accompanying notes are an integral part of the financial statements.
49
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Lifestyle Growth PS Series (continued) | ||||||||||
Shares or% of | Shares or | % of | ||||||||
Principal | Principal | Net | ||||||||
Amount | Amount | Value | Assets | |||||||
AFFILIATED INVESTMENT | ||||||||||
COMPANIES (continued) | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) (continued) | ||||||||||
Equity-Income, Series NAV (T. | ||||||||||
Rowe Price) | 697 | $ | 10,092 | 4.16 | % | |||||
Fundamental Large Cap Value, | ||||||||||
Series NAV (John Hancock) (A)(2) | 205 | 2,159 | 0.89 | % | ||||||
Fundamental Value, | ||||||||||
Series NAV (Davis) | 546 | 8,005 | 3.30 | % | ||||||
Growth Equity, Series NAV (Rainier) | 399 | 4,779 | 1.97 | % | ||||||
Heritage, Series NAV | ||||||||||
(American Century) | 83 | 1,189 | 0.49 | % | ||||||
International Core, | ||||||||||
Series NAV (GMO) | 591 | 6,210 | 2.56 | % | ||||||
International Growth Stock, | ||||||||||
Series NAV (Invesco) | 99 | 1,431 | 0.59 | % | ||||||
International Opportunities, | ||||||||||
Series NAV (Marsico) | 306 | 3,833 | 1.58 | % | ||||||
International Value, | ||||||||||
Series NAV (Franklin) | 391 | 5,022 | 2.07 | % | ||||||
Mid Cap Stock, | ||||||||||
Series NAV (Wellington) | 143 | 2,232 | 0.92 | % | ||||||
Mid Cap Value Equity, | ||||||||||
Series NAV (Columbia) | 91 | 1,189 | 0.49 | % | ||||||
Mid Value, Series NAV (T. | ||||||||||
Rowe Price) | 190 | 2,232 | 0.92 | % | ||||||
Small Cap Growth, | ||||||||||
Series NAV (Wellington) | 93 | 1,067 | 0.44 | % | ||||||
Small Cap Opportunities, | ||||||||||
Series NAV (DFA/Invesco) | 66 | 1,383 | 0.57 | % | ||||||
Small Cap Value, | ||||||||||
Series NAV (Wellington) | 59 | 1,189 | 0.49 | % | ||||||
Small Company Growth, | ||||||||||
Series NAV (Invesco) | 53 | 946 | 0.39 | % | ||||||
Small Company Value, Series NAV | ||||||||||
(T. Rowe Price) | 99 | 1,795 | 0.74 | % | ||||||
Smaller Company Growth, | ||||||||||
Series NAV | ||||||||||
(Frontier/John | ||||||||||
Hancock (A)(2)/Perimeter) | 50 | 946 | 0.39 | % | ||||||
Strategic Allocation Trust, | ||||||||||
Series NAV (John Hancock) (A)(2) | 5,581 | 67,924 | 28.00 | % | ||||||
U.S. Equity, Series NAV (GMO) | 584 | 7,423 | 3.06 | % | ||||||
Value & Restructuring, | ||||||||||
Series NAV (Columbia) | 214 | 3,106 | 1.28 | % | ||||||
Fixed Income(g) - 30.00% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 30.00% | ||||||||||
John Hancock Trust - Bond | ||||||||||
PS Trust, Series NAV | 5,808 | 72,774 | 30.00 | % | ||||||
TOTAL JOHN HANCOCK VARIABLE | ||||||||||
INSURANCE TRUST (G) (Cost $72,760) | $ | 72,774 | ||||||||
Total Investments (Lifestyle Growth PS Series) | ||||||||||
(Cost $243,076) - 100.00% | $ | 242,586 | 100.00 | % | ||||||
Other Assets And Liabilities, Net - 0.00% | (4 | ) | 0.00 | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 242,582 | 100.00 | % |
Lifestyle Moderate PS Series
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
AFFILIATED INVESTMENT | ||||||||||
COMPANIES - 100.00% | ||||||||||
Equity(g) - 40.54% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 40.54% | ||||||||||
All Cap Value, Series NAV | ||||||||||
(Lord Abbett) | 142 | $ | 1,253 | 0.86 | % | |||||
Alpha Opportunities, | ||||||||||
Series NAV (Wellington) | 182 | 2,942 | 2.02 | % | ||||||
Blue Chip Growth, Series NAV (T. | ||||||||||
Rowe Price) | 188 | 4,059 | 2.79 | % | ||||||
Capital Appreciation, | ||||||||||
Series NAV (Jennison) | 308 | 3,321 | 2.28 | % | ||||||
Equity-Income, Series NAV (T. | ||||||||||
Rowe Price) | 310 | 4,493 | 3.08 | % | ||||||
Fundamental Value, | ||||||||||
Series NAV (Davis) | 201 | 2,956 | 2.03 | % | ||||||
International Core, | ||||||||||
Series NAV (GMO) | 356 | 3,739 | 2.57 | % | ||||||
International Growth Stock, | ||||||||||
Series NAV (Invesco) | 51 | 742 | 0.51 | % | ||||||
International Opportunities, | ||||||||||
Series NAV (Marsico) | 118 | 1,478 | 1.01 | % | ||||||
International Value, | ||||||||||
Series NAV (Franklin) | 174 | 2,237 | 1.54 | % | ||||||
Mid Cap Stock, | ||||||||||
Series NAV (Wellington) | 85 | 1,320 | 0.91 | % | ||||||
Mid Value, Series NAV (T. | ||||||||||
Rowe Price) | 113 | 1,321 | 0.91 | % | ||||||
Small Cap Growth, | ||||||||||
Series NAV (Wellington) | 38 | 439 | 0.30 | % | ||||||
Small Cap Value, | ||||||||||
Series NAV (Wellington) | 29 | 587 | 0.40 | % | ||||||
Small Company Growth, | ||||||||||
Series NAV (Invesco) | 21 | 367 | 0.25 | % | ||||||
Small Company Value, Series NAV | ||||||||||
(T. Rowe Price) | 37 | 661 | 0.45 | % | ||||||
Smaller Company Growth, | ||||||||||
Series NAV | ||||||||||
(Frontier/John | ||||||||||
Hancock (A)(2)/Perimeter) | 23 | 441 | 0.30 | % | ||||||
Strategic Allocation Trust, | ||||||||||
Series NAV (John Hancock) (A)(2) | 1,940 | 23,607 | 16.21 | % | ||||||
U.S. Equity, Series NAV (GMO) | 115 | 1,465 | 1.01 | % | ||||||
Value & Restructuring, | ||||||||||
Series NAV (Columbia) | 112 | 1,624 | 1.11 | % | ||||||
Fixed Income(g) - 59.46% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 59.46% | ||||||||||
John Hancock Trust - Bond | ||||||||||
PS Trust, Series NAV | 6,914 | 86,606 | ||||||||
TOTAL FIXED INCOME (Cost $86,687) | $ | 86,606 | ||||||||
Total Investments (Lifestyle Moderate PS Series) | ||||||||||
(Cost $144,978) - 100.00% | $ | 145,658 | 100.00 | % | ||||||
Other Assets And Liabilities, Net - 0.00% | (3 | ) | 0.00 | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 145,655 | 100.00 | % |
The accompanying notes are an integral part of the financial statements.
50
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Mid Cap Stock Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 98.38% | ||||||||||
Consumer Discretionary - 24.76% | ||||||||||
Brunswick Corp. (L) | 423,700 | $ | 8,643,480 | 1.02 | % | |||||
Coach, Inc. | 139,900 | 8,943,807 | 1.05 | % | ||||||
Domino’s Pizza UK & IRL PLC | 1,563,004 | 10,127,369 | 1.19 | % | ||||||
Express, Inc. | 455,100 | 9,921,180 | 1.17 | % | ||||||
Hanesbrands, Inc. (I) | 325,000 | 9,278,750 | 1.09 | % | ||||||
MGM Resorts International (I)(L) | 613,300 | 8,101,693 | 0.95 | % | ||||||
Netflix, Inc. (I) | 35,170 | 9,238,807 | 1.09 | % | ||||||
priceline.com, Inc. (I) | 19,930 | 10,202,765 | 1.20 | % | ||||||
Ross Stores, Inc. (L) | 103,900 | 8,324,468 | 0.98 | % | ||||||
Shutterfly, Inc. (I) | 143,573 | 8,243,962 | 0.97 | % | ||||||
Tempur- | ||||||||||
Pedic International, Inc. (I)(L) | 194,050 | 13,160,471 | 1.55 | % | ||||||
Ulta Salon Cosmetics | ||||||||||
& Fragrance, Inc. (I) | 159,365 | 10,291,792 | 1.21 | % | ||||||
Weight Watchers International, Inc. | 159,700 | 12,052,559 | 1.42 | % | ||||||
OTHER SECURITIES | 83,868,769 | 9.87 | % | |||||||
210,399,872 | ||||||||||
Consumer Staples - 5.66% | ||||||||||
Green Mountain | ||||||||||
Coffee Roasters, Inc. (I)(L) | 325,330 | 29,038,955 | 3.42 | % | ||||||
Smithfield Foods, Inc. (I) | 374,400 | 8,188,128 | 0.96 | % | ||||||
OTHER SECURITIES | 10,823,876 | 1.28 | % | |||||||
48,050,959 | ||||||||||
Energy - 8.82% | ||||||||||
Cabot Oil & Gas Corp. (L) | 128,930 | 8,549,348 | 1.01 | % | ||||||
Pioneer Natural Resources Company | 91,500 | 8,195,655 | 0.96 | % | ||||||
OTHER SECURITIES | 58,213,602 | 6.85 | % | |||||||
74,958,605 | ||||||||||
Financials - 1.67% | ||||||||||
SEI Investments Company | 363,000 | 8,171,130 | 0.96 | % | ||||||
OTHER SECURITIES | 5,984,584 | 0.71 | % | |||||||
14,155,714 | ||||||||||
Health Care - 13.97% | ||||||||||
Allscripts | ||||||||||
Healthcare Solutions, Inc. (I)(L) | 466,800 | 9,065,256 | 1.07 | % | ||||||
Catalyst Health Solutions, Inc. (I) | 154,600 | 8,629,772 | 1.02 | % | ||||||
Edwards Lifesciences Corp. (I) | 199,800 | 17,418,564 | 2.05 | % | ||||||
Gen-Probe, Inc. (I)(L) | 155,200 | 10,732,080 | 1.26 | % | ||||||
Hologic, Inc. (I) | 490,800 | 9,899,436 | 1.17 | % | ||||||
Parexel International Corp. (I) | 349,630 | 8,237,283 | 0.97 | % | ||||||
Pharmaceutical | ||||||||||
Product Development, Inc. | 314,000 | 8,427,760 | 0.99 | % | ||||||
SXC Health Solutions Corp. (I) | 161,500 | 9,515,580 | 1.12 | % | ||||||
Waters Corp. (I) | 90,100 | 8,626,174 | 1.02 | % | ||||||
OTHER SECURITIES | 28,155,376 | 3.30 | % | |||||||
118,707,281 | ||||||||||
Industrials - 14.18% | ||||||||||
Aecom Technology Corp. (I)(L) | 417,200 | 11,406,248 | 1.34 | % | ||||||
DigitalGlobe, Inc. (I) | 382,920 | 9,729,997 | 1.15 | % | ||||||
FLS Industries A/S | 112,803 | 9,592,838 | 1.13 | % | ||||||
Localiza Rent a Car SA | 475,800 | 8,505,956 | 1.00 | % | ||||||
Owens Corning, Inc. (I) | 225,500 | 8,422,425 | 0.99 | % | ||||||
Textron, Inc. | 364,400 | 8,603,484 | 1.01 | % | ||||||
United Rentals, Inc. (I)(L) | 356,700 | 9,060,180 | 1.07 | % | ||||||
OTHER SECURITIES | 55,129,229 | 6.49 | % | |||||||
120,450,357 | ||||||||||
Information Technology - 25.77% | ||||||||||
Acme Packet, Inc. (I)(L) | 144,600 | 10,140,798 | 1.19 | % | ||||||
Aruba Networks, Inc. (I)(L) | 358,970 | 10,607,564 | 1.25 | % | ||||||
Cadence Design Systems, Inc. (I)(L) | 1,215,100 | 12,831,456 | 1.51 | % | ||||||
Cavium, Inc. (I)(L) | 194,500 | 8,478,255 | 1.00 | % | ||||||
Citrix Systems, Inc. (I) | 103,500 | $ | 8,280,000 | 0.97 | % | |||||
Concur Technologies, Inc. (I)(L) | 173,600 | 8,692,152 | 1.02 | % | ||||||
F5 Networks, Inc. (I) | 80,100 | 8,831,025 | 1.04 | % | ||||||
Gartner, Inc. (I) | 206,809 | 8,332,335 | 0.98 | % | ||||||
Jabil Circuit, Inc. | 467,600 | 9,445,520 | 1.11 | % | ||||||
Polycom, Inc. (I) | 221,500 | 14,242,450 | 1.68 | % | ||||||
Skyworks Solutions, Inc. (I)(L) | 457,100 | 10,504,158 | 1.24 | % | ||||||
Teradata Corp. (I) | 147,700 | 8,891,540 | 1.05 | % | ||||||
The Western Union Company | 472,600 | 9,466,178 | 1.11 | % | ||||||
TIBCO Software, Inc. (I) | 372,700 | 10,815,754 | 1.27 | % | ||||||
OTHER SECURITIES | 79,371,381 | 9.35 | % | |||||||
218,930,566 | ||||||||||
Materials - 3.18% | ||||||||||
Ball Corp. | 231,900 | 8,918,874 | 1.05 | % | ||||||
OTHER SECURITIES | 18,126,633 | 2.13 | % | |||||||
27,045,507 | ||||||||||
Telecommunication Services - 0.37% | 3,152,872 | 0.37 | % | |||||||
TOTAL COMMON STOCKS (Cost $710,683,070) | $ | 835,851,733 | ||||||||
SECURITIES LENDING COLLATERAL - 17.15% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 14,561,922 | 145,734,263 | 17.15 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $145,730,263) | $ | 145,734,263 | ||||||||
SHORT-TERM INVESTMENTS - 1.20% | ||||||||||
Repurchase Agreement - 1.20% | ||||||||||
Deutsche Bank Tri-Party Repurchase | ||||||||||
Agreement dated 06/30/2011 at | ||||||||||
0.050% to be repurchased at | ||||||||||
$10,200,014 on 07/01/2011, | ||||||||||
collateralized by $10,368,382 | ||||||||||
Government National Mortgage | ||||||||||
Association, 4.500% due | ||||||||||
06/20/2041 (valued at | ||||||||||
$10,404,001, including interest) | $ | 10,200,000 | $ | 10,200,000 | 1.20 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $10,200,000) | $ | 10,200,000 | ||||||||
Total Investments (Mid Cap Stock Trust) | ||||||||||
(Cost $866,613,333) - 116.73% | $ | 991,785,996 | 116.73 | % | ||||||
Other Assets And Liabilities, Net - (16.73%) | (142,168,341 | ) | (16.73) | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 849,617,655 | 100.00 | % |
Mid Cap Value Equity Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 93.89% | ||||||||||
Consumer Discretionary - 12.86% | ||||||||||
DISH Network Corp. (I) | 39,661 | $ | 1,216,403 | 0.86 | % | |||||
Hasbro, Inc. | 54,679 | 2,402,048 | 1.69 | % | ||||||
Macy’s, Inc. | 63,458 | 1,855,512 | 1.31 | % | ||||||
National CineMedia, Inc. | 66,596 | 1,126,138 | 0.79 | % | ||||||
Penn National Gaming, Inc. (I)(L) | 35,980 | 1,451,433 | 1.02 | % | ||||||
Regal Entertainment Group (L) | 80,727 | 996,978 | 0.70 | % | ||||||
OTHER SECURITIES | 9,206,747 | 6.49 | % | |||||||
18,255,259 |
The accompanying notes are an integral part of the financial statements.
51
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
|
Mid Cap Value Equity Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Consumer Staples - 3.17% | ||||||||||
Lorillard, Inc. | 41,279 | $ | 4,494,045 | 3.17 | % | |||||
Energy - 10.03% | ||||||||||
El Paso Corp. | 68,762 | 1,388,992 | 0.98 | % | ||||||
Enbridge, Inc. | 75,320 | 2,444,887 | 1.72 | % | ||||||
Nabors Industries, Ltd. (I) | 61,251 | 1,509,225 | 1.06 | % | ||||||
Newfield Exploration Company (I) | 43,028 | 2,926,765 | 2.06 | % | ||||||
QEP Resources, Inc. | 29,454 | 1,232,061 | 0.87 | % | ||||||
Whiting Petroleum Corp. (I) | 37,383 | 2,127,467 | 1.50 | % | ||||||
OTHER SECURITIES | 2,605,127 | 1.84 | % | |||||||
14,234,524 | ||||||||||
Financials - 16.07% | ||||||||||
CIT Group, Inc. (I) | 81,827 | 3,621,662 | 2.55 | % | ||||||
Comerica, Inc. (L) | 31,966 | 1,105,065 | 0.78 | % | ||||||
Fifth Third Bancorp | 101,540 | 1,294,635 | 0.91 | % | ||||||
Invesco, Ltd. | 66,353 | 1,552,660 | 1.09 | % | ||||||
Lincoln National Corp. | 56,988 | 1,623,588 | 1.14 | % | ||||||
XL Group PLC | 115,437 | 2,537,305 | 1.79 | % | ||||||
OTHER SECURITIES | 11,066,863 | 7.81 | % | |||||||
22,801,778 | ||||||||||
Health Care - 11.02% | ||||||||||
Agilent Technologies, Inc. (I) | 73,801 | 3,771,969 | 2.66 | % | ||||||
CIGNA Corp. | 56,919 | 2,927,344 | 2.06 | % | ||||||
Life Technologies Corp. (I) | 23,065 | 1,200,995 | 0.85 | % | ||||||
Mylan, Inc. (I)(L) | 143,276 | 3,534,619 | 2.49 | % | ||||||
Watson Pharmaceuticals, Inc. (I)(L) | 33,027 | 2,269,946 | 1.60 | % | ||||||
OTHER SECURITIES | 1,937,885 | 1.36 | % | |||||||
15,642,758 | ||||||||||
Industrials - 16.61% | ||||||||||
AO Smith Corp. (L) | 26,143 | 1,105,849 | 0.78 | % | ||||||
Chicago Bridge & Iron Co NV | 28,366 | 1,103,437 | 0.78 | % | ||||||
Cooper Industries PLC | 54,199 | 3,234,054 | 2.28 | % | ||||||
Eaton Corp. | 41,156 | 2,117,476 | 1.49 | % | ||||||
Goodrich Corp. | 16,524 | 1,578,042 | 1.11 | % | ||||||
Kansas City Southern (I) | 27,879 | 1,654,061 | 1.17 | % | ||||||
Navistar International Corp. (I) | 25,212 | 1,423,470 | 1.00 | % | ||||||
Parker Hannifin Corp. | 10,698 | 960,039 | 0.68 | % | ||||||
Rockwell Automation, Inc. | 12,819 | 1,112,176 | 0.78 | % | ||||||
OTHER SECURITIES | 9,284,054 | 6.54 | % | |||||||
23,572,658 | ||||||||||
Information Technology - 7.54% | ||||||||||
Avnet, Inc. (I) | 37,734 | 1,202,960 | 0.85 | % | ||||||
BMC Software, Inc. (I) | 29,701 | 1,624,645 | 1.14 | % | ||||||
Check Point | ||||||||||
Software Technologies, Ltd. (I)(L) | 42,209 | 2,399,582 | 1.69 | % | ||||||
LSI Corp. (I) | 395,045 | 2,812,720 | 1.98 | % | ||||||
Western Digital Corp. (I) | 33,137 | 1,205,524 | 0.85 | % | ||||||
OTHER SECURITIES | 1,451,784 | 1.03 | % | |||||||
|
| |||||||||
10,697,215 | ||||||||||
Materials - 8.08% | ||||||||||
Domtar Corp. | 10,368 | 982,057 | 0.69 | % | ||||||
Eastman Chemical Company | 29,335 | 2,994,223 | 2.11 | % | ||||||
Freeport-McMoRan Copper | ||||||||||
& Gold, Inc. | 22,697 | 1,200,671 | 0.85 | % | ||||||
Huntsman Corp. | 61,155 | 1,152,772 | 0.81 | % | ||||||
PPG Industries, Inc. | 24,381 | 2,213,551 | 1.56 | % | ||||||
OTHER SECURITIES | 2,924,840 | 2.06 | % | |||||||
11,468,114 | ||||||||||
Telecommunication Services - 2.43% | ||||||||||
CenturyLink, Inc. | 38,787 | 1,568,158 | 1.11 | % | ||||||
Windstream Corp. (L) | 109,479 | 1,418,848 | 1.00 | % | ||||||
OTHER SECURITIES | $ | 453,094 | 0.32 | % | ||||||
3,440,100 | ||||||||||
Utilities - 6.08% | ||||||||||
CenterPoint Energy, Inc. | 69,819 | 1,350,998 | 0.95 | % | ||||||
DTE Energy Company | 32,234 | 1,612,345 | 1.14 | % | ||||||
Pepco Holdings, Inc. (L) | 54,573 | 1,071,268 | 0.75 | % | ||||||
Wisconsin Energy Corp. (L) | 39,843 | 1,249,078 | 0.88 | % | ||||||
OTHER SECURITIES | 3,339,063 | 2.36 | % | |||||||
8,622,752 | ||||||||||
TOTAL COMMON STOCKS (Cost $99,647,235) | $ | 133,229,203 | ||||||||
CONVERTIBLE BONDS - 0.16% | ||||||||||
Materials - 0.16% | $ | 230,670 | 0.16 | % | ||||||
TOTAL CONVERTIBLE BONDS (Cost $233,000) | $ | 230,670 | ||||||||
SECURITIES LENDING COLLATERAL - 14.42% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | $ | 2,045,194 | 20,468,094 | 14.42 | % | |||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $20,467,735) | $ | 20,468,094 | ||||||||
SHORT-TERM INVESTMENTS - 4.93% | ||||||||||
U.S. Government & Agency | ||||||||||
Obligations - 4.79% | ||||||||||
Federal Home Loan Discount Notes, | ||||||||||
0.001%, 07/01/2011 * | 6,800,000 | 6,800,000 | 4.79 | % | ||||||
Repurchase Agreement - 0.14% | 195,000 | 0.14 | % | |||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $6,995,000) | $ | 6,995,000 | ||||||||
Total Investments (Mid Cap Value Equity Trust) | ||||||||||
(Cost $127,342,970) - 113.40% | $ | 160,922,967 | 113.40 | % | ||||||
Other Assets And Liabilities, Net - (13.40%) | (19,014,120 | ) | (13.40) | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 141,908,847 | 100.00 | % |
Mid Value Trust | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 92.87% | ||||||||||
Consumer Discretionary - 14.96% | ||||||||||
BorgWarner, Inc. (I)(L) | 81,200 | $ | 6,560,149 | 0.81 | % | |||||
Career Education Corp. (I)(L) | 335,200 | 7,089,480 | 0.87 | % | ||||||
DISH Network Corp. (I) | 263,900 | 8,093,813 | 0.99 | % | ||||||
Fortune Brands, Inc. | 151,300 | 9,648,401 | 1.18 | % | ||||||
International Game Technology (L) | 501,400 | 8,814,612 | 1.08 | % | ||||||
Mattel, Inc. | 366,400 | 10,072,336 | 1.24 | % | ||||||
Meredith Corp. (L) | 257,981 | 8,030,949 | 0.99 | % | ||||||
The Gap, Inc. (L) | 538,400 | 9,745,040 | 1.20 | % | ||||||
Visteon Corp. (I) | 88,500 | 6,054,285 | 0.74 | % | ||||||
Visteon Corp. (I)(S) | 26,500 | 1,812,865 | 0.22 | % | ||||||
Weight Watchers International, Inc. | 101,450 | 7,656,432 | 0.94 | % | ||||||
OTHER SECURITIES | 38,363,637 | 4.70 | % | |||||||
121,941,999 | ||||||||||
Consumer Staples - 7.30% | ||||||||||
Avon Products, Inc. | 255,500 | 7,154,000 | 0.88 | % | ||||||
The Kroger Company | 479,000 | 11,879,200 | 1.46 | % |
The accompanying notes are an integral part of the financial statements.
52
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Mid Value Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Consumer Staples (continued) | ||||||||||
OTHER SECURITIES | $ | 40,438,376 | 4.96 | % | ||||||
59,471,576 | ||||||||||
Energy - 9.04% | ||||||||||
El Paso Corp. | 405,600 | 8,193,120 | 1.01 | % | ||||||
EQT Corp. | 248,400 | 13,045,968 | 1.60 | % | ||||||
Exterran Holdings, Inc. (I)(L) | 392,822 | 7,789,660 | 0.96 | % | ||||||
Marathon Oil Corp. | 172,800 | 9,103,104 | 1.12 | % | ||||||
Nexen, Inc. | 612,300 | 13,776,750 | 1.69 | % | ||||||
OTHER SECURITIES | 21,758,228 | 2.66 | % | |||||||
73,666,830 | ||||||||||
Financials - 22.61% | ||||||||||
CIT Group, Inc. (I) | 238,600 | 10,560,436 | 1.30 | % | ||||||
Discover Financial Services | 353,400 | 9,453,450 | 1.16 | % | ||||||
E*TRADE Financial Corp. (I) | 701,270 | 9,677,526 | 1.19 | % | ||||||
Fidelity National | ||||||||||
Financial, Inc., Class A | 516,400 | 8,128,136 | 1.00 | % | ||||||
First American Financial Corp. | 553,300 | 8,659,145 | 1.06 | % | ||||||
Greenhill & Company, Inc. (L) | 123,809 | 6,663,400 | 0.82 | % | ||||||
Janus Capital Group, Inc. (L) | 765,200 | 7,223,488 | 0.89 | % | ||||||
Marsh & | ||||||||||
McLennan Companies, Inc. | 412,200 | 12,856,518 | 1.58 | % | ||||||
Northern Trust Corp. | 317,500 | 14,592,300 | 1.79 | % | ||||||
Weyerhaeuser Company | 521,836 | 11,407,335 | 1.40 | % | ||||||
White Mountains | ||||||||||
Insurance Group, Ltd. | 19,700 | 8,277,152 | 1.02 | % | ||||||
OTHER SECURITIES | 76,756,155 | 9.40 | % | |||||||
184,255,041 | ||||||||||
Health Care - 6.06% | ||||||||||
Cephalon, Inc. (I)(L) | 174,700 | 13,958,530 | 1.71 | % | ||||||
Healthsouth Corp. (I)(L) | 408,770 | 10,730,213 | 1.32 | % | ||||||
OTHER SECURITIES | 24,725,970 | 3.03 | % | |||||||
49,414,713 | ||||||||||
Industrials - 9.02% | ||||||||||
Cintas Corp. (L) | 235,500 | 7,778,565 | 0.95 | % | ||||||
Manpower, Inc. | 140,700 | 7,548,555 | 0.93 | % | ||||||
Southwest Airlines Company | 1,188,700 | 13,574,954 | 1.67 | % | ||||||
Textron, Inc. (L) | 505,400 | 11,932,494 | 1.46 | % | ||||||
OTHER SECURITIES | 32,689,259 | 4.01 | % | |||||||
73,523,827 | ||||||||||
Information Technology - 6.95% | ||||||||||
Molex, Inc., Class A | 328,100 | 7,047,588 | 0.86 | % | ||||||
Motorola | ||||||||||
Mobility Holdings, Inc. (I)(L) | 321,375 | 7,083,105 | 0.87 | % | ||||||
TE Connectivity, Ltd. | 311,800 | 11,461,768 | 1.41 | % | ||||||
OTHER SECURITIES | 31,058,627 | 3.81 | % | |||||||
56,651,088 | ||||||||||
Materials - 6.60% | ||||||||||
Franco-Nevada Corp. | 180,900 | 6,752,450 | 0.83 | % | ||||||
International Flavors | ||||||||||
& Fragrances, Inc. | 110,900 | 7,124,216 | 0.87 | % | ||||||
Nalco Holding Company (L) | 356,500 | 9,914,265 | 1.22 | % | ||||||
Temple-Inland, Inc. | 491,700 | 14,623,156 | 1.79 | % | ||||||
United States Steel Corp. (L) | 139,500 | 6,422,580 | 0.79 | % | ||||||
OTHER SECURITIES | 8,922,371 | 1.10 | % | |||||||
53,759,038 | ||||||||||
Telecommunication Services - 1.31% | ||||||||||
Telephone & Data Systems, Inc. (L) | 79,500 | 2,470,860 | 0.30 | % | ||||||
Telephone & Data Systems, Inc. - | ||||||||||
Special Shares | 221,700 | 5,970,381 | 0.73 | % | ||||||
OTHER SECURITIES | $ | 2,188,354 | 0.28 | % | ||||||
10,629,595 | ||||||||||
Utilities - 9.02% | ||||||||||
Calpine Corp. (I)(L) | 468,400 | 7,555,292 | 0.93 | % | ||||||
Constellation Energy Group, Inc. | 206,300 | 7,831,148 | 0.96 | % | ||||||
FirstEnergy Corp. | 288,911 | 12,755,421 | 1.57 | % | ||||||
GenOn Energy, Inc. (I) | 2,729,686 | 10,536,588 | 1.29 | % | ||||||
NiSource, Inc. (L) | 460,600 | 9,327,150 | 1.14 | % | ||||||
PPL Corp. (L) | 339,400 | 9,445,502 | 1.16 | % | ||||||
OTHER SECURITIES | 16,010,567 | 1.97 | % | |||||||
73,461,668 | ||||||||||
TOTAL COMMON STOCKS (Cost $603,185,398) | $ | 756,775,375 | ||||||||
PREFERRED SECURITIES - 0.26% | ||||||||||
PPL Corp. 9.500% | 15,000 | 838,500 | 0.10 | % | ||||||
OTHER SECURITIES | 1,244,608 | 0.16 | % | |||||||
TOTAL PREFERRED SECURITIES (Cost $1,687,510) | $ | 2,083,108 | ||||||||
CONVERTIBLE BONDS - 1.15% | ||||||||||
Janus Capital Group, Inc. | ||||||||||
3.250%, | $ | 884,000 | $ | 956,930 | 0.12 | % | ||||
Textron, Inc., | ||||||||||
4.500%, | 1,517,000 | 2,834,894 | 0.35 | % | ||||||
OTHER SECURITIES | 5,614,351 | 0.68 | % | |||||||
TOTAL CONVERTIBLE BONDS (Cost $7,761,493) | $ | 9,406,175 | ||||||||
SECURITIES LENDING COLLATERAL - 20.57% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 16,746,515 | 167,597,452 | 20.57 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $167,590,211) | $ | 167,597,452 | ||||||||
SHORT-TERM INVESTMENTS - 5.57% | ||||||||||
Money Market Funds - 5.57% | ||||||||||
T. Rowe Price Prime Reserve | ||||||||||
Fund, 0.1301% (Y) | 44,106,287 | 44,106,287 | 5.41 | % | ||||||
OTHER SECURITIES | 1,290,823 | 0.16 | % | |||||||
45,397,110 | ||||||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $45,397,110) | $ | 45,397,110 | ||||||||
Total Investments (Mid Value Trust) | ||||||||||
(Cost $825,621,722) - 120.42% | $ | 981,259,220 | 120.42 | % | ||||||
Other Assets And Liabilities, Net - (20.42%) | (166,362,656 | ) | (20.42) | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 814,896,564 | 100.00 | % |
Mutual Shares Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 88.72% | ||||||||||
Consumer Discretionary - 8.15% | ||||||||||
British Sky | ||||||||||
Broadcasting Group PLC | 442,304 | $ | 6,007,215 | 0.91 | % | |||||
News Corp., Class A | 521,356 | 9,228,001 | 1.39 | % | ||||||
Time Warner Cable, Inc. | 99,946 | 7,799,786 | 1.18 | % | ||||||
Time Warner, Inc. | 211,619 | 7,696,583 | 1.16 | % |
The accompanying notes are an integral part of the financial statements.
53
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Mutual Shares Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Consumer Discretionary (continued) | ||||||||||
Viacom, Inc., Class B | 104,518 | $ | 5,330,418 | 0.80 | % | |||||
OTHER SECURITIES | 17,954,218 | 2.71 | % | |||||||
54,016,221 | ||||||||||
Consumer Staples - 21.18% | ||||||||||
Altria Group, Inc. | 397,966 | 10,510,282 | 1.59 | % | ||||||
British American Tobacco PLC | 380,990 | 16,700,071 | 2.52 | % | ||||||
CVS Caremark Corp. | 446,682 | 16,786,310 | 2.53 | % | ||||||
Dr. Pepper Snapple Group, Inc. | 139,423 | 5,846,006 | 0.88 | % | ||||||
Imperial Tobacco Group PLC (I) | 345,810 | 11,497,608 | 1.73 | % | ||||||
Kraft Foods, Inc., Class A | 403,036 | 14,198,958 | 2.14 | % | ||||||
Nestle SA | 182,807 | 11,361,319 | 1.71 | % | ||||||
Pernod-Ricard SA (L) | 92,681 | 9,135,778 | 1.38 | % | ||||||
The Kroger Company | 305,914 | 7,586,667 | 1.14 | % | ||||||
OTHER SECURITIES | 36,782,327 | 5.56 | % | |||||||
140,405,326 | ||||||||||
Energy - 6.75% | ||||||||||
Marathon Oil Corp. | 274,201 | 14,444,909 | 2.18 | % | ||||||
Royal Dutch Shell PLC | ||||||||||
(Euronext Amsterdam) (I) | 267,036 | 9,479,688 | 1.43 | % | ||||||
Transocean, Ltd. | 119,670 | 7,725,895 | 1.17 | % | ||||||
OTHER SECURITIES | 13,059,932 | 1.97 | % | |||||||
44,710,424 | ||||||||||
Financials - 15.13% | ||||||||||
ACE, Ltd. | 106,212 | 6,990,874 | 1.05 | % | ||||||
Alexander’s, Inc. | 13,593 | 5,396,421 | 0.81 | % | ||||||
American | ||||||||||
International Group, Inc. (I) | 209,020 | 6,128,466 | 0.92 | % | ||||||
Bank of America Corp. | 504,892 | 5,533,616 | 0.83 | % | ||||||
Morgan Stanley | 294,402 | 6,774,190 | 1.02 | % | ||||||
PNC Financial Services Group, Inc. | 119,044 | 7,096,213 | 1.07 | % | ||||||
Wells Fargo & Company | 293,610 | 8,238,697 | 1.24 | % | ||||||
Weyerhaeuser Company (L) | 335,635 | 7,336,981 | 1.11 | % | ||||||
White Mountains | ||||||||||
Insurance Group, Ltd. (L) | 20,381 | 8,563,282 | 1.29 | % | ||||||
OTHER SECURITIES | 38,258,394 | 5.79 | % | |||||||
100,317,134 | ||||||||||
Health Care - 13.02% | ||||||||||
Amgen, Inc. (I) | 125,191 | 7,304,895 | 1.10 | % | ||||||
Eli Lilly & Company | 283,618 | 10,644,184 | 1.61 | % | ||||||
Medtronic, Inc. | 188,995 | 7,281,977 | 1.10 | % | ||||||
Merck & Company, Inc. | 322,480 | 11,380,319 | 1.72 | % | ||||||
Pfizer, Inc. | 613,585 | 12,639,851 | 1.91 | % | ||||||
Tenet Healthcare Corp. (I)(L) | 850,914 | 5,309,703 | 0.80 | % | ||||||
UnitedHealth Group, Inc. | 227,563 | 11,737,700 | 1.77 | % | ||||||
OTHER SECURITIES | 20,001,651 | 3.01 | % | |||||||
86,300,280 | ||||||||||
Industrials - 4.54% | ||||||||||
A P Moller Maersk A/S, Series A | 852 | 7,351,306 | 1.11 | % | ||||||
Owens Corning, Inc. (I)(L) | 145,035 | 5,417,057 | 0.82 | % | ||||||
OTHER SECURITIES | 17,347,440 | 2.61 | % | |||||||
30,115,803 | ||||||||||
Information Technology - 8.31% | ||||||||||
Hewlett-Packard Company | 196,765 | 7,162,246 | 1.08 | % | ||||||
LSI Corp. (I) | 887,472 | 6,318,801 | 0.95 | % | ||||||
Microsoft Corp. | 482,186 | 12,536,836 | 1.89 | % | ||||||
Xerox Corp. | 1,076,394 | 11,205,260 | 1.69 | % | ||||||
OTHER SECURITIES | 17,835,333 | 2.70 | % | |||||||
55,058,476 | ||||||||||
Materials - 4.86% | ||||||||||
International Paper Company | 267,293 | 7,970,677 | 1.20 | % | ||||||
Materials (continued) | ||||||||||
Linde AG | 52,777 | $ | 9,253,203 | 1.40 | % | |||||
ThyssenKrupp AG | 165,004 | 8,559,628 | 1.29 | % | ||||||
OTHER SECURITIES | 6,420,846 | 0.97 | % | |||||||
32,204,354 | ||||||||||
Telecommunication Services - 2.76% | ||||||||||
Telefonica SA | 272,226 | 6,657,000 | 1.00 | % | ||||||
Vodafone Group PLC | 3,786,598 | 10,063,383 | 1.52 | % | ||||||
OTHER SECURITIES | 1,587,985 | 0.24 | % | |||||||
18,308,368 | ||||||||||
Utilities - 4.02% | ||||||||||
E.ON AG | 224,321 | 6,368,019 | 0.96 | % | ||||||
Exelon Corp. (L) | 125,695 | 5,384,774 | 0.81 | % | ||||||
OTHER SECURITIES | 14,910,901 | 2.25 | % | |||||||
26,663,694 | ||||||||||
TOTAL COMMON STOCKS (Cost $511,782,617) | $ | 588,100,080 | ||||||||
TERM LOANS (M) - 2.73% | ||||||||||
Consumer Discretionary - 0.68% | $ | 4,481,369 | 0.68 | % | ||||||
Financials - 1.17% | ||||||||||
Realogy Corp. | ||||||||||
3.268%, 10/10/2013 | $ | 545,632 | 506,414 | 0.08 | % | |||||
Realogy Corp. | ||||||||||
4.518%, 10/10/2016 | 5,849,214 | 5,200,928 | 0.78 | % | ||||||
Realogy Corp. | ||||||||||
4.644%, 10/10/2016 | 506,827 | 470,399 | 0.07 | % | ||||||
Realogy Corp. | ||||||||||
13.500%, 10/15/2017 | 219,000 | 229,776 | 0.03 | % | ||||||
OTHER SECURITIES | 1,369,729 | 0.21 | % | |||||||
7,777,246 | ||||||||||
Utilities - 0.88% | ||||||||||
Texas Competitive Electric Holdings | ||||||||||
Company LLC | ||||||||||
4.730%, 10/10/2017 | 7,466,240 | 5,834,045 | 0.88 | % | ||||||
OTHER SECURITIES | 9,662 | 0.00 | % | |||||||
5,843,707 | ||||||||||
TOTAL TERM LOANS (Cost $18,307,017) | $ | 18,102,322 | ||||||||
CORPORATE BONDS - 0.52% | ||||||||||
Consumer Discretionary - 0.19% | 1,242,540 | 0.19 | % | |||||||
Energy - 0.20% | 1,297,653 | 0.20 | % | |||||||
Financials - 0.05% | ||||||||||
Realogy Corp. | ||||||||||
7.875%, (S) | 351,000 | 347,490 | 0.05 | % | ||||||
Industrials - 0.00% | 0 | 0.00 | % | |||||||
Utilities - 0.08% | 540,375 | 0.08 | % | |||||||
TOTAL CORPORATE BONDS (Cost $4,407,588) | $ | 3,428,058 | ||||||||
Rights 0.03% | 219,300 | 0.03 | % | |||||||
TOTAL RIGHTS (Cost $202,011) | $ | 219,300 | ||||||||
SECURITIES LENDING COLLATERAL - 6.43% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 4,258,846 | 42,622,105 | 6.43 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $42,621,751) | $ | 42,622,105 |
The accompanying notes are an integral part of the financial statements.
54
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Mutual Shares Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
SHORT-TERM INVESTMENTS - 5.90% | ||||||||||
U.S. Government & Agency | ||||||||||
Obligations - 4.67% | ||||||||||
0.075%, 11/25/2011 * | $ | 3,000,000 | $ | 2,999,142 | 0.45 | % | ||||
0.100%, 09/22/2011 * | 5,000,000 | 4,999,710 | 0.75 | % | ||||||
0.100%, 10/27/2011 * | 5,000,000 | 4,999,395 | 0.75 | % | ||||||
0.125%, 08/25/2011 * | 5,000,000 | 4,999,885 | 0.75 | % | ||||||
0.148%, 08/04/2011 * | 3,000,000 | 2,999,967 | 0.45 | % | ||||||
0.175%, 07/07/2011 * | 5,000,000 | 4,999,990 | 0.75 | % | ||||||
OTHER SECURITIES | 5,000,000 | 0.77 | % | |||||||
30,998,089 | ||||||||||
Repurchase Agreement - 1.23% | ||||||||||
Repurchase Agreement with State | ||||||||||
Street Corp. dated 06/30/2011 at | ||||||||||
0.010% to be repurchased at | ||||||||||
$8,130,002 on 07/01/2011, | ||||||||||
collateralized by $8,085,000 | ||||||||||
Federal Home Loan Bank, | ||||||||||
2.000% due 09/14/2012 (valued at | ||||||||||
$8,292,733 including interest) | 8,130,000 | 8,130,000 | 1.23 | % | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $39,124,770) | $ | 39,128,089 | ||||||||
Total Investments (Mutual Shares Trust) | ||||||||||
(Cost $616,445,754) - 104.33% | $ | 691,599,954 | 104.33 | % | ||||||
Other Assets And Liabilities, Net - (4.33%) | (28,733,515 | ) | (4.33 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 662,866,439 | 100.00 | % |
Natural Resources Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 97.20% | ||||||||||
Energy - 55.56% | ||||||||||
BG Group PLC | 496,610 | $ | 11,270,837 | 4.06 | % | |||||
BP PLC, ADR | 208,173 | 9,219,982 | 3.32 | % | ||||||
Bumi Resources Tbk PT | 11,158,000 | 3,850,775 | 1.39 | % | ||||||
Canadian Natural Resources, Ltd. | 180,539 | 7,568,243 | 2.73 | % | ||||||
Chesapeake Energy Corp. | 286,836 | 8,516,161 | 3.07 | % | ||||||
CONSOL Energy, Inc. | 149,362 | 7,241,070 | 2.61 | % | ||||||
Encana Corp. | 131,008 | 4,045,226 | 1.46 | % | ||||||
EOG Resources, Inc. | 104,748 | 10,951,403 | 3.95 | % | ||||||
Exxon Mobil Corp. | 15,572 | 1,267,249 | 0.46 | % | ||||||
Gazprom OAO, ADR | 1,051 | 15,292 | 0.01 | % | ||||||
Gazprom OAO, ADR | ||||||||||
(London Exchange) | 313,168 | 4,586,833 | 1.65 | % | ||||||
Imperial Oil, Ltd. | 171,400 | 7,985,526 | 2.88 | % | ||||||
Noble Corp. | 145,300 | 5,726,273 | 2.06 | % | ||||||
Oil Search, Ltd. | 578,104 | 4,133,118 | 1.49 | % | ||||||
Petroleo Brasileiro SA, ADR | 297,204 | 10,063,327 | 3.63 | % | ||||||
Pioneer Natural Resources Company | 59,300 | 5,311,501 | 1.91 | % | ||||||
Reliance Industries, Ltd. | 166,067 | 3,335,173 | 1.20 | % | ||||||
Reliance Industries, Ltd., GDR | 19,504 | 784,841 | 0.28 | % | ||||||
Reliance Industries, Ltd., GDR | ||||||||||
(London Exchange) (S) | 69,668 | 2,805,506 | 1.01 | % | ||||||
Sasol, Ltd. | 79,000 | 4,178,310 | 1.51 | % | ||||||
Southwestern | ||||||||||
Energy Company (I)(L) | 166,500 | 7,139,520 | 2.57 | % | ||||||
Statoil ASA, ADR (L) | 306,600 | 7,802,970 | 2.81 | % | ||||||
Suncor Energy, Inc. | 220,456 | 8,640,403 | 3.11 | % | ||||||
Tesoro Corp. (I) | 179,800 | 4,119,218 | 1.48 | % | ||||||
Tidewater, Inc. (L) | 65,200 | 3,508,412 | 1.26 | % | ||||||
Natural Resources Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Energy (continued) | ||||||||||
Transocean, Ltd. | 68,600 | $ | 4,428,816 | 1.60 | % | |||||
Ultra Petroleum Corp. (I) | 124,400 | 5,697,520 | 2.05 | % | ||||||
154,193,505 | ||||||||||
Industrials - 1.72% | ||||||||||
Beijing Enterprises Holdings, Ltd. | 913,253 | 4,777,484 | 1.72 | % | ||||||
Materials - 39.20% | ||||||||||
Alumina, Ltd. | 2,630,959 | 6,023,461 | 2.17 | % | ||||||
Anglo American PLC | 157,033 | 7,782,197 | 2.80 | % | ||||||
Anglo Platinum, Ltd. | 71,211 | 6,623,037 | 2.39 | % | ||||||
AngloGold Ashanti, Ltd., ADR (L) | 63,465 | 2,671,242 | 0.96 | % | ||||||
Compania de Minas | ||||||||||
Buenaventura SA, ADR (L) | 118,500 | 4,500,630 | 1.62 | % | ||||||
CRH PLC (London Exchange) | 180,124 | 4,005,682 | 1.44 | % | ||||||
First Quantum Minerals, Ltd. | 62,600 | 9,127,287 | 3.29 | % | ||||||
Fortescue Metals Group, Ltd. | 565,561 | 3,879,266 | 1.40 | % | ||||||
Glencore International PLC (I) | 844,228 | 6,652,778 | 2.40 | % | ||||||
Gold Fields, Ltd. | 152,488 | 2,231,242 | 0.80 | % | ||||||
Kazakhmys PLC | 227,796 | 5,052,232 | 1.82 | % | ||||||
Kinross Gold Corp. | 473,000 | 7,473,400 | 2.69 | % | ||||||
Lundin Mining Corp. (I) | 316,700 | 2,429,965 | 0.88 | % | ||||||
Mongolian Mining Corp. (I) | 3,631,500 | 4,482,218 | 1.62 | % | ||||||
Sino-Forest Corp. (I)(L) | 274,200 | 909,783 | 0.33 | % | ||||||
Sumitomo Chemical Company, Ltd. | 836,000 | 4,175,445 | 1.50 | % | ||||||
Sumitomo Metal Industries, Ltd. | 2,033,000 | 4,572,561 | 1.65 | % | ||||||
Teck Resources, Ltd., Class B | 142,576 | 7,234,306 | 2.61 | % | ||||||
The Mosaic Company | 41,000 | 2,776,930 | 1.00 | % | ||||||
Vale SA, ADR (L) | 235,505 | 6,820,225 | 2.46 | % | ||||||
Vedanta Resources PLC | 277,929 | 9,349,121 | 3.37 | % | ||||||
108,773,008 | ||||||||||
Utilities - 0.72% | ||||||||||
ENN Energy Holdings, Ltd. | 584,422 | 1,990,284 | 0.72 | % | ||||||
TOTAL COMMON STOCKS (Cost $250,393,530) | $ | 269,734,281 | ||||||||
WARRANTS - 1.13% | ||||||||||
NMDC, Ltd. (Expiration date: | ||||||||||
03-25-15, Strike Price: | ||||||||||
INR 0.00001) (I) | 551,053 | 3,145,435 | 1.13 | % | ||||||
TOTAL WARRANTS (Cost $3,646,865) | $ | 3,145,435 | ||||||||
SECURITIES LENDING COLLATERAL - 9.37% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 2,598,893 | 26,009,465 | 9.37 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $26,008,953) | $ | 26,009,465 |
The accompanying notes are an integral part of the financial statements.
55
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Natural Resources Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
SHORT-TERM INVESTMENTS - 1.62% | ||||||||||
Repurchase Agreement - 1.62% | ||||||||||
Bank of New York Tri-Party | ||||||||||
Repurchase Agreement dated | ||||||||||
06/30/2011 at 0.050% to be | ||||||||||
repurchased at $4,500,006 on | ||||||||||
07/01/2011, collateralized by | ||||||||||
$4,574,287 Government National | ||||||||||
Mortgage Association, 4.500% | ||||||||||
due 06/20/2041 (valued at | ||||||||||
$4,590,001, including interest) | $ | 4,500,000 | $ | 4,500,000 | 1.62 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $4,500,000) | $ | 4,500,000 | ||||||||
Total Investments (Natural Resources Trust) | ||||||||||
(Cost $284,549,348) - 109.32% | $ | 303,389,181 | 109.32 | % | ||||||
Other Assets And Liabilities, Net - (9.32%) | (25,868,385 | ) | (9.32) | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 277,520,796 | 100.00 | % |
Real Estate Securities Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 99.33% | ||||||||||
Financials - 96.63% | ||||||||||
Diversified Financial Services | ||||||||||
BGP Holdings PLC (I) | 194,291 | $ | 0 | 0.00 | % | |||||
Real Estate Investment Trusts | ||||||||||
Residential REIT’s | ||||||||||
AvalonBay Communities, Inc. (L) | 169,484 | 21,761,746 | 5.10 | % | ||||||
BRE Properties, Inc. | 275,400 | 13,736,952 | 3.22 | % | ||||||
Camden Property Trust (L) | 203,100 | 12,921,222 | 3.03 | % | ||||||
Education Realty Trust, Inc. (L) | 494,900 | 4,241,293 | 0.99 | % | ||||||
Equity Residential | 99,434 | 5,966,040 | 1.40 | % | ||||||
Post Properties, Inc. | 261,200 | 10,646,512 | 2.50 | % | ||||||
Equity Lifestyle Properties, Inc. | 121,450 | 7,583,338 | 1.78 | % | ||||||
76,857,103 | ||||||||||
Office REIT’s | ||||||||||
Duke Realty Corp. | 393,150 | 5,508,032 | 1.29 | % | ||||||
Alexandria Real Estate Equities, Inc. | 129,500 | 10,025,890 | 2.35 | % | ||||||
Boston Properties, Inc. | 322,000 | 34,183,520 | 8.01 | % | ||||||
Brandywine Realty Trust | 686,750 | 7,959,433 | 1.87 | % | ||||||
Douglas Emmett, Inc. (L) | 331,550 | 6,594,530 | 1.55 | % | ||||||
Mack-Cali Realty Corp. | 171,450 | 5,647,563 | 1.32 | % | ||||||
SL Green Realty Corp. (L) | 167,800 | 13,905,586 | 3.26 | % | ||||||
83,824,554 | ||||||||||
Specialized REIT’s | ||||||||||
Chesapeake Lodging Trust | 164,250 | 2,802,105 | 0.66 | % | ||||||
Pebblebrook Hotel Trust | 304,100 | 6,139,779 | 1.44 | % | ||||||
Sabra Healthcare REIT, Inc. | 41,150 | 687,617 | 0.16 | % | ||||||
Entertainment Properties Trust (L) | 100,244 | 4,681,395 | 1.10 | % | ||||||
HCP, Inc. (L) | 485,050 | 17,796,485 | 4.17 | % | ||||||
Health Care REIT, Inc. (L) | 57,800 | 3,030,454 | 0.71 | % | ||||||
LTC Properties, Inc. | 149,550 | 4,160,481 | 0.98 | % | ||||||
Senior Housing Properties Trust | 333,055 | 7,796,818 | 1.83 | % | ||||||
Host Hotels & Resorts, Inc. (L) | 826,777 | 14,013,870 | 3.28 | % | ||||||
Strategic Hotels & Resorts, Inc. (I) | 904,000 | 6,400,320 | 1.50 | % | ||||||
Sunstone Hotel Investors, Inc. (I) | 218,700 | 2,027,349 | 0.47 | % | ||||||
Extra Space Storage, Inc. (L) | 419,250 | 8,942,603 | 2.10 | % | ||||||
Public Storage | 127,440 | $ | 14,529,434 | 3.41 | % | |||||
93,008,710 | ||||||||||
Retail REIT’s | ||||||||||
General Growth Properties, Inc. | 520,913 | 8,694,038 | 2.04 | % | ||||||
Simon Property Group, Inc. (L) | 380,114 | 44,180,646 | 10.36 | % | ||||||
Taubman Centers, Inc. (L) | 233,500 | 13,823,200 | 3.24 | % | ||||||
Developers Diversified Realty Corp. | 944,400 | 13,316,040 | 3.12 | % | ||||||
Federal Realty Investment Trust (L) | 159,350 | 13,573,433 | 3.18 | % | ||||||
Ramco- | ||||||||||
Gershenson Properties Trust (L) | 227,850 | 2,820,783 | 0.66 | % | ||||||
Tanger Factory | ||||||||||
Outlet Centers, Inc. (L) | 407,500 | 10,908,775 | 2.56 | % | ||||||
107,316,915 | ||||||||||
Diversified REIT’s | ||||||||||
American Assets Trust, Inc. | 151,050 | 3,391,072 | 0.80 | % | ||||||
Colonial Properties Trust (L) | 311,700 | 6,358,680 | 1.49 | % | ||||||
PS Business Parks, Inc. (L) | 47,950 | 2,642,045 | 0.62 | % | ||||||
12,391,797 | ||||||||||
Real Estate Operating Companies | ||||||||||
Hudson Pacific Properties, Inc. | 97,300 | 1,511,069 | 0.35 | % | ||||||
Industrial REIT’s | ||||||||||
Prologis, Inc. | 813,399 | 29,152,220 | 6.83 | % | ||||||
DuPont Fabros Technology, Inc. (L) | 162,400 | 4,092,480 | 0.96 | % | ||||||
33,244,700 | ||||||||||
408,154,848 | ||||||||||
Real Estate Management & Development | ||||||||||
Brookfield Properties Corp. | 208,400 | 4,017,952 | 0.94 | % | ||||||
412,172,800 | ||||||||||
Health Care - 2.70% | ||||||||||
Brookdale Senior Living, Inc. (I)(L) | 473,850 | 11,490,863 | 2.70 | % | ||||||
TOTAL COMMON STOCKS (Cost $339,572,597) | $ | 423,663,663 | ||||||||
SECURITIES LENDING COLLATERAL - 17.08% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 7,281,109 | 72,868,613 | 17.08 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $72,868,249) | $ | 72,868,613 | ||||||||
SHORT-TERM INVESTMENTS - 0.42% | ||||||||||
Repurchase Agreement - 0.42% | ||||||||||
Repurchase Agreement with State | ||||||||||
Street Corp. dated 06/30/2011 at | ||||||||||
0.010% to be repurchased at | ||||||||||
$1,799,001 on 07/01/2011, | ||||||||||
collateralized by $1,735,000 | ||||||||||
Federal Home Loan Mortgage | ||||||||||
Bank, 3.500% due 03/08/2013 | ||||||||||
(valued at $1,836,931, | ||||||||||
including interest) $1,799,000 | $ | 1,799,000 | 0.42 | % | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $1,799,000) | $ | 1,799,000 | ||||||||
Total Investments (Real Estate Securities Trust) | ||||||||||
(Cost $414,239,846) - 116.83% | $ | 498,331,276 | 116.83 | % | ||||||
Other Assets And Liabilities, Net - (16.83%) | (71,782,309 | ) | (16.83 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 426,548,967 | 100.00 | % | ||||||
|
|
The accompanying notes are an integral part of the financial statements.
56
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Science & Technology Trust | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 96.39% | ||||||||||
Consumer Discretionary - 7.05% | ||||||||||
Amazon.com, Inc. (I) | 37,325 | $ | 7,632,589 | 1.73 | % | |||||
Netflix, Inc. (I) | 44,350 | 11,650,302 | 2.64 | % | ||||||
OTHER SECURITIES | 11,783,765 | 2.68 | % | |||||||
31,066,656 | ||||||||||
Health Care - 1.75% | 7,731,794 | 1.75 | % | |||||||
Industrials - 1.10% | 4,849,481 | 1.10 | % | |||||||
Information Technology - 85.47% | ||||||||||
Acme Packet, Inc. (I) | 45,705 | 3,205,292 | 0.73 | % | ||||||
Adobe Systems, Inc. (I) | 146,300 | 4,601,135 | 1.04 | % | ||||||
ADTRAN, Inc. | 161,195 | 6,239,858 | 1.42 | % | ||||||
Akamai Technologies, Inc. (I) | 103,700 | 3,263,439 | 0.74 | % | ||||||
Analog Devices, Inc. | 108,725 | 4,255,497 | 0.97 | % | ||||||
Apple, Inc. (I) | 81,200 | 27,256,402 | 6.19 | % | ||||||
Atmel Corp. (I) | 371,500 | 5,227,005 | 1.19 | % | ||||||
Autodesk, Inc. (I) | 90,377 | 3,488,552 | 0.79 | % | ||||||
Avago Technologies, Ltd. | 83,020 | 3,154,760 | 0.72 | % | ||||||
Baidu, Inc., ADR (I) | 46,885 | 6,569,995 | 1.49 | % | ||||||
Blackboard, Inc. (I) | 135,500 | 5,879,345 | 1.33 | % | ||||||
Broadcom Corp., Class A (I) | 177,100 | 5,957,644 | 1.35 | % | ||||||
CA, Inc. | 190,000 | 4,339,600 | 0.98 | % | ||||||
Cisco Systems, Inc. | 245,990 | 3,839,904 | 0.87 | % | ||||||
Citrix Systems, Inc. (I) | 70,250 | 5,620,000 | 1.28 | % | ||||||
Cypress Semiconductor Corp. (I) | 161,200 | 3,407,768 | 0.77 | % | ||||||
Dell, Inc. (I) | 350,900 | 5,849,503 | 1.33 | % | ||||||
EMC Corp. (I) | 272,505 | 7,507,513 | 1.70 | % | ||||||
Equinix, Inc. (I) | 32,100 | 3,242,742 | 0.74 | % | ||||||
First Solar, Inc. (I) | 30,300 | 4,007,781 | 0.91 | % | ||||||
Google, Inc., Class A (I) | 40,560 | 20,538,773 | 4.66 | % | ||||||
Hewlett-Packard Company | 129,190 | 4,702,516 | 1.07 | % | ||||||
Hitachi, Ltd. | 1,284,000 | 7,590,077 | 1.72 | % | ||||||
Informatica Corp. (I) | 62,375 | 3,644,571 | 0.83 | % | ||||||
Intel Corp. | 331,645 | 7,349,253 | 1.67 | % | ||||||
International | ||||||||||
Business Machines Corp. | 27,885 | 4,783,672 | 1.09 | % | ||||||
Intuit, Inc. (I) | 153,995 | 7,986,181 | 1.81 | % | ||||||
Lam Research Corp. (I) | 118,000 | 5,225,040 | 1.19 | % | ||||||
Marvell Technology Group, Ltd. (I) | 476,700 | 7,038,476 | 1.60 | % | ||||||
Micron Technology, Inc. (I) | 554,800 | 4,149,904 | 0.94 | % | ||||||
Microsoft Corp. | 976,365 | 25,385,490 | 5.76 | % | ||||||
NetApp, Inc. (I) | 148,370 | 7,830,969 | 1.78 | % | ||||||
Netease.com, Inc., ADR (I) | 71,255 | 3,212,888 | 0.73 | % | ||||||
Nintendo Company, Ltd. | 55,400 | 10,432,973 | 2.37 | % | ||||||
ON Semiconductor Corp. (I) | 831,910 | 8,710,098 | 1.98 | % | ||||||
Oracle Corp. | 323,005 | 10,630,095 | 2.41 | % | ||||||
Qualcomm, Inc. | 121,265 | 6,886,639 | 1.56 | % | ||||||
Riverbed Technology, Inc. (I) | 129,475 | 5,125,915 | 1.16 | % | ||||||
Rovi Corp. (I) | 58,014 | 3,327,683 | 0.76 | % | ||||||
Salesforce.com, Inc. (I) | 64,205 | 9,565,261 | 2.17 | % | ||||||
SanDisk Corp. (I) | 91,600 | 3,801,400 | 0.86 | % | ||||||
Synaptics, Inc. (I) | 123,700 | 3,184,038 | 0.72 | % | ||||||
Telefonaktiebolaget LM Ericsson | 184,800 | 2,657,424 | 0.60 | % | ||||||
Telefonaktiebolaget LM Ericsson, | ||||||||||
B Shares | 168,465 | 2,422,955 | 0.55 | % | ||||||
Texas Instruments, Inc. | 133,135 | 4,370,822 | 0.99 | % | ||||||
TIBCO Software, Inc. (I) | 319,085 | 9,259,847 | 2.10 | % | ||||||
TPK Holding Company, Ltd. (I) | 117,000 | 3,589,510 | 0.81 | % | ||||||
OTHER SECURITIES | 66,267,027 | 15.04 | % | |||||||
376,583,232 | ||||||||||
Materials - 0.74% | 3,261,160 | 0.74 | % | |||||||
Telecommunication Services - 0.28% | 1,216,525 | 0.28 | % | |||||||
TOTAL COMMON STOCKS (Cost $374,586,942) | $ | 424,708,848 | ||||||||
PREFERRED SECURITIES - 0.59% | ||||||||||
Information Technology - 0.59% | 2,585,787 | 0.59 | % | |||||||
TOTAL PREFERRED SECURITIES (Cost $1,963,238) | $ | 2,585,787 | ||||||||
SECURITIES LENDING COLLATERAL - 4.76% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 2,095,818 | 20,974,735 | 4.76 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $20,974,253) | $ | 20,974,735 | ||||||||
SHORT-TERM INVESTMENTS - 4.14% | ||||||||||
Money Market Funds - 1.27% | ||||||||||
T.Rowe Price Prime Reserve | ||||||||||
Fund, 0.1301% (Y) | $ | 5,167,429 | $ | 5,167,429 | 1.17 | % | ||||
OTHER SECURITIES | 450,851 | 0.10 | % | |||||||
5,618,280 | ||||||||||
Repurchase Agreement - 2.87% | ||||||||||
Repurchase Agreement with State | ||||||||||
Street Corp. dated 06/30/2011 at | ||||||||||
0.010% to be repurchased at | ||||||||||
$12,633,004 on 07/01/2011, | ||||||||||
collateralized by $12,890,000 | ||||||||||
Federal Home Loan Bank, | ||||||||||
0.330% due 07/16/2012 (valued at | ||||||||||
$12,890,000, including interest) | 12,633,000 | 12,633,000 | 2.87 | % | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $18,251,280) | $ | 18,251,280 | ||||||||
Total Investments (Science & Technology Trust) | ||||||||||
(Cost $415,775,713) - 105.88% | $ | 466,520,650 | 105.88 | % | ||||||
Other Assets And Liabilities, Net - (5.88%) | (25,926,801 | ) | (5.88 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 440,593,849 | 100.00 | % |
Small Cap Growth Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 97.89% | ||||||||||
Consumer Discretionary - 17.53% | ||||||||||
Brunswick Corp. (L) | 232,328 | $ | 4,739,491 | 1.02 | % | |||||
Cinemark Holdings, Inc. | 223,640 | 4,631,584 | 1.00 | % | ||||||
Express, Inc. | 305,810 | 6,666,658 | 1.43 | % | ||||||
Hanesbrands, Inc. (I) | 230,772 | 6,588,541 | 1.42 | % | ||||||
Lumber | ||||||||||
Liquidators Holdings, Inc. (I)(L) | 179,742 | 4,565,447 | 0.98 | % | ||||||
Shutterfly, Inc. (I) | 89,676 | 5,149,196 | 1.11 | % | ||||||
Steven Madden, Ltd. (I) | 117,960 | 4,424,680 | 0.95 | % | ||||||
Tempur-Pedic International, Inc. (I) | 66,558 | 4,513,964 | 0.97 | % | ||||||
Thor Industries, Inc. (L) | 158,498 | 4,571,082 | 0.98 | % | ||||||
Ulta Salon Cosmetics | ||||||||||
& Fragrance, Inc. (I) | 86,050 | 5,557,109 | 1.19 | % | ||||||
Weight Watchers International, Inc. | 94,600 | 7,139,462 | 1.53 | % | ||||||
OTHER SECURITIES | 23,071,757 | 4.95 | % | |||||||
81,618,971 | ||||||||||
Consumer Staples - 3.58% | ||||||||||
Green Mountain | ||||||||||
Coffee Roasters, Inc. (I)(L) | 139,630 | 12,463,374 | 2.68 | % | ||||||
OTHER SECURITIES | 4,179,607 | 0.90 | % | |||||||
16,642,981 |
The accompanying notes are an integral part of the financial statements.
57
John Hancock Variable Insurance Trust (Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Small Cap Growth Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Energy - 5.86% | ||||||||||
Gulfmark Offshore, Inc., Class A (I) | 126,554 | $ | 5,592,421 | 1.20 | % | |||||
James River Coal Company (I)(L) | 218,312 | 4,545,256 | 0.98 | % | ||||||
Rosetta Resources, Inc. (I) | 108,570 | 5,595,698 | 1.20 | % | ||||||
Tidewater, Inc. (L) | 93,900 | 5,052,759 | 1.09 | % | ||||||
OTHER SECURITIES | 6,490,646 | 1.39 | % | |||||||
27,276,780 | ||||||||||
Financials - 2.53% | 11,770,412 | 2.53 | % | |||||||
Health Care - 18.28% | ||||||||||
Catalyst Health Solutions, Inc. (I) | 97,090 | 5,419,564 | 1.16 | % | ||||||
Gen-Probe, Inc. (I) | 83,040 | 5,742,216 | 1.23 | % | ||||||
NuVasive, Inc. (I)(L) | 143,710 | 4,725,185 | 1.02 | % | ||||||
Pharmaceutical | ||||||||||
Product Development, Inc. | 195,110 | 5,236,752 | 1.13 | % | ||||||
SXC Health Solutions Corp. (I) | 100,140 | 5,900,249 | 1.27 | % | ||||||
Volcano Corp. (I) | 144,240 | 4,657,510 | 1.00 | % | ||||||
WellCare Health Plans, Inc. (I) | 88,170 | 4,532,820 | 0.97 | % | ||||||
Zoll Medical Corp. (I)(L) | 79,720 | 4,516,935 | 0.97 | % | ||||||
OTHER SECURITIES | 44,378,438 | 9.53 | % | |||||||
85,109,669 | ||||||||||
Industrials - 20.16% | ||||||||||
Con-way, Inc. | 112,397 | 4,362,128 | 0.94 | % | ||||||
Copa Holdings SA, Class A | 103,250 | 6,890,905 | 1.48 | % | ||||||
Corrections Corp. of America (I) | 255,295 | 5,527,137 | 1.19 | % | ||||||
DigitalGlobe, Inc. (I) | 212,980 | 5,411,822 | 1.16 | % | ||||||
J.B. Hunt Transport Services, Inc. | 112,990 | 5,320,699 | 1.14 | % | ||||||
Meritor, Inc. (I) | 278,410 | 4,465,696 | 0.96 | % | ||||||
Old Dominion Freight Line, Inc. (I) | 156,170 | 5,825,141 | 1.25 | % | ||||||
The Advisory Board Company (I) | 133,510 | 7,727,559 | 1.66 | % | ||||||
The Geo Group, Inc. (I) | 216,900 | 4,995,207 | 1.07 | % | ||||||
United Rentals, Inc. (I)(L) | 304,990 | 7,746,746 | 1.66 | % | ||||||
OTHER SECURITIES | 35,578,431 | 7.65 | % | |||||||
93,851,471 | ||||||||||
Information Technology - 27.52% | ||||||||||
Acme Packet, Inc. (I) | 73,100 | 5,126,503 | 1.10 | % | ||||||
Ancestry.com, Inc. (I)(L) | 121,016 | 5,008,852 | 1.08 | % | ||||||
Aruba Networks, Inc. (I)(L) | 190,625 | 5,632,969 | 1.21 | % | ||||||
BroadSoft, Inc. (I)(L) | 126,850 | 4,836,791 | 1.04 | % | ||||||
Cadence Design Systems, Inc. (I) | 738,460 | 7,798,138 | 1.68 | % | ||||||
Cavium, Inc. (I)(L) | 101,690 | 4,432,667 | 0.95 | % | ||||||
Concur Technologies, Inc. (I) | 93,760 | 4,694,563 | 1.01 | % | ||||||
Forrester Research, Inc. | 137,630 | 4,536,285 | 0.97 | % | ||||||
Jabil Circuit, Inc. (L) | 384,990 | 7,776,798 | 1.67 | % | ||||||
Netlogic Microsystems, Inc. (I) | 119,510 | 4,830,594 | 1.04 | % | ||||||
Polycom, Inc. (I) | 72,420 | 4,656,606 | 1.00 | % | ||||||
Sapient Corp. (I) | 421,920 | 6,341,456 | 1.36 | % | ||||||
Skyworks Solutions, Inc. (I) | 251,200 | 5,772,576 | 1.24 | % | ||||||
Velti PLC (I)(L) | 292,086 | 4,939,174 | 1.06 | % | ||||||
OTHER SECURITIES | 51,730,833 | 11.11 | % | |||||||
128,114,805 | ||||||||||
Materials - 1.84% | ||||||||||
Methanex Corp. | 166,830 | 5,235,125 | 1.12 | % | ||||||
OTHER SECURITIES | 3,312,732 | 0.72 | % | |||||||
8,547,857 | ||||||||||
Telecommunication Services - 0.59% | 2,736,053 | 0.59 | % | |||||||
TOTAL COMMON STOCKS (Cost $395,568,624) | $ | 455,668,999 | ||||||||
SECURITIES LENDING COLLATERAL - 18.55% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 8,627,970 | $ | 86,347,865 | 18.55 | % | |||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $86,345,060) | $ | 86,347,865 | ||||||||
SHORT-TERM INVESTMENTS - 2.77% | ||||||||||
Repurchase Agreement - 2.77% | ||||||||||
Deutsche Bank Tri-Party Repurchase | ||||||||||
Agreement dated 06/30/2011 at | ||||||||||
0.050% to be repurchased at | ||||||||||
$12,900,018 on 07/01/2011, | ||||||||||
collateralized by $13,112,954 | ||||||||||
Government National Mortgage | ||||||||||
Association, 4.500% due | ||||||||||
06/20/2041 (valued at | ||||||||||
$13,158,001, including interest), | $ | 12,900,000 | $ | 12,900,000 | 2.77 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $12,900,000) | $ | 12,900,000 | ||||||||
Total Investments (Small Cap Growth Trust) | ||||||||||
(Cost $494,813,684) - 119.21% | $ | 554,916,864 | 119.21 | % | ||||||
Other Assets And Liabilities, Net - (19.21%) | (89,429,565 | ) | (19.21 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 465,487,299 | 100.00 | % | ||||||
Small Cap Opportunities Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
|
|
|
|
|
| |||||
COMMON STOCKS - 98.76% | ||||||||||
Consumer Discretionary - 16.15% | ||||||||||
Dana Holding Corp. (I) | 53,326 | $ | 975,866 | 0.54 | % | |||||
Dillard’s, Inc., Class A (L) | 32,281 | 1,683,131 | 0.93 | % | ||||||
DineEquity, Inc. (I) | 18,874 | 986,544 | 0.55 | % | ||||||
Genesco, Inc. (I) | 26,508 | 1,381,067 | 0.77 | % | ||||||
GNC Holdings, Inc., Class A (I)(L) | 55,480 | 1,210,019 | 0.67 | % | ||||||
Modine Manufacturing Company (I) | 64,682 | 994,162 | 0.55 | % | ||||||
Penske Automotive Group, Inc. (L) | 51,803 | 1,178,000 | 0.65 | % | ||||||
PVH Corp. | 17,900 | 1,171,913 | 0.65 | % | ||||||
The Finish Line, Inc., Class A | 49,482 | 1,058,915 | 0.59 | % | ||||||
The Interpublic Group | ||||||||||
of Companies, Inc. | 89,757 | 1,121,963 | 0.62 | % | ||||||
TRW Automotive Holdings Corp. (I) | 17,403 | 1,027,299 | 0.57 | % | ||||||
OTHER SECURITIES | 16,308,354 | 9.06 | % | |||||||
29,097,233 | ||||||||||
Consumer Staples - 4.30% | ||||||||||
Corn Products International, Inc. | 19,192 | 1,060,934 | 0.59 | % | ||||||
Darling International, Inc. (I) | 60,602 | 1,072,655 | 0.60 | % | ||||||
OTHER SECURITIES | 5,618,899 | 3.11 | % | |||||||
7,752,488 | ||||||||||
Energy - 9.72% | ||||||||||
Dresser-Rand Group, Inc. (I) | 16,956 | 911,385 | 0.51 | % | ||||||
Frontier Oil Corp. | 33,946 | 1,096,795 | 0.61 | % | ||||||
Patterson-UTI Energy, Inc. | 49,891 | 1,577,055 | 0.88 | % | ||||||
OTHER SECURITIES | 13,913,605 | 7.72 | % | |||||||
17,498,840 | ||||||||||
Financials - 17.88% | ||||||||||
Wintrust Financial Corp. (L) | 29,113 | 936,856 | 0.52 | % | ||||||
Zions Bancorporation (L) | 48,361 | 1,161,148 | 0.64 | % |
The accompanying notes are an integral part of the financial statements.
58
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Small Cap Opportunities Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Financials (continued) | ||||||||||
OTHER SECURITIES | $ | 30,105,986 | 16.72 | % | ||||||
32,203,990 | ||||||||||
Health Care - 10.91% | ||||||||||
Amsurg Corp. (I) | 41,422 | 1,082,357 | 0.60 | % | ||||||
Endo | ||||||||||
Pharmaceuticals Holdings, Inc. (I) | 24,337 | 977,617 | 0.54 | % | ||||||
Greatbatch, Inc. (I) | 37,857 | 1,015,325 | 0.56 | % | ||||||
Hanger Orthopedic Group, Inc. (I) | 42,258 | 1,034,053 | 0.57 | % | ||||||
Healthspring, Inc. (I) | 32,405 | 1,494,195 | 0.83 | % | ||||||
Questcor Pharmaceuticals, Inc. (I) | 43,441 | 1,046,928 | 0.58 | % | ||||||
Teleflex, Inc. | 15,722 | 959,985 | 0.53 | % | ||||||
The Cooper Companies, Inc. (L) | 21,475 | 1,701,679 | 0.94 | % | ||||||
Universal Health | ||||||||||
Services, Inc., Class B | 21,404 | 1,102,948 | 0.61 | % | ||||||
Viropharma, Inc. (I) | 63,232 | 1,169,792 | 0.65 | % | ||||||
OTHER SECURITIES | 8,070,792 | 4.50 | % | |||||||
19,655,671 | ||||||||||
Industrials - 16.23% | ||||||||||
AAR Corp. (L) | 40,852 | 1,106,681 | 0.61 | % | ||||||
Beacon Roofing Supply, Inc. (I)(L) | 43,543 | 993,651 | 0.55 | % | ||||||
Gardner Denver, Inc. | 14,345 | 1,205,697 | 0.67 | % | ||||||
GrafTech International, Ltd. (I) | 48,365 | 980,359 | 0.54 | % | ||||||
IDEX Corp. | 20,182 | 925,345 | 0.51 | % | ||||||
Old Dominion Freight Line, Inc. (I) | 27,918 | 1,041,341 | 0.58 | % | ||||||
Titan International, Inc. (L) | 49,844 | 1,209,215 | 0.67 | % | ||||||
Trinity Industries, Inc. | 39,362 | 1,372,947 | 0.76 | % | ||||||
OTHER SECURITIES | 20,405,913 | 11.34 | % | |||||||
29,241,149 | ||||||||||
Information Technology - 14.43% | ||||||||||
Ariba, Inc. (I) | 27,812 | 958,680 | 0.53 | % | ||||||
Ingram Micro, Inc., Class A (I) | 52,226 | 947,380 | 0.53 | % | ||||||
Lattice Semiconductor Corp. (I) | 159,206 | 1,038,023 | 0.58 | % | ||||||
Open Text Corp. (I)(L) | 15,027 | 962,029 | 0.53 | % | ||||||
OSI Systems, Inc. (I) | 28,506 | 1,225,758 | 0.68 | % | ||||||
Semtech Corp. (I) | 37,184 | 1,016,611 | 0.56 | % | ||||||
TIBCO Software, Inc. (I) | 37,926 | 1,100,613 | 0.61 | % | ||||||
ValueClick, Inc. (I) | 59,513 | 987,916 | 0.55 | % | ||||||
Wright Express Corp. (I) | 19,411 | 1,010,731 | 0.56 | % | ||||||
OTHER SECURITIES | 16,750,536 | 9.30 | % | |||||||
25,998,277 | ||||||||||
Materials - 7.73% | ||||||||||
Innophos Holdings, Inc. | 24,357 | 1,188,622 | 0.66 | % | ||||||
Kraton | ||||||||||
Performance Polymers, Inc. (I) | 26,046 | 1,020,222 | 0.57 | % | ||||||
PolyOne Corp. | 71,934 | 1,112,819 | 0.62 | % | ||||||
OTHER SECURITIES | 10,599,747 | 5.88 | % | |||||||
13,921,410 | ||||||||||
Telecommunication Services - 0.80% | 1,439,310 | 0.80 | % | |||||||
Utilities - 0.61% | 1,091,171 | 0.61 | % | |||||||
TOTAL COMMON STOCKS (Cost $131,281,152) | $ | 177,899,539 | ||||||||
SECURITIES LENDING COLLATERAL - 11.20% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 2,015,412 | 20,170,041 | 11.20 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $20,169,813) | $ | 20,170,041 | ||||||||
SHORT-TERM INVESTMENTS - 1.41% | ||||||||||
Money Market Funds - 1.41% | ||||||||||
State Street Institutional Liquid | ||||||||||
Reserves Fund, 0.1511% (Y) | $ | 2,538,358 | $ | 2,538,358 | 1.41 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $2,538,358) | $ | 2,538,358 | ||||||||
Total Investments (Small Cap Opportunities Trust) | ||||||||||
(Cost $153,989,323) - 111.37% | $ | 200,607,938 | 111.37 | % | ||||||
Other Assets And Liabilities, Net - (11.37%) | (20,475,254 | ) | (11.37 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 180,132,684 | 100.00 | % | ||||||
Small Cap Value Trust | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 96.42% | ||||||||||
Consumer Discretionary - 17.31% | ||||||||||
Arbitron, Inc. (L) | 342,869 | $ | 14,170,776 | 2.29 | % | |||||
Ascena Retail Group, Inc. (I) | 284,400 | 9,683,820 | 1.56 | % | ||||||
CEC Entertainment, Inc. | 189,350 | 7,594,829 | 1.22 | % | ||||||
Choice Hotels International, Inc. (L) | 175,500 | 5,854,680 | 0.94 | % | ||||||
Fred’s, Inc., Class A (L) | 416,000 | 6,002,880 | 0.97 | % | ||||||
Helen of Troy, Ltd. (I)(L) | 236,400 | 8,162,892 | 1.32 | % | ||||||
Matthews | ||||||||||
International Corp., Class A (L) | 189,500 | 7,608,425 | 1.23 | % | ||||||
Sonic Corp. (I)(L) | 642,900 | 6,834,027 | 1.10 | % | ||||||
Stage Stores, Inc. (L) | 745,649 | 12,526,903 | 2.02 | % | ||||||
The Cato Corp., Class A (L) | 480,446 | 13,836,845 | 2.23 | % | ||||||
OTHER SECURITIES | 15,065,235 | 2.43 | % | |||||||
107,341,312 | ||||||||||
Consumer Staples - 1.75% | ||||||||||
Casey’s General Stores, Inc. | 184,600 | 8,122,400 | 1.31 | % | ||||||
OTHER SECURITIES | 2,744,586 | 0.44 | % | |||||||
10,866,986 | ||||||||||
Energy - 5.14% | ||||||||||
Bristow Group, Inc. | 128,000 | 6,530,560 | 1.05 | % | ||||||
Georesources, Inc. (I) | 252,300 | 5,674,227 | 0.91 | % | ||||||
SEACOR Holdings, Inc. (L) | 77,644 | 7,761,294 | 1.25 | % | ||||||
OTHER SECURITIES | 11,929,570 | 1.93 | % | |||||||
31,895,651 | ||||||||||
Financials - 22.35% | ||||||||||
Ares Capital Corp. | 617,266 | 9,919,465 | 1.60 | % | ||||||
Delphi Financial | ||||||||||
Group, Inc., Class A (L) | 434,850 | 12,701,969 | 2.05 | % | ||||||
First Midwest Bancorp, Inc. (L) | 705,331 | 8,668,518 | 1.40 | % | ||||||
First Niagara | ||||||||||
Financial Group, Inc. (L) | 421,512 | 5,563,958 | 0.90 | % | ||||||
International Bancshares Corp. (L) | 455,410 | 7,619,009 | 1.23 | % | ||||||
MB Financial, Inc. (L) | 295,048 | 5,676,724 | 0.92 | % | ||||||
Northwest Bancshares, Inc. (L) | 797,500 | 10,032,550 | 1.62 | % | ||||||
Platinum | ||||||||||
Underwriters Holdings, Ltd. | 215,209 | 7,153,547 | 1.15 | % | ||||||
Primerica, Inc. | 297,000 | 6,525,090 | 1.05 | % | ||||||
Webster Financial Corp. (L) | 488,200 | 10,261,964 | 1.65 | % | ||||||
OTHER SECURITIES | 54,473,236 | 8.78 | % | |||||||
138,596,030 | ||||||||||
Health Care - 7.49% | ||||||||||
Amsurg Corp. (I)(L) | 362,430 | 9,470,296 | 1.53 | % |
The accompanying notes are an integral part of the financial statements.
59
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Small Cap Value Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Health Care (continued) | ||||||||||
Charles River | ||||||||||
Laboratories | ||||||||||
International, Inc. (I)(L) | 262,500 | $ | 10,670,625 | 1.72 | % | |||||
ICON PLC, ADR (I) | 563,900 | 13,285,484 | 2.14 | % | ||||||
ICU Medical, Inc. (I) | 131,340 | 5,739,558 | 0.93 | % | ||||||
OTHER SECURITIES | 7,294,310 | 1.17 | % | |||||||
46,460,273 | ||||||||||
Industrials - 22.92% | ||||||||||
ACCO Brands Corp. (I)(L) | 820,800 | 6,443,280 | 1.04 | % | ||||||
Albany International Corp., Class A | 428,634 | 11,311,651 | 1.82 | % | ||||||
Belden, Inc. | 462,549 | 16,124,458 | 2.60 | % | ||||||
Carlisle Companies, Inc. (L) | 421,036 | 20,727,602 | 3.34 | % | ||||||
ESCO Technologies, Inc. (L) | 218,500 | 8,040,800 | 1.30 | % | ||||||
G &K Services, Inc., Class A | 156,200 | 5,288,932 | 0.85 | % | ||||||
GATX Corp. (L) | 267,100 | 9,914,752 | 1.60 | % | ||||||
Genesee & | ||||||||||
Wyoming, Inc., Class A (I)(L) | 191,525 | 11,231,026 | 1.81 | % | ||||||
Kirby Corp. (I)(L) | 199,800 | 11,322,666 | 1.83 | % | ||||||
Mueller Industries, Inc. (L) | 297,410 | 11,274,813 | 1.82 | % | ||||||
United Stationers, Inc. (L) | 414,188 | 14,674,680 | 2.37 | % | ||||||
OTHER SECURITIES | 15,813,944 | 2.54 | % | |||||||
142,168,604 | ||||||||||
Information Technology - 9.23% | ||||||||||
Diebold, Inc. (L) | 263,300 | 8,164,933 | 1.32 | % | ||||||
MAXIMUS, Inc. (L) | 148,800 | 12,310,224 | 1.99 | % | ||||||
Websense, Inc. (I)(L) | 349,400 | 9,073,918 | 1.46 | % | ||||||
Zebra | ||||||||||
Technologies Corp., Class A (I) | 186,600 | 7,868,922 | 1.27 | % | ||||||
OTHER SECURITIES | 19,847,216 | 3.19 | % | |||||||
57,265,213 | ||||||||||
Materials - 4.73% | ||||||||||
AptarGroup, Inc. | 155,438 | 8,135,625 | 1.31 | % | ||||||
Deltic Timber Corp. (L) | 132,746 | 7,127,133 | 1.15 | % | ||||||
Zep, Inc. (L) | 394,050 | 7,447,545 | 1.20 | % | ||||||
OTHER SECURITIES | 6,604,981 | 1.07 | % | |||||||
29,315,284 | ||||||||||
Utilities - 5.50% | ||||||||||
Atmos Energy Corp. | 186,200 | 6,191,151 | 1.00 | % | ||||||
Unisource Energy Corp. (L) | 245,500 | 9,164,515 | 1.48 | % | ||||||
Westar Energy, Inc. (L) | 235,700 | 6,342,687 | 1.02 | % | ||||||
OTHER SECURITIES | 12,388,753 | 2.00 | % | |||||||
34,087,106 | ||||||||||
TOTAL COMMON STOCKS (Cost $447,170,640) | $ | 597,996,459 | ||||||||
SECURITIES LENDING COLLATERAL - 22.13% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 13,711,867 | 137,226,996 | 22.13 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $137,219,618) | $ | 137,226,996 | ||||||||
SHORT-TERM INVESTMENTS - 3.47% | ||||||||||
Repurchase Agreement - 3.47% | ||||||||||
Barclay’s Capital Tri-Party | ||||||||||
Repurchase Agreement dated | ||||||||||
06/30/2011 at 0.030% to be | ||||||||||
repurchased at $21,500,018 on | ||||||||||
07/01/2011, collateralized by | ||||||||||
$3,641,792 Federal Home Loan | ||||||||||
Banks, 0.116% due 12/27/2012 | ||||||||||
(valued at $3,641,792, including | ||||||||||
interest) and $18,291,352 Federal | ||||||||||
Home Loan Mortgage | ||||||||||
Corporation, 0.140% due | ||||||||||
05/06/2013 (valued at | ||||||||||
$18,293,060, including interest) | $ | 21,500,000 | $ | 21,500,000 | 3.47 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $21,500,000) | $ | 21,500,000 | ||||||||
Total Investments (Small Cap Value Trust) | ||||||||||
(Cost $605,890,258) - 122.02% | $ | 756,723,455 | 122.02 | % | ||||||
Other Assets And Liabilities, Net - (22.02%) | (136,567,346 | ) | (22.02 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 620,156,109 | 100.00 | % |
Small Company Growth Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 97.86% | ||||||||||
Consumer Discretionary - 17.94% | ||||||||||
Buffalo Wild Wings, Inc. (I) | 13,171 | $ | 873,369 | 0.79 | % | |||||
DSW, Inc., Class A (I)(L) | 19,453 | 984,516 | 0.88 | % | ||||||
Foot Locker, Inc. | 40,199 | 955,128 | 0.86 | % | ||||||
Penn National Gaming, Inc. (I)(L) | 25,444 | 1,026,411 | 0.92 | % | ||||||
Steven Madden, Ltd. (I) | 25,697 | 963,894 | 0.87 | % | ||||||
Tractor Supply Company | 19,913 | 1,331,781 | 1.20 | % | ||||||
TRW Automotive Holdings Corp. (I) | 21,213 | 1,252,203 | 1.13 | % | ||||||
Vitamin Shoppe, Inc. (I) | 24,887 | 1,138,829 | 1.02 | % | ||||||
Weight Watchers International, Inc. | 19,859 | 1,498,759 | 1.35 | % | ||||||
Williams-Sonoma, Inc. | 28,490 | 1,039,600 | 0.93 | % | ||||||
OTHER SECURITIES | 8,901,623 | 7.99 | % | |||||||
19,966,113 | ||||||||||
Consumer Staples - 2.50% | ||||||||||
Diamond Foods, Inc. (L) | 13,059 | 996,924 | �� | 0.90 | % | |||||
OTHER SECURITIES | 1,785,448 | 1.60 | % | |||||||
2,782,372 | ||||||||||
Energy - 8.15% | ||||||||||
Carrizo Oil & Gas, Inc. (I)(L) | 22,027 | 919,627 | 0.83 | % | ||||||
Dresser-Rand Group, Inc. (I) | 17,268 | 928,155 | 0.83 | % | ||||||
Frontier Oil Corp. | 43,508 | 1,405,743 | 1.26 | % | ||||||
Lufkin Industries, Inc. | 10,742 | 924,349 | 0.83 | % | ||||||
Patterson-UTI Energy, Inc. | 30,042 | 949,628 | 0.85 | % | ||||||
SandRidge Energy, Inc. (I)(L) | 96,725 | 1,031,089 | 0.93 | % | ||||||
OTHER SECURITIES | 2,912,843 | 2.62 | % | |||||||
9,071,434 | ||||||||||
Financials - 5.37% | ||||||||||
Affiliated Managers Group, Inc. (I) | 8,728 | 885,456 | 0.80 | % | ||||||
SVB Financial Group (I)(L) | 16,655 | 994,470 | 0.89 | % | ||||||
OTHER SECURITIES | 4,090,165 | 3.68 | % | |||||||
5,970,091 |
The accompanying notes are an integral part of the financial statements.
60
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Small Company Growth Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Health Care - 15.73% | ||||||||||
Chemed Corp. | 14,318 | $ | 938,115 | 0.84 | % | |||||
Medicis | ||||||||||
Pharmaceutical Corp., Class A | 24,787 | 946,120 | 0.85 | % | ||||||
Perrigo Company | 10,837 | 952,247 | 0.86 | % | ||||||
Quality Systems, Inc. | 10,087 | 880,595 | 0.79 | % | ||||||
Sirona Dental Systems, Inc. (I) | 17,540 | 931,374 | 0.84 | % | ||||||
Zoll Medical Corp. (I) | 20,656 | 1,170,369 | 1.05 | % | ||||||
OTHER SECURITIES | 11,678,479 | 10.50 | % | |||||||
17,497,299 | ||||||||||
Industrials - 14.94% | ||||||||||
CoStar Group, Inc. (I) | 17,271 | 1,023,825 | 0.92 | % | ||||||
Crane Company | 17,681 | 873,618 | 0.79 | % | ||||||
HUB Group, Inc., Class A (I) | 24,580 | 925,683 | 0.83 | % | ||||||
TransDigm Group, Inc. (I) | 21,823 | 1,990,043 | 1.79 | % | ||||||
Wabtec Corp. | 16,451 | 1,081,160 | 0.97 | % | ||||||
OTHER SECURITIES | 10,730,334 | 9.64 | % | |||||||
16,624,663 | ||||||||||
Information Technology - 26.29% | ||||||||||
Aspen Technology, Inc. (I) | 57,872 | 994,241 | 0.89 | % | ||||||
CommVault Systems, Inc. (I) | 25,669 | 1,140,987 | 1.03 | % | ||||||
Hittite Microwave Corp. (I) | 14,939 | 924,873 | 0.83 | % | ||||||
Informatica Corp. (I) | 26,774 | 1,564,405 | 1.41 | % | ||||||
Littelfuse, Inc. | 15,112 | 887,377 | 0.80 | % | ||||||
MICROS Systems, Inc. (I) | 18,558 | 922,518 | 0.83 | % | ||||||
Microsemi Corp. (I) | 43,707 | 895,994 | 0.81 | % | ||||||
Netgear, Inc. (I) | 22,593 | 987,766 | 0.89 | % | ||||||
Open Text Corp. (I)(L) | 14,207 | 909,532 | 0.82 | % | ||||||
Polycom, Inc. (I) | 17,732 | 1,140,168 | 1.02 | % | ||||||
Semtech Corp. (I) | 32,118 | 878,106 | 0.79 | % | ||||||
SolarWinds, Inc. (I)(L) | 35,109 | 917,749 | 0.82 | % | ||||||
ValueClick, Inc. (I) | 54,559 | 905,679 | 0.81 | % | ||||||
OTHER SECURITIES | 16,179,883 | 14.54 | % | |||||||
29,249,278 | ||||||||||
Materials - 5.35% | ||||||||||
Carpenter Technology Corp. | 16,760 | 966,717 | 0.87 | % | ||||||
Greif, Inc., Class A | 13,735 | 893,187 | 0.80 | % | ||||||
Olin Corp. | 39,600 | 897,336 | 0.81 | % | ||||||
Rockwood Holdings, Inc. (I) | 19,438 | 1,074,727 | 0.97 | % | ||||||
OTHER SECURITIES | 2,116,352 | 1.90 | % | |||||||
5,948,319 | ||||||||||
Telecommunication Services - 0.84% | ||||||||||
SBA | ||||||||||
Communications Corp., | ||||||||||
Class A (I) | 24,638 | 940,925 | 0.84 | % | ||||||
Utilities - 0.75% | 831,384 | 0.75 | % | |||||||
TOTAL COMMON STOCKS (Cost $77,913,693) | $ | 108,881,878 | ||||||||
SECURITIES LENDING COLLATERAL - 13.89% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 1,544,033 | 15,452,530 | 13.89 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $15,451,961) | $ | 15,452,530 | ||||||||
SHORT-TERM INVESTMENTS - 1.20% | ||||||||||
Money Market Funds - 1.20% | ||||||||||
State Street Institutional Liquid | ||||||||||
Reserves Fund, 0.1511% (Y) | $ | 1,334,369 | $ | 1,334,369 | 1.20 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $1,334,369) | $ | 1,334,369 | ||||||||
Total Investments (Small Company Growth Trust) | ||||||||||
(Cost $94,700,023) - 112.95% | $ | 125,668,777 | 112.95 | % | ||||||
Other Assets And Liabilities, Net - (12.95%) | (14,411,179 | ) | (12.95 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 111,257,598 | 100.00 | % |
Small Company Value Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 96.14% | ||||||||||
Consumer Discretionary - 11.43% | ||||||||||
Aaron’s, Inc. (L) | 334,650 | $ | 9,457,209 | 2.27 | % | |||||
Drew Industries, Inc. (L) | 130,200 | 3,218,544 | 0.77 | % | ||||||
Matthews | ||||||||||
International Corp., Class A | 108,000 | 4,336,200 | 1.04 | % | ||||||
Pool Corp. (L) | 105,700 | 3,150,917 | 0.76 | % | ||||||
The Men’s Wearhouse, Inc. | 103,500 | 3,487,950 | 0.84 | % | ||||||
OTHER SECURITIES | 23,852,466 | 5.75 | % | |||||||
47,503,286 | ||||||||||
Consumer Staples - 0.87% | 3,604,796 | 0.87 | % | |||||||
Energy - 6.49% | ||||||||||
CARBO Ceramics, Inc. (L) | 34,200 | 5,572,890 | 1.34 | % | ||||||
Northern Oil and Gas, Inc. (I)(L) | 148,200 | 3,282,630 | 0.79 | % | ||||||
Oasis Petroleum, Inc. (I) | 150,100 | 4,454,968 | 1.07 | % | ||||||
OTHER SECURITIES | 13,672,302 | 3.29 | % | |||||||
26,982,790 | ||||||||||
Financials - 20.31% | ||||||||||
Ares Capital Corp. | 286,500 | 4,604,055 | 1.11 | % | ||||||
CBL & | ||||||||||
Associates Properties, Inc. (L) | 330,100 | 5,984,713 | 1.44 | % | ||||||
East West Bancorp, Inc. | 125,170 | 2,529,686 | 0.61 | % | ||||||
Kilroy Realty Corp. (L) | 115,000 | 4,541,350 | 1.09 | % | ||||||
LaSalle Hotel Properties (L) | 138,300 | 3,642,822 | 0.88 | % | ||||||
ProAssurance Corp. (I)(L) | 108,800 | 7,616,000 | 1.83 | % | ||||||
Stifel Financial Corp. (I)(L) | 83,250 | 2,985,345 | 0.72 | % | ||||||
SVB Financial Group (I)(L) | 100,300 | 5,988,913 | 1.44 | % | ||||||
Wintrust Financial Corp. (L) | 102,400 | 3,295,232 | 0.79 | % | ||||||
OTHER SECURITIES | 43,249,232 | 10.40 | % | |||||||
84,437,348 | ||||||||||
Health Care - 5.83% | ||||||||||
National Healthcare Corp. | 60,700 | 3,008,899 | 0.72 | % | ||||||
Owens & Minor, Inc. (L) | 201,950 | 6,965,256 | 1.68 | % | ||||||
West | ||||||||||
Pharmaceutical Services, Inc. (L) | 81,000 | 3,544,560 | 0.85 | % | ||||||
OTHER SECURITIES | 10,718,663 | 2.58 | % | |||||||
24,237,378 | ||||||||||
Industrials - 25.50% | ||||||||||
Alaska Air Group, Inc. (I) | 81,200 | 5,558,952 | 1.34 | % | ||||||
Beacon Roofing Supply, Inc. (I)(L) | 278,100 | 6,346,242 | 1.53 | % | ||||||
Belden, Inc. | 96,947 | 3,379,572 | 0.81 | % | ||||||
G &K Services, Inc., Class A | 88,100 | 2,983,066 | 0.72 | % | ||||||
Genesee & | ||||||||||
Wyoming, Inc., Class A (I)(L) | 122,400 | 7,177,536 | 1.73 | % |
The accompanying notes are an integral part of the financial statements.
61
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Small Company Value Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Industrials (continued) | ||||||||||
IDEX Corp. | 99,800 | $ | 4,575,830 | 1.10 | % | |||||
Insituform Technologies, Inc., | ||||||||||
Class A (I)(L) | 149,500 | 3,135,015 | 0.75 | % | ||||||
Kirby Corp. (I)(L) | 121,006 | 6,857,410 | 1.65 | % | ||||||
Landstar System, Inc. (L) | 172,900 | 8,036,392 | 1.93 | % | ||||||
McGrath Rentcorp | 166,200 | 4,666,896 | 1.12 | % | ||||||
Nordson Corp. | 152,500 | 8,364,625 | 2.01 | % | ||||||
Robbins & Myers, Inc. | 102,300 | 5,406,555 | 1.30 | % | ||||||
UTi Worldwide, Inc. (L) | 163,000 | 3,209,470 | 0.77 | % | ||||||
Waste Connections, Inc. (L) | 129,200 | 4,099,516 | 0.99 | % | ||||||
Woodward, Inc. | 110,900 | 3,865,974 | 0.93 | % | ||||||
OTHER SECURITIES | 28,374,652 | 6.82 | % | |||||||
106,037,703 | ||||||||||
Information Technology - 10.32% | ||||||||||
Cymer, Inc. (I)(L) | 63,800 | 3,158,738 | 0.76 | % | ||||||
Electro Rent Corp. | 188,000 | 3,218,560 | 0.77 | % | ||||||
Littelfuse, Inc. | 69,700 | 4,092,784 | 0.98 | % | ||||||
Progress Software Corp. (I) | 187,900 | 4,534,027 | 1.09 | % | ||||||
OTHER SECURITIES | 27,920,744 | 6.72 | % | |||||||
42,924,853 | ||||||||||
Materials - 10.74% | ||||||||||
AptarGroup, Inc. | 117,300 | 6,139,482 | 1.48 | % | ||||||
Arch Chemicals, Inc. | 90,800 | 3,127,152 | 0.75 | % | ||||||
Carpenter Technology Corp. (L) | 82,700 | 4,770,136 | 1.15 | % | ||||||
Clearwater Paper Corp. (I) | 43,900 | 2,997,492 | 0.72 | % | ||||||
Deltic Timber Corp. | 57,000 | 3,060,330 | 0.74 | % | ||||||
Innospec, Inc. (I) | 155,000 | 5,209,550 | 1.25 | % | ||||||
Royal Gold, Inc. (L) | 53,974 | 3,161,257 | 0.76 | % | ||||||
OTHER SECURITIES | 16,179,160 | 3.89 | % | |||||||
44,644,559 | ||||||||||
Telecommunication Services - 0.41% | 1,720,488 | 0.41 | % | |||||||
Utilities - 4.24% | ||||||||||
Cleco Corp. | 113,500 | 3,955,475 | 0.95 | % | ||||||
El Paso Electric Company (L) | 145,500 | 4,699,649 | 1.13 | % | ||||||
OTHER SECURITIES | 8,992,712 | 2.16 | % | |||||||
17,647,836 | ||||||||||
TOTAL COMMON STOCKS (Cost $314,671,138) | $ | 399,741,037 | ||||||||
PREFERRED SECURITIES - 1.32% | ||||||||||
Financials - 1.32% | ||||||||||
East West Bancorp., Inc., | ||||||||||
Series A 8.000% | 2,500 | 3,662,550 | 0.88 | % | ||||||
OTHER SECURITIES | 1,835,213 | 0.44 | % | |||||||
5,497,763 | ||||||||||
TOTAL PREFERRED SECURITIES (Cost $3,846,686) | $ | 5,497,763 | ||||||||
Investment Companies 0.49% | 2,027,523 | 0.49 | % | |||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $2,517,012) | $ | 2,027,523 | ||||||||
SECURITIES LENDING COLLATERAL - 26.74% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 11,110,648 | 111,194,257 | 26.74 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $111,188,067) | $ | 111,194,257 | ||||||||
SHORT-TERM INVESTMENTS - 1.80% | ||||||||||
Money Market Funds - 1.80% | ||||||||||
T.Rowe Price Prime Reserve | ||||||||||
Fund, 0.1301% (Y) | $ | 7,013,805 | $ | 7,013,805 | 1.69 | % | ||||
OTHER SECURITIES | 450,000 | 0.11 | % | |||||||
7,463,805 | ||||||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $7,463,805) | $ | 7,463,805 | ||||||||
Total Investments (Small Company Value Trust) | ||||||||||
(Cost $439,686,708) - 126.49% | $ | 525,924,385 | 126.49 | % | ||||||
Other Assets And Liabilities, Net - (26.49%) | (110,151,538 | ) | (26.49) | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 415,772,847 | 100.00 | % |
Smaller Company Growth Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 97.38% | ||||||||||
Consumer Discretionary - 12.42% | ||||||||||
Chico’s FAS, Inc. | 142,673 | $ | 2,172,910 | 0.86 | % | |||||
CROCS, Inc. (I) | 33,125 | 852,969 | 0.34 | % | ||||||
Genesco, Inc. (I) | 15,826 | 824,535 | 0.33 | % | ||||||
Harley-Davidson, Inc. | 53,350 | 2,185,749 | 0.87 | % | ||||||
Kohl’s Corp. | 32,810 | 1,640,828 | 0.65 | % | ||||||
LKQ Corp. (I) | 80,020 | 2,087,722 | 0.83 | % | ||||||
Tenneco, Inc. (I) | 19,234 | 847,642 | 0.34 | % | ||||||
OTHER SECURITIES | 20,702,838 | 8.20 | % | |||||||
31,315,193 | ||||||||||
Consumer Staples - 1.51% | 3,795,967 | 1.51 | % | |||||||
Energy - 7.79% | ||||||||||
Carrizo Oil & Gas, Inc. (I)(L) | 89,541 | 3,738,337 | 1.48 | % | ||||||
InterOil Corp. (I)(L) | 44,690 | 2,614,812 | 1.04 | % | ||||||
Rex Energy Corp. (I)(L) | 245,564 | 2,521,942 | 1.00 | % | ||||||
OTHER SECURITIES | 10,759,499 | 4.27 | % | |||||||
19,634,590 | ||||||||||
Financials - 5.28% | ||||||||||
Moody’s Corp. (L) | 81,380 | 3,120,923 | 1.24 | % | ||||||
TD Ameritrade Holding Corp. | 82,230 | 1,604,307 | 0.64 | % | ||||||
OTHER SECURITIES | 8,587,951 | 3.40 | % | |||||||
13,313,181 | ||||||||||
Health Care - 15.55% | ||||||||||
CONMED Corp. (I) | 89,120 | 2,538,138 | 1.01 | % | ||||||
Illumina, Inc. (I)(L) | 24,080 | 1,809,612 | 0.72 | % | ||||||
Impax Laboratories, Inc. (I) | 38,111 | 830,439 | 0.33 | % | ||||||
Onyx Pharmaceuticals, Inc. (I) | 23,639 | 834,457 | 0.33 | % | ||||||
St. Jude Medical, Inc. | 46,370 | 2,210,922 | 0.88 | % | ||||||
The Cooper Companies, Inc. | 56,900 | 4,508,756 | 1.79 | % | ||||||
United Therapeutics Corp. (I) | 29,012 | 1,598,561 | 0.63 | % | ||||||
Watson Pharmaceuticals, Inc. (I) | 36,740 | 2,525,140 | 1.00 | % | ||||||
OTHER SECURITIES | 22,335,575 | 8.86 | % | |||||||
39,191,600 | ||||||||||
Industrials - 22.48% | ||||||||||
BE Aerospace, Inc. (I) | 89,620 | 3,657,392 | 1.45 | % | ||||||
Belden, Inc. | 82,130 | 2,863,052 | 1.14 | % | ||||||
Carlisle Companies, Inc. | 39,700 | 1,954,431 | 0.78 | % | ||||||
Chicago Bridge & Iron Co NV | 62,710 | 2,439,419 | 0.97 | % | ||||||
Cooper Industries PLC | 30,500 | 1,819,935 | 0.72 | % | ||||||
EnPro Industries, Inc. (I)(L) | 17,596 | 845,840 | 0.34 | % | ||||||
HUB Group, Inc., Class A (I) | 96,848 | 3,647,295 | 1.45 | % |
The accompanying notes are an integral part of the financial statements.
62
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Smaller Company Growth Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Industrials (continued) | ||||||||||
MasTec, Inc. (I) | 165,808 | $ | 3,269,734 | 1.30 | % | |||||
Meritor, Inc. (I)(L) | 161,414 | 2,589,081 | 1.03 | % | ||||||
Navistar International Corp. (I) | 33,996 | 1,919,414 | 0.76 | % | ||||||
TriMas Corp. (I) | 33,138 | 820,165 | 0.33 | % | ||||||
United | ||||||||||
Continental Holdings, Inc. (I)(L) | 83,640 | 1,892,773 | 0.75 | % | ||||||
UTi Worldwide, Inc. | 121,807 | 2,398,380 | 0.95 | % | ||||||
OTHER SECURITIES | 26,533,555 | 10.51 | % | |||||||
56,650,466 | ||||||||||
Information Technology - 25.46% | ||||||||||
Alliance Data Systems Corp. (I)(L) | 39,820 | 3,745,867 | 1.49 | % | ||||||
Brightpoint, Inc. (I) | 165,070 | 1,338,718 | 0.53 | % | ||||||
Cymer, Inc. (I) | 36,504 | 1,807,313 | 0.72 | % | ||||||
Digital River, Inc. (I) | 33,643 | 1,081,959 | 0.43 | % | ||||||
Equinix, Inc. (I) | 32,302 | 3,263,148 | 1.29 | % | ||||||
Fairchild | ||||||||||
Semiconductor | ||||||||||
International, Inc. (I) | 95,520 | 1,596,139 | 0.63 | % | ||||||
Insight Enterprises, Inc. (I) | 135,271 | 2,395,649 | 0.95 | % | ||||||
Monolithic Power Systems, Inc. (I) | 187,991 | 2,898,821 | 1.15 | % | ||||||
Rovi Corp. (I) | 51,130 | 2,932,817 | 1.16 | % | ||||||
VeriFone Systems, Inc. (I)(L) | 69,100 | 3,064,585 | 1.22 | % | ||||||
VistaPrint NV (I)(L) | 67,339 | 3,222,171 | 1.28 | % | ||||||
OTHER SECURITIES | 36,832,616 | 14.61 | % | |||||||
64,179,803 | ||||||||||
Materials - 2.78% | ||||||||||
Stillwater Mining Company (I)(L) | 39,017 | 858,764 | 0.34 | % | ||||||
OTHER SECURITIES | 6,146,488 | 2.44 | % | |||||||
7,005,252 | ||||||||||
Telecommunication Services - 3.89% | ||||||||||
Cogent | ||||||||||
Communications Group, Inc. (I) | 158,210 | 2,691,152 | 1.07 | % | ||||||
NII Holdings, Inc. (I) | 56,900 | 2,411,422 | 0.96 | % | ||||||
SBA | ||||||||||
Communications Corp., | ||||||||||
Class A (I) | 78,910 | 3,013,573 | 1.20 | % | ||||||
OTHER SECURITIES | 1,676,491 | 0.66 | % | |||||||
9,792,638 | ||||||||||
Utilities - 0.22% | 562,898 | 0.22 | % | |||||||
TOTAL COMMON STOCKS (Cost $202,483,145) | $ | 245,441,588 | ||||||||
CORPORATE BONDS - 0.00% | ||||||||||
Financials - 0.00% | $ | 267 | 0.00 | % | ||||||
TOTAL CORPORATE BONDS (Cost $314) | $ | 267 | ||||||||
INVESTMENT COMPANIES - 0.40% | ||||||||||
iShares Russell 2000 Growth | ||||||||||
Index Fund | 10,710 | 1,015,843 | 0.40 | % | ||||||
TOTAL INVESTMENT COMPANIES (Cost $971,171) | $ | 1,015,843 | ||||||||
SECURITIES LENDING COLLATERAL - 14.85% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 3,738,724 | 37,416,779 | 14.85 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $37,416,147) | $ | 37,416,779 | ||||||||
SHORT-TERM INVESTMENTS - 1.87% | ||||||||||
Repurchase Agreement - 1.62% | ||||||||||
Repurchase Agreement with State | ||||||||||
Street Corp. dated 06/30/2011 at | ||||||||||
0.010% to be repurchased at | ||||||||||
$4,089,001 on 07/01/2011, | ||||||||||
collateralized by $450,000 | ||||||||||
U.S. Treasury Notes, 1.000% due | ||||||||||
04/30/2012 (valued at $453,734, | ||||||||||
including interest) and $2,860,000 | ||||||||||
U.S. Treasury Notes, 3.125% due | ||||||||||
04/30/2017 (valued at $3,051,108, | ||||||||||
including interest), and $680,000 | ||||||||||
U.S. Treausry Bills, 0.010% due | ||||||||||
08/11/2011 (valued at $679,984, | ||||||||||
including interest) | $ | 4,089,000 | $ | 4,089,000 | 1.62 | % | ||||
Money Market Funds - 0.25% | 631,691 | 0.25 | % | |||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $4,720,691) | $ | 4,720,691 | ||||||||
Total Investments (Smaller Company Growth Trust) | ||||||||||
(Cost $245,591,468) - 114.50% | $ | 288,595,168 | 114.50 | % | ||||||
Other Assets And Liabilities, Net - (14.50%) | (36,555,404 | ) | (14.50 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 252,039,764 | 100.00 | % |
Strategic Allocation Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
CORPORATE BONDS - 31.83% | ||||||||||
Consumer Discretionary - 3.43% | ||||||||||
AOL Time Warner, Inc. | ||||||||||
6.875%, | $ | 100,000 | $ | 105,083 | 1.07 | % | ||||
Comcast Cable Holdings LLC | ||||||||||
9.800%, | 125,000 | 131,450 | 1.34 | % | ||||||
DaimlerChrysler North | ||||||||||
America LLC | ||||||||||
5.750%, | 100,000 | 100,908 | 1.02 | % | ||||||
337,441 | ||||||||||
Consumer Staples - 5.21% | ||||||||||
Anheuser-Busch Companies Inc, | ||||||||||
4.700%, | 175,000 | 180,477 | 1.83 | % | ||||||
ConAgra Foods, Inc. | ||||||||||
6.750%, | 100,000 | 101,192 | 1.03 | % | ||||||
Dr. Pepper Snapple Group, Inc. | ||||||||||
1.700%, | 125,000 | 125,723 | 1.28 | % | ||||||
The Kroger Company | ||||||||||
6.200%, | 100,000 | 105,043 | 1.07 | % | ||||||
512,435 | ||||||||||
Energy - 2.10% | ||||||||||
Kinder Morgan Energy Partners LP | ||||||||||
7.125%, | 100,000 | 104,386 | 1.06 | % | ||||||
PPL Energy Supply LLC | ||||||||||
6.400%, | 100,000 | 101,840 | 1.04 | % | ||||||
206,226 | ||||||||||
Financials - 15.15% | ||||||||||
American Express Bank FSB | ||||||||||
0.340%, (P) | 125,000 | 124,721 | 1.27 | % | ||||||
Bank of America Corp. | ||||||||||
6.250%, | 125,000 | 129,969 | 1.32 | % |
The accompanying notes are an integral part of the financial statements.
63
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Strategic Allocation Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
CORPORATE BONDS (continued) | ||||||||||
Financials (continued) | ||||||||||
BNP Paribas / BNP Paribas | ||||||||||
US Medium-Term | ||||||||||
Note Program LLC | ||||||||||
1.250%, (P) | $ | 100,000 | $ | 100,381 | 1.02 | % | ||||
Capital One Financial Corp. | ||||||||||
4.800%, | 125,000 | 128,004 | 1.30 | % | ||||||
Credit Suisse New York | ||||||||||
3.450%, | 125,000 | 128,315 | 1.30 | % | ||||||
General Electric Capital Corp. | ||||||||||
0.552%, (P) | 125,000 | 125,439 | 1.27 | % | ||||||
Hartford Financial Services | ||||||||||
Group, Inc. | ||||||||||
5.250%, | 100,000 | 101,211 | 1.03 | % | ||||||
HSBC Finance Corp. | ||||||||||
7.000%, | 100,000 | 105,323 | 1.07 | % | ||||||
Jefferies Group, Inc. | ||||||||||
7.750%, | 125,000 | 130,545 | 1.33 | % | ||||||
Morgan Stanley Dean Witter | ||||||||||
6.600%, | 100,000 | 104,442 | 1.06 | % | ||||||
Prudential Financial, Inc. | ||||||||||
5.800%, | 100,000 | 104,526 | 1.06 | % | ||||||
The Goldman Sachs Group, Inc. | ||||||||||
6.600%, | 100,000 | 103,088 | 1.05 | % | ||||||
Wachovia Corp | ||||||||||
0.404%, (P) | 105,000 | 105,087 | 1.07 | % | ||||||
1,491,051 | ||||||||||
Health Care - 2.07% | ||||||||||
Teva Pharmaceutical | ||||||||||
Finance III LLC | ||||||||||
1.500%, | 100,000 | 100,940 | 1.02 | % | ||||||
Wellpoint Health Networks, Inc. | ||||||||||
6.375%, | 100,000 | 103,126 | 1.05 | % | ||||||
204,066 | ||||||||||
Telecommunication Services - 3.87% | ||||||||||
BellSouth Corp. | ||||||||||
6.000%, | 125,000 | 126,899 | 1.29 | % | ||||||
Telecom Italia Capital SA | ||||||||||
6.200%, | 125,000 | 125,217 | 1.27 | % | ||||||
Vodafone Group PLC | ||||||||||
5.350%, | 125,000 | 128,802 | 1.31 | % | ||||||
380,918 | ||||||||||
TOTAL CORPORATE BONDS (Cost $3,133,584) | $ | 3,132,137 | ||||||||
SHORT-TERM INVESTMENTS - 52.34% | ||||||||||
U.S. Government - 22.87% | ||||||||||
U.S. Treasury Bill, 0.0300%, | ||||||||||
08/18/2011 * | 400,000 | 399,965 | 4.07 | % | ||||||
U.S. Treasury Bill, 0.0150%, | ||||||||||
08/18/2011 * | 1,850,000 | 1,849,918 | 18.80 | % | ||||||
2,249,883 | ||||||||||
U.S. Government & Agency | ||||||||||
Obligations - 29.47% | ||||||||||
Federal Home Loan Bank Discount | ||||||||||
Notes, 0.0011%, 07/01/2011 * | 2,900,000 | 2,900,000 | 29.47 | % | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $5,149,883) | $ | 5,149,883 | ||||||||
Total Investments (Strategic Allocation Trust) | ||||||||||
(Cost $8,283,467) - 84.17% | $ | 8,282,020 | 84.17 | % | ||||||
Other Assets And Liabilities, Net - 15.83% | 1,557,592 | 15.83 | % | |||||||
TOTAL NET ASSETS - 100.00% | $ | 9,839,612 | 100.00 | % |
U.S. Equity Trust (formerly U.S. Multi-Sector Trust)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 97.18% | ||||||||||
Consumer Discretionary - 6.28% | ||||||||||
McDonald’s Corp. | 177,401 | $ | 14,958,452 | 1.80 | % | |||||
NIKE, Inc., Class B | 79,200 | 7,126,416 | 0.86 | % | ||||||
OTHER SECURITIES | 30,157,325 | 3.62 | % | |||||||
52,242,193 | ||||||||||
Consumer Staples - 22.95% | ||||||||||
Altria Group, Inc. | 130,600 | 3,449,146 | 0.41 | % | ||||||
Colgate-Palmolive Company | 82,600 | 7,220,066 | 0.87 | % | ||||||
General Mills, Inc. | 106,600 | 3,967,652 | 0.48 | % | ||||||
Kimberly-Clark Corp. | 64,900 | 4,319,744 | 0.52 | % | ||||||
PepsiCo, Inc. | 271,976 | 19,155,270 | 2.30 | % | ||||||
Philip Morris International, Inc. | 255,069 | 17,030,957 | 2.05 | % | ||||||
The Coca-Cola Company | 373,900 | 25,159,731 | 3.02 | % | ||||||
The Procter & Gamble Company | 474,600 | 30,170,322 | 3.63 | % | ||||||
Wal-Mart Stores, Inc. | 631,803 | 33,574,011 | 4.04 | % | ||||||
Walgreen Company | 177,000 | 7,515,420 | 0.90 | % | ||||||
OTHER SECURITIES | 39,326,612 | 4.73 | % | |||||||
190,888,931 | ||||||||||
Energy - 3.83% | ||||||||||
Chevron Corp. | 47,737 | 4,909,273 | 0.59 | % | ||||||
ConocoPhillips | 78,188 | 5,878,956 | 0.71 | % | ||||||
Exxon Mobil Corp. | 103,900 | 8,455,382 | 1.02 | % | ||||||
OTHER SECURITIES | 12,608,695 | 1.51 | % | |||||||
31,852,306 | ||||||||||
Financials - 1.53% | 12,761,675 | 1.53 | % | |||||||
Health Care - 27.67% | ||||||||||
Abbott Laboratories | 292,301 | 15,380,879 | 1.85 | % | ||||||
Allergan, Inc. | 54,800 | 4,562,100 | 0.55 | % | ||||||
Amgen, Inc. (I) | 181,900 | 10,613,865 | 1.28 | % | ||||||
Baxter International, Inc. | 98,901 | 5,903,401 | 0.71 | % | ||||||
Becton, Dickinson & Company | 40,000 | 3,446,800 | 0.41 | % | ||||||
Bristol-Myers Squibb Company | 298,900 | 8,656,144 | 1.04 | % | ||||||
Eli Lilly & Company | 281,501 | 10,564,733 | 1.27 | % | ||||||
Express Scripts, Inc. (I) | 96,910 | 5,231,202 | 0.63 | % | ||||||
Gilead Sciences, Inc. (I) | 145,301 | 6,016,914 | 0.72 | % | ||||||
Johnson & Johnson | 466,200 | 31,011,624 | 3.73 | % | ||||||
Medtronic, Inc. | 213,900 | 8,241,567 | 0.99 | % | ||||||
Merck & Company, Inc. | 641,947 | 22,654,310 | 2.72 | % | ||||||
Pfizer, Inc. | 1,746,594 | 35,979,836 | 4.32 | % | ||||||
Stryker Corp. | 64,800 | 3,803,112 | 0.46 | % | ||||||
UnitedHealth Group, Inc. | 209,322 | 10,796,829 | 1.30 | % | ||||||
OTHER SECURITIES | 47,370,399 | 5.69 | % | |||||||
230,233,715 | ||||||||||
Industrials - 4.95% | ||||||||||
3M Company | 119,500 | 11,334,575 | 1.36 | % | ||||||
Danaher Corp. | 84,000 | 4,451,160 | 0.54 | % | ||||||
United Technologies Corp. | 43,300 | 3,832,483 | 0.46 | % | ||||||
OTHER SECURITIES | 21,550,066 | 2.59 | % | |||||||
41,168,284 | ||||||||||
Information Technology - 27.14% | ||||||||||
Accenture PLC, Class A | 118,300 | 7,147,686 | 0.86 | % | ||||||
Apple, Inc. (I) | 26,110 | 8,764,344 | 1.05 | % | ||||||
Automatic Data Processing, Inc. | 64,200 | 3,382,056 | 0.41 | % | ||||||
Cisco Systems, Inc. | 416,593 | 6,503,017 | 0.78 | % | ||||||
eBay, Inc. (I) | 210,000 | 6,776,700 | 0.81 | % | ||||||
Google, Inc., Class A (I) | 60,355 | 30,562,565 | 3.67 | % | ||||||
Hewlett-Packard Company | 144,500 | 5,259,800 | 0.63 | % | ||||||
International | ||||||||||
Business Machines Corp. | 163,942 | 28,124,250 | 3.38 | % | ||||||
Microsoft Corp. | 1,567,836 | 40,763,736 | 4.90 | % | ||||||
Oracle Corp. | 1,021,900 | 33,630,726 | 4.04 | % | ||||||
Qualcomm, Inc. | 345,902 | 19,643,775 | 2.36 | % |
The accompanying notes are an integral part of the financial statements.
64
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
U.S. Equity Trust (formerly U.S. Multi-Sector | ||||||||||
Trust) (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Information Technology (continued) | ||||||||||
Texas Instruments, Inc. | 100,400 | $ | 3,296,132 | 0.40 | % | |||||
OTHER SECURITIES | 31,899,789 | 3.85 | % | |||||||
225,754,576 | ||||||||||
Materials - 0.97% | 8,107,020 | 0.97 | % | |||||||
Telecommunication Services - 1.84% | ||||||||||
AT &T, Inc. | 189,705 | 5,958,634 | 0.72 | % | ||||||
Verizon Communications, Inc. | 197,700 | 7,360,371 | 0.88 | % | ||||||
OTHER SECURITIES | 1,969,156 | 0.24 | % | |||||||
15,288,161 | ||||||||||
Utilities - 0.02% | 186,150 | 0.02 | % | |||||||
TOTAL COMMON STOCKS (Cost $686,812,263) | $ | 808,483,011 | ||||||||
INVESTMENT COMPANIES - 0.63% | ||||||||||
SPDR S&P 500 ETF Trust (L) | 39,999 | 5,278,668 | 0.63 | % | ||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $5,126,685) | $ | 5,278,668 | ||||||||
SECURITIES LENDING COLLATERAL - 3.91% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 3,250,837 | 32,534,055 | 3.91 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $32,533,848) | $ | 32,534,055 | ||||||||
SHORT-TERM INVESTMENTS - 2.06% | ||||||||||
Money Market Funds - 2.06% | ||||||||||
State Street Institutional Treasury | ||||||||||
Money Market | ||||||||||
Fund, 0.0000%, (Y) | $ | 17,114,925 | $ | 17,114,925 | 2.06 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $17,114,925) | $ | 17,114,925 | ||||||||
Total Investments (U.S. Equity Trust (formerly | ||||||||||
U.S. Multi-Sector Trust)) | ||||||||||
(Cost $741,587,721) - 103.78% | $ | 863,410,659 | 103.78 | % | ||||||
Other Assets And Liabilities, Net - (3.78%) | (31,456,484 | ) | (3.78 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 831,954,175 | 100.00 | % |
Utilities Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 91.04% | ||||||||||
Consumer Discretionary - 8.09% | ||||||||||
Comcast Corp., Special Class A | 246,710 | $ | 5,977,783 | 2.93 | % | |||||
Time Warner Cable, Inc. (L) | 35,830 | 2,796,173 | 1.37 | % | ||||||
Virgin Media, Inc. (L) | 191,790 | 5,740,275 | 2.81 | % | ||||||
OTHER SECURITIES | 1,992,338 | 0.98 | % | |||||||
16,506,569 | ||||||||||
Energy - 14.04% | ||||||||||
El Paso Corp. | 335,806 | 6,783,281 | 3.33 | % | ||||||
EQT Corp. | 85,060 | 4,467,351 | 2.19 | % | ||||||
QEP Resources, Inc. | 114,261 | 4,779,538 | 2.34 | % | ||||||
Spectra Energy Corp. (L) | 86,280 | 2,364,935 | 1.16 | % | ||||||
The Williams Companies, Inc. | 198,351 | 6,000,114 | 2.94 | % | ||||||
OTHER SECURITIES | $ | 4,233,652 | 2.08 | % | ||||||
28,628,871 | ||||||||||
Financials - 0.39% | 799,013 | 0.39 | % | |||||||
Telecommunication Services - 20.18% | ||||||||||
American Tower Corp., Class A (I) | 48,780 | 2,552,657 | 1.25 | % | ||||||
Cellcom Israel, Ltd. (L) | 114,130 | 3,163,684 | 1.55 | % | ||||||
CenturyLink, Inc. | 52,758 | 2,133,006 | 1.05 | % | ||||||
Deutsche Telekom AG | 106,050 | 1,663,404 | 0.82 | % | ||||||
Koninklijke (Royal) KPN NV | 125,433 | 1,823,303 | 0.89 | % | ||||||
Mobile TeleSystems, ADR | 108,595 | 2,065,477 | 1.01 | % | ||||||
NII Holdings, Inc. (I) | 78,540 | 3,328,525 | 1.63 | % | ||||||
SBA | ||||||||||
Communications Corp., | ||||||||||
Class A (I) | 29,730 | 1,135,389 | 0.56 | % | ||||||
TDC A/S | 223,614 | 2,043,739 | 1.00 | % | ||||||
Telecomunicacoes de Sao | ||||||||||
Paulo SA, ADR (L) | 143,391 | 4,258,713 | 2.09 | % | ||||||
Telenet Group Holding NV (I) | 57,924 | 2,754,923 | 1.35 | % | ||||||
Tim Participacoes SA, ADR (L) | 40,800 | 2,007,768 | 0.98 | % | ||||||
Vodafone Group PLC | 645,306 | 1,714,986 | 0.84 | % | ||||||
OTHER SECURITIES | 10,519,210 | 5.16 | % | |||||||
41,164,784 | ||||||||||
Utilities - 48.34% | ||||||||||
American Electric | ||||||||||
Power Company, Inc. | 105,050 | 3,958,284 | 1.94 | % | ||||||
Calpine Corp. (I) (L) | 167,190 | 2,696,775 | 1.32 | % | ||||||
CenterPoint Energy, Inc. | 156,650 | 3,031,178 | 1.49 | % | ||||||
CEZ AS | 83,172 | 4,279,465 | 2.10 | % | ||||||
Cia de Saneamento de Minas Gerais | 85,100 | 1,706,744 | 0.84 | % | ||||||
Cia Paranaense de Energia, ADR (L) | 36,520 | 991,883 | 0.49 | % | ||||||
CMS Energy Corp. (L) | 291,570 | 5,741,013 | 2.81 | % | ||||||
Constellation Energy Group, Inc. | 80,801 | 3,067,206 | 1.50 | % | ||||||
Edison International | 94,700 | 3,669,625 | 1.80 | % | ||||||
Electricidade de Portugal SA | 998,356 | 3,544,379 | 1.74 | % | ||||||
Enagas SA | 116,265 | 2,819,300 | 1.38 | % | ||||||
Enersis SA, ADR (L) | 70,970 | 1,639,407 | 0.80 | % | ||||||
Fortum OYJ | 93,782 | 2,716,006 | 1.33 | % | ||||||
International Power PLC | 463,602 | 2,393,743 | 1.17 | % | ||||||
Light SA | 128,780 | 2,422,696 | 1.19 | % | ||||||
National Grid PLC | 290,153 | 2,855,310 | 1.40 | % | ||||||
NextEra Energy, Inc. | 90,510 | 5,200,705 | 2.55 | % | ||||||
NRG Energy, Inc. (I) (L) | 94,012 | 2,310,815 | 1.13 | % | ||||||
OGE Energy Corp. (L) | 48,460 | 2,438,507 | 1.20 | % | ||||||
PG &E Corp. | 84,820 | 3,564,985 | 1.75 | % | ||||||
PPL Corp. (L) | 79,941 | 2,224,758 | 1.09 | % | ||||||
Public Service | ||||||||||
Enterprise Group, Inc. | 152,690 | 4,983,802 | 2.44 | % | ||||||
Red Electrica de Espana | 53,022 | 3,203,974 | 1.57 | % | ||||||
Scottish & Southern Energy PLC | 97,849 | 2,188,600 | 1.07 | % | ||||||
The AES Corp. (I) | 382,790 | 4,876,745 | 2.39 | % | ||||||
Tractebel Energia SA | 142,200 | 2,505,687 | 1.23 | % | ||||||
OTHER SECURITIES | 17,552,149 | 8.62 | % | |||||||
98,583,741 | ||||||||||
TOTAL COMMON STOCKS (Cost $150,512,249) | $ | 185,682,978 | ||||||||
PREFERRED SECURITIES - 4.35% | ||||||||||
Utilities - 4.35% | ||||||||||
AES Tiete SA | 103,736 | 1,680,355 | 0.82 | % | ||||||
Cia Paranaense de Energia | 31,600 | 840,291 | 0.41 | % | ||||||
Eletropaulo Metropolitana | ||||||||||
Eletricidade de Sao Paulo SA | 82,800 | 1,796,436 | 0.88 | % | ||||||
Nextera Energy, Inc. 7.000% | 22,540 | 1,166,445 | 0.57 | % |
The accompanying notes are an integral part of the financial statements.
65
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Utilities Trust (continued) | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
PREFERRED SECURITIES (continued) | ||||||||||
Utilities (continued) | ||||||||||
PPL Corp. 8.750% | 18,810 | $ | 1,032,857 | 0.51 | % | |||||
PPL Corp. 9.500% | 25,870 | 1,446,133 | 0.71 | % | ||||||
OTHER SECURITIES | 899,660 | 0.45 | % | |||||||
8,862,177 | ||||||||||
TOTAL PREFERRED SECURITIES (Cost $7,388,794) | $ | 8,862,177 | ||||||||
CORPORATE BONDS - 0.29% | ||||||||||
Utilities - 0.29% | $ | 590,425 | 0.29 | % | ||||||
TOTAL CORPORATE BONDS (Cost $569,045) | $ | 590,425 | ||||||||
CONVERTIBLE BONDS - 0.97% | ||||||||||
Consumer Discretionary - 0.62% | ||||||||||
Virgin Media, Inc. | ||||||||||
6.500%, | $ | 708,000 | 1,266,435 | 0.62 | % | |||||
Telecommunication Services - 0.35% | ||||||||||
SBA Communications Corp. | ||||||||||
4.000%, | 503,000 | 705,458 | 0.35 | % | ||||||
TOTAL CONVERTIBLE BONDS (Cost $1,459,739) | $ | 1,971,893 | ||||||||
SECURITIES LENDING COLLATERAL - 16.75% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W) (Y) | 3,413,499 | 34,161,955 | 16.75 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $34,161,696) | $ | 34,161,955 | ||||||||
Total Investments (Utilities Trust) | ||||||||||
(Cost $194,091,523) - 113.40% | $ | 231,269,428 | 113.40 | % | ||||||
Other Assets And Liabilities, Net - (13.40%) | (27,322,984 | ) | (13.40) | % | ||||||
TOTAL NET ASSETS - 100.00% | $ | 203,946,444 | 100.00 | % |
Value Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 94.39% | ||||||||||
Consumer Discretionary - 14.51% | ||||||||||
Darden Restaurants, Inc. | 144,361 | $ | 7,183,403 | 2.51 | % | |||||
Harley-Davidson, Inc. | 221,623 | 9,079,894 | 3.17 | % | ||||||
Mohawk Industries, Inc. (I) | 87,168 | 5,229,208 | 1.82 | % | ||||||
Newell Rubbermaid, Inc. | 488,146 | 7,702,944 | 2.69 | % | ||||||
Staples, Inc. | 345,597 | 5,460,433 | 1.90 | % | ||||||
Visteon Corp. (I) | 30,057 | 2,056,199 | 0.72 | % | ||||||
Whirlpool Corp. | 60,090 | 4,886,519 | 1.70 | % | ||||||
41,598,600 | ||||||||||
Consumer Staples - 8.87% | ||||||||||
Avon Products, Inc. | 165,594 | 4,636,632 | 1.62 | % | ||||||
ConAgra Foods, Inc. | 316,177 | 8,160,528 | 2.85 | % | ||||||
Safeway, Inc. | 318,123 | 7,434,533 | 2.59 | % | ||||||
Sysco Corp. | 166,224 | 5,182,864 | 1.81 | % | ||||||
25,414,557 | ||||||||||
Energy - 9.21% | ||||||||||
El Paso Corp. | 424,114 | 8,567,103 | 2.99 | % | ||||||
Murphy Oil Corp. | 60,359 | 3,963,172 | 1.38 | % | ||||||
Pioneer Natural Resources Company | 62,146 | 5,566,417 | 1.94 | % | ||||||
The Williams Companies, Inc. | 275,061 | 8,320,595 | 2.90 | % | ||||||
26,417,287 | ||||||||||
Financials - 19.24% | ||||||||||
ACE, Ltd. | 94,202 | $ | 6,200,376 | 2.16 | % | |||||
BB &T Corp. | 210,287 | 5,644,103 | 1.97 | % | ||||||
Comerica, Inc. | 144,539 | 4,996,713 | 1.74 | % | ||||||
First Horizon National Corp. | 84,293 | 804,155 | 0.28 | % | ||||||
Marsh & | ||||||||||
McLennan Companies, Inc. | 203,850 | 6,358,082 | 2.22 | % | ||||||
Northern Trust Corp. | 126,435 | 5,810,953 | 2.03 | % | ||||||
The Charles Schwab Corp. | 354,073 | 5,824,501 | 2.03 | % | ||||||
Weingarten Realty Investors | 176,500 | 4,440,740 | 1.55 | % | ||||||
Willis Group Holdings PLC | 150,420 | 6,183,766 | 2.16 | % | ||||||
Wintrust Financial Corp. | 177,276 | 5,704,742 | 1.99 | % | ||||||
Zions Bancorporation | 132,707 | 3,186,295 | 1.11 | % | ||||||
55,154,426 | ||||||||||
Health Care - 4.64% | ||||||||||
Brookdale Senior Living, Inc. (I) | 281,904 | 6,836,172 | 2.39 | % | ||||||
Healthsouth Corp. (I) | 246,108 | 6,460,335 | 2.25 | % | ||||||
13,296,507 | ||||||||||
Industrials - 11.49% | ||||||||||
Avery Dennison Corp. | 181,788 | 7,022,470 | 2.45 | % | ||||||
Goodrich Corp. | 85,653 | 8,179,862 | 2.85 | % | ||||||
Snap-On, Inc. | 147,435 | 9,211,739 | 3.22 | % | ||||||
Swift Transporation Company (I) | 238,256 | 3,228,369 | 1.13 | % | ||||||
The Babcock & | ||||||||||
Wilcox Company (I) | 190,695 | 5,284,158 | 1.84 | % | ||||||
32,926,598 | ||||||||||
Information Technology - 8.32% | ||||||||||
Diebold, Inc. | 174,642 | 5,415,648 | 1.89 | % | ||||||
Fidelity National | ||||||||||
Information Services, Inc. | 224,835 | 6,922,670 | 2.41 | % | ||||||
Flextronics International, Ltd. (I) | 500,781 | 3,215,014 | 1.12 | % | ||||||
Zebra | ||||||||||
Technologies Corp., Class A (I) | 196,864 | 8,301,755 | 2.90 | % | ||||||
23,855,087 | ||||||||||
Materials - 7.18% | ||||||||||
Sonoco Products Company | 164,585 | 5,849,351 | 2.04 | % | ||||||
Valspar Corp. | 161,575 | 5,826,395 | 2.03 | % | ||||||
W.R. Grace & Company (I) | 195,304 | 8,911,722 | 3.11 | % | ||||||
20,587,468 | ||||||||||
Telecommunication Services - 2.62% | ||||||||||
TW Telecom, Inc. (I) | 366,094 | 7,515,910 | 2.62 | % | ||||||
Utilities - 8.31% | ||||||||||
CenterPoint Energy, Inc. | 293,348 | 5,676,284 | 1.98 | % | ||||||
Edison International | 216,241 | 8,379,339 | 2.92 | % | ||||||
Great Plains Energy, Inc. | 238,212 | 4,938,135 | 1.72 | % | ||||||
Wisconsin Energy Corp. | 154,099 | 4,831,004 | 1.69 | % | ||||||
23,824,762 | ||||||||||
TOTAL COMMON STOCKS (Cost $212,791,313) | $ | 270,591,202 | ||||||||
SHORT-TERM INVESTMENTS - 5.00% | ||||||||||
Money Market Funds - 5.00% | ||||||||||
State Street Institutional Liquid | ||||||||||
Reserves Fund, 0.1511% (Y) | $ | 14,321,089 | $ | 14,321,089 | 5.00 | % | ||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $14,321,089) | $ | 14,321,089 | ||||||||
Total Investments (Value Trust) | ||||||||||
(Cost $227,112,402) - 99.39% | $ | 284,912,291 | 99.39 | % | ||||||
Other Assets And Liabilities, Net - 0.61% | 1,749,782 | 0.61 | % | |||||||
TOTAL NET ASSETS - 100.00% | $ | 286,662,073 | 100.00 | % |
The accompanying notes are an integral part of the financial statements.
66
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Value & Restructuring Trust | ||||||||||
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 100.66% | ||||||||||
Consumer Discretionary - 4.51% | ||||||||||
Ford Motor Company (I) | 214,400 | $ | 2,956,576 | 0.91 | % | |||||
Newell Rubbermaid, Inc. | 164,300 | 2,592,654 | 0.80 | % | ||||||
TJX Companies, Inc. | 157,800 | 8,289,234 | 2.55 | % | ||||||
OTHER SECURITIES | 834,538 | 0.25 | % | |||||||
14,673,002 | ||||||||||
Consumer Staples - 5.50% | ||||||||||
Lorillard, Inc. | 162,100 | 17,647,827 | 5.42 | % | ||||||
OTHER SECURITIES | 270,400 | 0.08 | % | |||||||
17,918,227 | ||||||||||
Energy - 22.79% | ||||||||||
Alpha Natural Resources, Inc. (I) | 243,800 | 11,078,272 | 3.40 | % | ||||||
Anadarko Petroleum Corp. | 93,600 | 7,184,736 | 2.21 | % | ||||||
Apache Corp. | 11,400 | 1,406,646 | 0.43 | % | ||||||
ConocoPhillips | 138,500 | 10,413,815 | 3.20 | % | ||||||
CONSOL Energy, Inc. | 213,500 | 10,350,480 | 3.18 | % | ||||||
Devon Energy Corp. | 133,800 | 10,544,778 | 3.24 | % | ||||||
Murphy Oil Corp. | 43,000 | 2,823,380 | 0.87 | % | ||||||
Noble Energy, Inc. | 95,500 | 8,559,665 | 2.63 | % | ||||||
Petroleo Brasileiro SA, ADR | 311,400 | 10,544,004 | 3.24 | % | ||||||
OTHER SECURITIES | 1,282,840 | 0.39 | % | |||||||
74,188,616 | ||||||||||
Financials - 13.52% | ||||||||||
ACE, Ltd. | 164,700 | 10,840,554 | 3.33 | % | ||||||
AIA Group, Ltd. (I) | 781,347 | 2,724,432 | 0.84 | % | ||||||
Apollo Investment Corp. | 208,000 | 2,123,680 | 0.65 | % | ||||||
Invesco, Ltd. | 248,000 | 5,803,200 | 1.78 | % | ||||||
JPMorgan Chase & Company | 140,100 | 5,735,694 | 1.76 | % | ||||||
Loews Corp. | 94,600 | 3,981,714 | 1.22 | % | ||||||
MetLife, Inc. (L) | 145,500 | 6,383,085 | 1.96 | % | ||||||
PNC Financial Services Group, Inc. | 64,600 | 3,850,806 | 1.18 | % | ||||||
OTHER SECURITIES | 2,572,548 | 0.80 | % | |||||||
44,015,713 | ||||||||||
Health Care - 6.17% | ||||||||||
AmerisourceBergen Corp. (L) | 244,200 | 10,109,880 | 3.10 | % | ||||||
Baxter International, Inc. | 59,500 | 3,551,555 | 1.09 | % | ||||||
Pfizer, Inc. | 201,000 | 4,140,600 | 1.27 | % | ||||||
Warner Chilcott PLC, Class A | 95,200 | 2,297,176 | 0.71 | % | ||||||
20,099,211 | ||||||||||
Industrials - 19.33% | ||||||||||
Aecom Technology Corp. (I)(L) | 88,400 | 2,416,856 | 0.74 | % | ||||||
AerCap Holdings NV (I) | 266,500 | 3,467,165 | 1.07 | % | ||||||
AGCO Corp. (I)(L) | 102,500 | 5,059,400 | 1.55 | % | ||||||
Bombardier, Inc. | 215,100 | 1,548,720 | 0.48 | % | ||||||
Copa Holdings SA, Class A | 98,195 | 6,553,534 | 2.01 | % | ||||||
Eaton Corp. | 179,300 | 9,224,985 | 2.83 | % | ||||||
Stanley Black & Decker, Inc. | 61,100 | 4,402,255 | 1.35 | % | ||||||
Tyco International, Ltd. | 120,000 | 5,931,600 | 1.82 | % | ||||||
Union Pacific Corp. | 159,800 | 16,683,120 | 5.13 | % | ||||||
United Technologies Corp. | 86,400 | 7,647,264 | 2.35 | % | ||||||
62,934,899 | ||||||||||
Information Technology - 8.59% | ||||||||||
Cisco Systems, Inc. | 110,100 | 1,718,661 | 0.53 | % | ||||||
Harris Corp. (L) | 212,200 | 9,561,732 | 2.94 | % | ||||||
International | ||||||||||
Business Machines Corp. | 74,400 | 12,763,320 | 3.92 | % | ||||||
Xerox Corp. | 147,500 | 1,535,475 | 0.47 | % | ||||||
OTHER SECURITIES | 2,392,467 | 0.73 | % | |||||||
27,971,655 | ||||||||||
Materials - 15.72% | ||||||||||
Celanese Corp., Series A | 265,100 | 14,132,481 | 4.34 | % | ||||||
Cliffs Natural Resources, Inc. (L) | 42,600 | $ | 3,938,370 | 1.21 | % | |||||
Freeport-McMoRan Copper | ||||||||||
& Gold, Inc. | 161,200 | 8,527,480 | 2.62 | % | ||||||
Grupo Mexico SAB de CV, Series B | 1,250,000 | 4,127,343 | 1.27 | % | ||||||
Lanxess AG | 92,900 | 7,616,161 | 2.34 | % | ||||||
Methanex Corp. | 60,900 | 1,911,042 | 0.59 | % | ||||||
PPG Industries, Inc. | 22,300 | 2,024,617 | 0.62 | % | ||||||
Schnitzer Steel Industries, Inc. (L) | 43,700 | 2,517,120 | 0.77 | % | ||||||
Southern Copper Corp. (L) | 166,000 | 5,456,420 | 1.68 | % | ||||||
OTHER SECURITIES | 940,324 | 0.28 | % | |||||||
51,191,358 | ||||||||||
Telecommunication Services - 4.53% | ||||||||||
America Movil SAB de CV, | ||||||||||
Series L, ADR | 245,300 | 13,216,764 | 4.06 | % | ||||||
OTHER SECURITIES | 1,513,728 | 0.47 | % | |||||||
14,730,492 | ||||||||||
TOTAL COMMON STOCKS (Cost $261,851,015) | $ | 327,723,173 | ||||||||
PREFERRED SECURITIES - 1.50% | ||||||||||
Energy - 0.22% | ||||||||||
Apache Corp., Series D 6.000% (L) | 11,000 | 725,120 | 0.22 | % | ||||||
Financials - 1.28% | ||||||||||
Hartford Financial Services | ||||||||||
Group, Inc., Series F 7.250% (L) | 49,500 | 1,289,970 | 0.40 | % | ||||||
OTHER SECURITIES | 2,853,392 | 0.88 | % | |||||||
4,143,362 | ||||||||||
TOTAL PREFERRED SECURITIES (Cost $4,745,246) | $ | 4,868,482 | ||||||||
CONVERTIBLE BONDS - 0.23% | ||||||||||
Financials - 0.23% | ||||||||||
Apollo Investment Corp. | ||||||||||
5.750%, 01/15/2016 (I)(S) | $ | 753,000 | $ | 741,705 | 0.23 | % | ||||
TOTAL CONVERTIBLE BONDS (Cost $742,563) | $ | 741,705 | ||||||||
WARRANTS - 0.19% | ||||||||||
Hartford Financial Services | ||||||||||
Group, Inc. (Expiration Date: | ||||||||||
06/26/2019, Strike | ||||||||||
Price: $9.79) (I) | 34,300 | 613,627 | 0.19 | % | ||||||
TOTAL WARRANTS (Cost $548,281) | $ | 613,627 | ||||||||
SECURITIES LENDING COLLATERAL - 8.35% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.2447% (W)(Y) | 2,716,993 | 27,191,396 | 8.35 | % | ||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $27,190,600) | $ | 27,191,396 | ||||||||
SHORT-TERM INVESTMENTS - 0.08% | ||||||||||
Repurchase Agreement - 0.08% | $ | 262,000 | 0.08 | % | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $262,000) | $ | 262,000 | ||||||||
Total Investments (Value & Restructuring Trust) | ||||||||||
(Cost $295,339,705) - 111.01% | $ | 361,400,383 | 111.01 | % | ||||||
Other Assets And Liabilities, Net - (11.01%) | (35,839,338 | ) | (11.01 | )% | ||||||
TOTAL NET ASSETS - 100.00% | $ | 325,561,045 | 100.00 | % |
The accompanying notes are an integral part of the financial statements.
67
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Footnotes
Percentages are stated as a percent of net assets.
Key to Currency Abbreviations
EUR | - Euro |
INR | - Indian Rupee |
Key to Security Abbreviations and Legend | |
ADR | - American Depositary Receipts |
GDR | - Global Depositary Receipts |
SPDR | - Standard & Poor’s Depositary Receipts |
TBA | - To Be Announced |
(A) | The subadviser is an affiliate of the adviser. |
(F) | All or portion of this security is held at a broker to meet the margin requirements for futures contracts. |
(G) | The Fund’s sub-adviser is shown parenthetically. |
(I) | Non-income producing security. |
(L) | All or a portion of the security is on loan as of June 30, 2011. |
(M) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end unless the investment is unsettled. |
(P) | Variable rate obligation. Securities reset coupon rates periodically. The coupon rate shown represents the rate at period end. |
(S) | The securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold to qualified institutional buyers, in transactions exempt from registration. |
(W) | Investment is an affiliate of the Fund, the adviser and/or subadviser. |
Also, it represents the investment of securities lending collateral received. | |
(Y) | The rate shown is the annualized seven-day yield as of June 30, 2011. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
(2) | Manulife Asset Management (North America) Limited is doing business as John Hancock Asset Management. |
The accompanying notes are an integral part of the financial statements.
68
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | All Cap Core Trust | | All Cap Value Trust | | Alpha Opportunities Trust | | American Asset Allocation Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 343,503,164 | $ | 427,483,813 | $ | 807,292,151 | $ | 1,789,190,051 | |||||||||||||||
Investments in affiliated issuers, at value (Note 2) | 43,305,163 | 14,116,365 | 91,899,635 | — | |||||||||||||||||||
Securities loaned, at value (Note 2) | 42,186,254 | 13,774,826 | 89,279,868 | — | |||||||||||||||||||
Repurchase agreements, at value (Note 2) | — | 24,708,000 | 49,000,000 | — | |||||||||||||||||||
Total investments, at value | 428,994,581 | 480,083,004 | 1,037,471,654 | 1,789,190,051 | |||||||||||||||||||
Cash | — | 124 | 15,916 | — | |||||||||||||||||||
Foreign currency, at value | — | — | 22,463 | — | |||||||||||||||||||
Cash held at broker for futures contracts | 383,843 | — | — | — | |||||||||||||||||||
Receivable for investments sold | 11,704 | 3,192,738 | 11,852,700 | 1,193,521 | |||||||||||||||||||
Receivable for forward foreign currency exchange contracts (Note 3) | — | — | 101,326 | — | |||||||||||||||||||
Receivable for fund shares sold | — | 262,743 | 7,305 | — | |||||||||||||||||||
Dividends and interest receivable | 397,002 | 194,529 | 629,672 | — | |||||||||||||||||||
Receivable for securities lending income | 7,562 | 4,907 | 50,415 | — | |||||||||||||||||||
Receivable for futures variation margin | 92,370 | — | — | — | |||||||||||||||||||
Other assets | 78 | 36 | 45 | 129 | |||||||||||||||||||
Total assets | 429,887,140 | 483,738,081 | 1,050,151,496 | 1,790,383,701 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | — | 17,928,339 | 15,385,644 | — | |||||||||||||||||||
Payable for fund shares repurchased | 71,064 | 3,334 | — | 1,159,948 | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | 43,305,352 | 14,122,474 | 91,906,113 | — | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 9,555 | 10,050 | 23,209 | 44,570 | |||||||||||||||||||
Trustees’ fees | 112 | — | 328 | 638 | |||||||||||||||||||
Other liabilities and accrued expenses | 30,351 | 33,685 | 83,870 | 91,146 | |||||||||||||||||||
Total liabilities | 43,416,434 | 32,097,882 | 107,399,164 | 1,296,302 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 736,128,500 | $ | 375,936,792 | $ | 659,941,631 | $ | 1,561,774,639 | |||||||||||||||
Undistributed net investment income (loss) | 2,852,743 | 1,026,863 | 615,152 | 863,582 | |||||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (382,810,157 | ) | 17,455,533 | 209,002,066 | (87,741,910 | ) | |||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 30,299,620 | 57,221,011 | 73,193,483 | 314,191,088 | |||||||||||||||||||
Net assets | $ | 386,470,706 | $ | 451,640,199 | $ | 942,752,332 | $ | 1,789,087,399 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 355,482,740 | $ | 408,745,891 | $ | 872,481,251 | $ | 1,474,998,963 | |||||||||||||||
Investments in affiliated issuers, at cost | $ | 43,304,591 | $ | 14,116,123 | $ | 91,898,396 | — | ||||||||||||||||
Foreign currency, at cost | — | — | $ | 22,352 | — | ||||||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 84,006,464 | $ | 36,838,149 | $ | 316,916 | $ | 210,821,709 | |||||||||||||||
Shares outstanding | 4,671,372 | 4,170,568 | 19,608 | 18,201,717 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 17.98 | $ | 8.83 | $ | 16.16 | $ | 11.58 | |||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 9,087,521 | $ | 33,876,726 | — | $ | 1,421,867,463 | ||||||||||||||||
Shares outstanding | 506,581 | 3,846,445 | — | 122,819,944 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 17.94 | $ | 8.81 | — | $ | 11.58 | ||||||||||||||||
Series III | |||||||||||||||||||||||
Net assets | — | — | — | $ | 156,398,227 | ||||||||||||||||||
Shares outstanding | — | — | — | 13,491,190 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | — | — | — | $ | 11.59 | ||||||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 293,376,721 | $ | 380,925,324 | $ | 942,435,416 | — | ||||||||||||||||
Shares outstanding | 16,307,171 | 43,283,071 | 58,281,655 | — | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 17.99 | $ | 8.80 | $ | 16.17 | — |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | American Blue Chip Income and Growth Trust | | American Bond Trust | | American Fundamental Holdings Trust | | American Global Diversification Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 288,445,152 | $ | 959,573,667 | $ | 1,179,077,354 | $ | 874,931,941 | |||||||||||||||
Total investments, at value | 288,445,152 | 959,573,667 | 1,179,077,354 | 874,931,941 | |||||||||||||||||||
Receivable for investments sold | — | 10,001,941 | 420,491 | 850,064 | |||||||||||||||||||
Receivable for fund shares sold | 1,467,296 | 7,877 | 1,007 | 421 | |||||||||||||||||||
Other assets | 35 | 103 | 79 | 76 | |||||||||||||||||||
Total assets | 289,912,483 | 969,583,588 | 1,179,498,931 | 875,782,502 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | 1,340,096 | — | — | — | |||||||||||||||||||
Payable for fund shares repurchased | 123,767 | 9,993,130 | 396,787 | 831,518 | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 7,090 | 24,314 | 29,399 | 21,910 | |||||||||||||||||||
Trustees’ fees | 53 | 424 | 538 | 458 | |||||||||||||||||||
Other liabilities and accrued expenses | 23,135 | 56,302 | 66,230 | 52,330 | |||||||||||||||||||
Total liabilities | 1,494,141 | 10,074,170 | 492,954 | 906,216 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 267,255,963 | $ | 1,006,419,650 | $ | 1,016,016,176 | $ | 804,467,703 | |||||||||||||||
Undistributed net investment income (loss) | 254,880 | 1,637,848 | (83,695 | ) | 1,711,105 | ||||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (18,151,776 | ) | (61,939,446 | ) | (46,123,648 | ) | (47,328,326 | ) | |||||||||||||||
Net unrealized appreciation (depreciation) on investments | 39,059,275 | 13,391,366 | 209,197,144 | 116,025,804 | |||||||||||||||||||
Net assets | $ | 288,418,342 | $ | 959,509,418 | $ | 1,179,005,977 | $ | 874,876,286 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 249,385,877 | $ | 946,182,301 | $ | 969,880,210 | $ | 758,906,137 | |||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 44,602,221 | $ | 8,100,542 | $ | 2,704,859 | $ | 10,251,043 | |||||||||||||||
Shares outstanding | 3,798,965 | 655,200 | 251,724 | 953,282 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.74 | $ | 12.36 | $ | 10.75 | $ | 10.75 | |||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 78,043,486 | $ | 727,946,628 | $ | 1,112,021,739 | $ | 864,523,930 | |||||||||||||||
Shares outstanding | 6,650,783 | 58,933,645 | 103,476,063 | 80,424,058 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.73 | $ | 12.35 | $ | 10.75 | $ | 10.75 | |||||||||||||||
Series III | |||||||||||||||||||||||
Net assets | $ | 165,772,635 | $ | 223,462,248 | $ | 64,279,379 | $ | 101,313 | |||||||||||||||
Shares outstanding | 14,118,895 | 18,068,435 | 5,972,341 | 9,409 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.74 | $ | 12.37 | $ | 10.76 | $ | 10.77 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | American Global Growth Trust | | American Global Small Capitalization Trust | | American Growth Trust | | American Growth-Income Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 194,931,018 | $ | 104,849,037 | $ | 1,311,591,570 | $ | 1,205,009,376 | |||||||||||||||
Total investments, at value | 194,931,018 | 104,849,037 | 1,311,591,570 | 1,205,009,376 | |||||||||||||||||||
Receivable for fund shares sold | 306,729 | 854,595 | 9,841,252 | 3,172,653 | |||||||||||||||||||
Other assets | 38 | 27 | 86 | 65 | |||||||||||||||||||
Total assets | 195,237,785 | 105,703,659 | 1,321,432,908 | 1,208,182,094 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | 302,407 | 852,947 | 9,790,204 | 3,106,890 | |||||||||||||||||||
Payable for fund shares repurchased | 399 | — | 26,260 | 43,262 | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 4,863 | 2,608 | 32,234 | 29,988 | |||||||||||||||||||
Trustees’ fees | 102 | 93 | 621 | 628 | |||||||||||||||||||
Other liabilities and accrued expenses | 20,950 | 17,265 | 72,001 | 68,462 | |||||||||||||||||||
Total liabilities | 328,721 | 872,913 | 9,921,320 | 3,249,230 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 220,710,627 | $ | 110,886,937 | $ | 1,321,211,182 | $ | 1,214,480,457 | |||||||||||||||
Undistributed net investment income (loss) | (120,628 | ) | 961,366 | (615,609 | ) | (453,158 | ) | ||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (31,566,133 | ) | (40,516,912 | ) | (100,742,726 | ) | (100,495,631 | ) | |||||||||||||||
Net unrealized appreciation (depreciation) on investments | 5,885,198 | 33,499,355 | 91,658,741 | 91,401,196 | |||||||||||||||||||
Net assets | $ | 194,909,064 | $ | 104,830,746 | $ | 1,311,511,588 | $ | 1,204,932,864 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 189,045,820 | $ | 71,349,682 | $ | 1,219,932,829 | $ | 1,113,608,180 | |||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 669,563 | $ | 254,537 | $ | 112,048,592 | $ | 229,885,171 | |||||||||||||||
Shares outstanding | 56,753 | 25,033 | 6,775,070 | 14,789,185 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.80 | $ | 10.17 | $ | 16.54 | $ | 15.54 | |||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 190,522,163 | $ | 69,430,771 | $ | 1,099,490,414 | $ | 893,383,229 | |||||||||||||||
Shares outstanding | 16,184,211 | 6,859,527 | 66,732,733 | 57,595,990 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.77 | $ | 10.12 | $ | 16.48 | $ | 15.51 | |||||||||||||||
Series III | |||||||||||||||||||||||
Net assets | $ | 3,717,338 | $ | 35,145,438 | $ | 99,972,582 | $ | 81,664,464 | |||||||||||||||
Shares outstanding | 315,407 | 3,459,968 | 6,058,850 | 5,256,621 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.79 | $ | 10.16 | $ | 16.50 | $ | 15.54 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | American High-Income Bond Trust | | American International Trust | | American New World Trust | | Balanced Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 105,515,342 | $ | 845,308,017 | $ | 99,188,472 | $ | 124,111,670 | |||||||||||||||
Investments in affiliated issuers, at value (Note 2) | — | — | — | 3,597,777 | |||||||||||||||||||
Securities loaned, at value (Note 2) | — | — | — | 3,514,760 | |||||||||||||||||||
Total investments, at value | 105,515,342 | 845,308,017 | 99,188,472 | 131,224,207 | |||||||||||||||||||
Foreign currency, at value | — | — | — | 47,352 | |||||||||||||||||||
Receivable for investments sold | 30,220 | 3,802,896 | — | 507,725 | |||||||||||||||||||
Receivable for fund shares sold | 74,553 | — | 236,893 | 114 | |||||||||||||||||||
Dividends and interest receivable | — | — | — | 409,631 | |||||||||||||||||||
Receivable for securities lending income | — | — | — | 1,369 | |||||||||||||||||||
Other assets | 30 | 57 | 27 | 51 | |||||||||||||||||||
Total assets | 105,620,145 | 849,110,970 | 99,425,392 | 132,190,449 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | — | — | 180,953 | 1,185,247 | |||||||||||||||||||
Payable for fund shares repurchased | 103,223 | 3,786,575 | 53,993 | 223 | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | — | — | — | 3,598,144 | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 2,660 | 21,301 | 2,494 | 3,059 | |||||||||||||||||||
Trustees’ fees | 30 | 458 | 80 | — | |||||||||||||||||||
Other liabilities and accrued expenses | 16,220 | 52,010 | 16,582 | 35,786 | |||||||||||||||||||
Total liabilities | 122,133 | 3,860,344 | 254,102 | 4,822,459 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 101,796,634 | $ | 896,578,142 | $ | 98,187,476 | $ | 112,150,141 | |||||||||||||||
Undistributed net investment income (loss) | 1,041,579 | (579,665 | ) | 160,918 | 1,089,393 | ||||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (8,422,406 | ) | (53,848,798 | ) | (16,731,212 | ) | 1,867,394 | ||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 11,082,205 | 3,100,947 | 17,554,108 | 12,261,062 | |||||||||||||||||||
Net assets | $ | 105,498,012 | $ | 845,250,626 | $ | 99,171,290 | $ | 127,367,990 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 94,433,137 | $ | 842,207,070 | $ | 81,634,364 | $ | 115,365,840 | |||||||||||||||
Investments in affiliated issuers, at cost | — | — | — | $ | 3,597,732 | ||||||||||||||||||
Foreign currency, at cost | — | — | — | $ | 47,262 | ||||||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 1,026,151 | $ | 108,854,231 | $ | 8,517,179 | $ | 820,152 | |||||||||||||||
Shares outstanding | 89,819 | 6,397,958 | 614,070 | 47,857 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.42 | $ | 17.01 | $ | 13.87 | $ | 17.14 | |||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 60,539,026 | $ | 694,033,323 | $ | 87,685,525 | — | ||||||||||||||||
Shares outstanding | 5,309,990 | 40,851,899 | 6,330,354 | — | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.40 | $ | 16.99 | $ | 13.85 | — | ||||||||||||||||
Series III | |||||||||||||||||||||||
Net assets | $ | 43,932,835 | $ | 42,363,072 | $ | 2,968,586 | — | ||||||||||||||||
Shares outstanding | 3,850,152 | 2,493,276 | 214,188 | — | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.41 | $ | 16.99 | $ | 13.86 | — | ||||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | — | — | — | $ | 126,547,838 | ||||||||||||||||||
Shares outstanding | — | — | — | 7,381,932 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | — | — | — | $ | 17.14 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | Blue Chip Growth Trust | | Capital Appreciation Trust | | Capital Appreciation Value Trust | | Core Allocation Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 1,790,782,332 | $ | 1,063,243,163 | $ | 328,052,063 | — | ||||||||||||||||
Investments in affiliated issuers, at value (Note 2) | 60,971,536 | 75,221,749 | 15,562,601 | — | |||||||||||||||||||
Investments in affiliated funds, at value (Note 9) | — | — | — | $ | 120,937,604 | ||||||||||||||||||
Securities loaned, at value (Note 2) | 59,650,932 | 73,635,690 | 15,208,906 | — | |||||||||||||||||||
Repurchase agreements, at value (Note 2) | — | — | 1,995,000 | — | |||||||||||||||||||
Total investments, at value | 1,911,404,800 | 1,212,100,602 | 360,818,570 | 120,937,604 | |||||||||||||||||||
Cash | — | — | 723 | — | |||||||||||||||||||
Foreign currency, at value | — | — | 80,014 | — | |||||||||||||||||||
Receivable for investments sold | 7,811,830 | 18,302,735 | 1,027,676 | 46,658 | |||||||||||||||||||
Receivable for fund shares sold | 170,075 | 99,796 | 15 | — | |||||||||||||||||||
Dividends and interest receivable | 1,194,143 | 700,793 | 772,435 | — | |||||||||||||||||||
Receivable for securities lending income | 9,537 | 21,628 | 4,609 | — | |||||||||||||||||||
Other assets | 147 | 133 | 24 | 21 | |||||||||||||||||||
Total assets | 1,920,590,532 | 1,231,225,687 | 362,704,066 | 120,984,283 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Due to custodian | — | 334,194 | — | — | |||||||||||||||||||
Payable for investments purchased | 3,371,014 | 4,742,125 | 1,800,217 | — | |||||||||||||||||||
Payable for fund shares repurchased | 184,874 | 158,095 | 81,196 | 45,726 | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | 60,977,196 | 75,226,989 | 15,569,240 | — | |||||||||||||||||||
Written options, at value (Note 3) | — | — | 660,204 | — | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 45,303 | 28,151 | 8,510 | 2,958 | |||||||||||||||||||
Trustees’ fees | 682 | 918 | 113 | — | |||||||||||||||||||
Other liabilities and accrued expenses | 84,697 | 67,409 | 41,012 | 26,670 | |||||||||||||||||||
Total liabilities | 64,663,766 | 80,557,881 | 18,160,492 | 75,354 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 1,776,612,428 | $ | 1,066,881,155 | $ | 272,864,753 | $ | 110,193,964 | |||||||||||||||
Undistributed net investment income (loss) | 734,702 | 1,544,589 | 2,302,070 | (185,101 | ) | ||||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (395,543,034 | ) | (193,035,204 | ) | 29,523,937 | 1,044,733 | |||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 474,122,670 | 275,277,266 | 39,852,814 | 9,855,333 | |||||||||||||||||||
Net assets | $ | 1,855,926,766 | $ | 1,150,667,806 | $ | 344,543,574 | $ | 120,908,929 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 1,376,311,915 | $ | 861,602,247 | $ | 305,734,672 | — | ||||||||||||||||
Investments in affiliated issuers, at cost | $ | 60,970,215 | $ | 75,221,156 | $ | 15,562,190 | $ | 111,082,271 | |||||||||||||||
Foreign currency, at cost | — | — | $ | 80,059 | — | ||||||||||||||||||
Premiums received on written options | — | — | $ | 990,909 | — | ||||||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 317,365,706 | $ | 211,632,193 | $ | 848,622 | $ | 12,227,190 | |||||||||||||||
Shares outstanding | 14,709,524 | 19,659,965 | 69,652 | 731,142 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 21.58 | $ | 10.76 | $ | 12.18 | $ | 16.72 | |||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 135,694,612 | $ | 82,929,638 | $ | 336,306,547 | $ | 108,628,461 | |||||||||||||||
Shares outstanding | 6,326,483 | 7,781,984 | 27,655,658 | 6,501,809 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 21.45 | $ | 10.66 | $ | 12.16 | $ | 16.71 | |||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 1,402,866,448 | $ | 856,105,975 | $ | 7,388,405 | $ | 53,277 | |||||||||||||||
Shares outstanding | 65,116,125 | 79,518,148 | 606,955 | 3,186 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 21.54 | $ | 10.77 | $ | 12.17 | $ | 16.72 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | Core Allocation Plus Trust | | Core Disciplined Diversification Trust | | Core Diversified Growth & Income Trust | | Core Fundamental Holdings Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 211,564,456 | — | $ | 2,528,602 | $ | 174,268,996 | ||||||||||||||||
Investments in affiliated issuers, at value (Note 2) | 16,051,678 | — | — | — | |||||||||||||||||||
Investments in affiliated funds, at value (Note 9) | — | $ | 201,269,223 | 1,683,840 | 116,125,635 | ||||||||||||||||||
Securities loaned, at value (Note 2) | 15,644,940 | — | — | — | |||||||||||||||||||
Repurchase agreements, at value (Note 2) | 47,600,000 | — | — | — | |||||||||||||||||||
Total investments, at value | 290,861,074 | 201,269,223 | 4,212,442 | 290,394,631 | |||||||||||||||||||
Cash | 44,229 | — | 2,614 | — | |||||||||||||||||||
Foreign currency, at value | 139,725 | — | — | — | |||||||||||||||||||
Cash held at broker for futures contracts | 1,292,536 | — | — | — | |||||||||||||||||||
Cash collateral for swap contracts | 425,000 | — | — | — | |||||||||||||||||||
Receivable for investments sold | 3,743,488 | — | 49 | — | |||||||||||||||||||
Receivable for forward foreign currency exchange contracts (Note 3) | 48,353 | — | — | — | |||||||||||||||||||
Receivable for fund shares sold | 1,677 | 101,223 | — | 29,779 | |||||||||||||||||||
Dividends and interest receivable | 942,413 | — | — | — | |||||||||||||||||||
Receivable for securities lending income | 7,870 | — | — | — | |||||||||||||||||||
Receivable for futures variation margin | 244,238 | — | — | — | |||||||||||||||||||
Receivable due from adviser | — | — | 111 | — | |||||||||||||||||||
Other assets | 28 | 33 | 19 | 48 | |||||||||||||||||||
Total assets | 297,750,631 | 201,370,479 | 4,215,235 | 290,424,458 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | 3,296,724 | 99,453 | — | 23,738 | |||||||||||||||||||
Payable for delayed delivery securities purchased | 8,919,751 | — | — | — | |||||||||||||||||||
Payable for forward foreign currency exchange contracts (Note 3) | 75,141 | — | — | — | |||||||||||||||||||
Payable for fund shares repurchased | 46,420 | — | — | 1,448 | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | 16,050,301 | — | — | — | |||||||||||||||||||
Swap contracts, at value (Note 3) | 965,316 | — | — | — | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 6,652 | 4,840 | 99 | 7,128 | |||||||||||||||||||
Trustees’ fees | 5 | — | — | — | |||||||||||||||||||
Investment management fees | — | 116 | — | 68 | |||||||||||||||||||
Other liabilities and accrued expenses | 50,813 | 27,210 | 17,927 | 30,744 | |||||||||||||||||||
Total liabilities | 29,411,123 | 131,619 | 18,026 | 63,126 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 220,974,654 | $ | 180,860,623 | $ | 3,925,484 | $ | 260,928,660 | |||||||||||||||
Undistributed net investment income (loss) | 2,342,305 | (332,049 | ) | (2,134 | ) | (318,094 | ) | ||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 26,740,409 | 1,546,727 | (40,808 | ) | 2,445,673 | ||||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 18,282,140 | 19,163,559 | 314,667 | 27,305,093 | |||||||||||||||||||
Net assets | $ | 268,339,508 | $ | 201,238,860 | $ | 4,197,209 | $ | 290,361,332 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 256,975,875 | — | $ | 2,353,075 | $ | 159,343,945 | ||||||||||||||||
Investments in affiliated issuers, at cost | $ | 16,051,454 | $ | 182,105,664 | $ | 1,544,700 | $ | 103,745,593 | |||||||||||||||
Foreign currency, at cost | $ | 139,610 | — | — | — | ||||||||||||||||||
Net unamortized upfront payment on swaps | ($960,013 | ) | — | — | — | ||||||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 27,505,063 | — | $ | 3,227,209 | $ | 27,312 | ||||||||||||||||
Shares outstanding | 2,405,120 | — | 255,517 | 1,671.93 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.44 | — | $ | 12.63 | $ | 16.34 | ||||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 162,050,574 | $ | 201,210,980 | $ | 752,633 | $ | 267,828,514 | |||||||||||||||
Shares outstanding | 14,173,418 | 11,425,872 | 59,648 | 16,406,277 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.43 | $ | 17.61 | $ | 12.62 | $ | 16.32 | |||||||||||||||
Series III | |||||||||||||||||||||||
Net assets | — | — | $ | 108,372 | $ | 22,505,507 | |||||||||||||||||
Shares outstanding | — | — | 8,577.19 | 1,377,411 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | — | — | $ | 12.63 | $ | 16.34 | |||||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 78,783,871 | $ | 27,880 | $ | 108,995 | — | ||||||||||||||||
Shares outstanding | 6,887,878 | 1,582 | 8,625 | — | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.44 | $ | 17.62 | $ | 12.64 | — |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | Core Global Diversification Trust | | Disciplined Diversification Trust | | Emerging Markets Value Trust | | Equity- Income Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 207,846,795 | $ | 347,703,856 | $ | 1,029,518,416 | $ | 2,059,178,032 | |||||||||||||||
Investments in affiliated issuers, at value (Note 2) | — | 22,226,704 | 43,551,573 | 101,281,867 | |||||||||||||||||||
Investments in affiliated funds, at value (Note 9) | 139,086,977 | — | — | — | |||||||||||||||||||
Securities loaned, at value (Note 2) | — | 21,677,654 | 42,151,175 | 98,854,508 | |||||||||||||||||||
Total investments, at value | 346,933,772 | 391,608,214 | 1,115,221,164 | 2,259,314,407 | |||||||||||||||||||
Foreign currency, at value | — | 536,428 | 1,714,554 | — | |||||||||||||||||||
Receivable for investments sold | — | 19,042 | 1,984,175 | 4,115,496 | |||||||||||||||||||
Receivable for fund shares sold | 508,537 | 1,735 | 39,940 | 50,296 | |||||||||||||||||||
Dividends and interest receivable | — | 1,722,118 | 3,540,946 | 4,005,129 | |||||||||||||||||||
Receivable for securities lending income | — | 10,364 | 10,710 | 20,131 | |||||||||||||||||||
Other assets | 165 | 30 | 102 | 110 | |||||||||||||||||||
Total assets | 347,442,474 | 393,897,931 | 1,122,511,591 | 2,267,505,569 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | 501,393 | 76,767 | 1,841,165 | 8,270,540 | |||||||||||||||||||
Payable for fund shares repurchased | 1,538 | 17,852 | — | 268,295 | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | — | 22,223,541 | 43,544,756 | 101,316,841 | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 8,458 | 9,231 | 26,819 | 53,327 | |||||||||||||||||||
Trustees’ fees | 18 | 3 | 646 | 300 | |||||||||||||||||||
Investment management fees | 115 | — | — | — | |||||||||||||||||||
Other liabilities and accrued expenses | 31,815 | 117,651 | 305,937 | 219,237 | |||||||||||||||||||
Total liabilities | 543,337 | 22,445,045 | 45,719,323 | 110,128,540 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 317,712,391 | $ | 291,186,744 | $ | 649,039,712 | $ | 1,960,251,596 | |||||||||||||||
Undistributed net investment income (loss) | (385,287 | ) | 3,755,604 | 6,897,227 | 24,905,970 | ||||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 4,612,161 | (244,346 | ) | 188,976,276 | (172,474,416 | ) | |||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 24,959,872 | 76,754,884 | 231,879,053 | 344,693,879 | |||||||||||||||||||
Net assets | $ | 346,899,137 | $ | 371,452,886 | $ | 1,076,792,268 | $ | 2,157,377,029 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 194,545,264 | $ | 292,632,002 | $ | 839,817,549 | $ | 1,813,331,630 | |||||||||||||||
Investments in affiliated issuers, at cost | $ | 127,428,636 | $ | 22,225,909 | $ | 43,550,706 | $ | 101,281,676 | |||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 179,640 | $ | 214,428 | $ | 9,388,662 | $ | 361,027,216 | |||||||||||||||
Shares outstanding | 10,790 | 16,677 | 608,776 | 24,866,184 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 16.65 | $ | 12.86 | $ | 15.42 | $ | 14.52 | |||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 328,144,643 | $ | 235,307,739 | — | $ | 201,269,736 | ||||||||||||||||
Shares outstanding | 19,718,081 | 18,301,913 | — | 13,907,014 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 16.64 | $ | 12.86 | — | $ | 14.47 | ||||||||||||||||
Series III | |||||||||||||||||||||||
Net assets | $ | 18,574,854 | — | — | — | ||||||||||||||||||
Shares outstanding | 1,115,112 | — | — | — | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 16.66 | — | — | — | ||||||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | — | $ | 135,930,719 | $ | 1,067,403,606 | $ | 1,595,080,077 | ||||||||||||||||
Shares outstanding | — | 10,568,266 | 69,252,173 | 110,146,529 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | — | $ | 12.86 | $ | 15.41 | $ | 14.48 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | Financial Services Trust | | Franklin Templeton Founding Allocation Trust | | Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | | Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 156,315,362 | — | $ | 1,356,605,441 | $ | 243,726,536 | ||||||||||||||||
Investments in affiliated issuers, at value (Note 2) | 8,468,184 | — | — | — | |||||||||||||||||||
Investments in affiliated funds, at value (Note 9) | — | $ | 1,389,945,265 | — | — | ||||||||||||||||||
Securities loaned, at value (Note 2) | 8,150,972 | — | — | — | |||||||||||||||||||
Repurchase agreements, at value (Note 2) | 1,237,000 | — | 4,750,000 | 12,122,000 | |||||||||||||||||||
Total investments, at value | 174,171,518 | 1,389,945,265 | 1,361,355,441 | 255,848,536 | |||||||||||||||||||
Cash | 319 | — | 24,339,574 | 14,050,195 | |||||||||||||||||||
Foreign currency, at value | 4,723 | — | — | — | |||||||||||||||||||
Receivable for investments sold | 62,738 | 727,908 | — | — | |||||||||||||||||||
Receivable for fund shares sold | — | 31,397 | 33,110 | 7,244 | |||||||||||||||||||
Dividends and interest receivable | 240,411 | — | 2,251,668 | 273,109 | |||||||||||||||||||
Receivable for securities lending income | 6,770 | — | — | — | |||||||||||||||||||
Other assets | 37 | 139 | 161 | 62 | |||||||||||||||||||
Total assets | 174,486,516 | 1,390,704,709 | 1,387,979,954 | 270,179,146 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | — | — | — | 19,467,687 | |||||||||||||||||||
Payable for fund shares repurchased | 545,013 | 748,443 | 618,963 | — | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | 8,473,146 | — | — | — | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 4,196 | 34,833 | 34,709 | 5,689 | |||||||||||||||||||
Trustees’ fees | 102 | 506 | 397 | — | |||||||||||||||||||
Other liabilities and accrued expenses | 30,891 | 67,150 | 82,239 | 24,074 | |||||||||||||||||||
Total liabilities | 9,053,348 | 850,932 | 736,308 | 19,497,450 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 156,451,024 | $ | 1,556,044,056 | $ | 1,682,408,540 | $ | 633,340,626 | |||||||||||||||
Undistributed net investment income (loss) | 1,890,035 | (2,162,991 | ) | 10,582,205 | 2,106,693 | ||||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (3,205,179 | ) | (149,006,612 | ) | (308,411,922 | ) | (392,225,041 | ) | |||||||||||||||
Net unrealized appreciation (depreciation) on investments | 10,297,288 | (15,020,676 | ) | 2,664,823 | 7,459,418 | ||||||||||||||||||
Net assets | $ | 165,433,168 | $ | 1,389,853,777 | $ | 1,387,243,646 | $ | 250,681,696 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 155,406,628 | — | $ | 1,358,690,533 | $ | 248,389,118 | ||||||||||||||||
Investments in affiliated issuers, at cost | $ | 8,467,744 | $ | 1,404,965,941 | — | — | |||||||||||||||||
Foreign currency, at cost | $ | 4,716 | — | — | — | ||||||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 115,008,079 | $ | 47,818,053 | $ | 139,906,704 | $ | 271,664 | |||||||||||||||
Shares outstanding | 9,553,680 | 4,498,132 | 10,239,811 | 25,820 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.04 | $ | 10.63 | $ | 13.66 | $ | 10.52 | |||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 28,738,320 | $ | 1,332,928,797 | $ | 68,449,042 | $ | 13,962,630 | |||||||||||||||
Shares outstanding | 2,398,808 | 125,303,559 | 5,017,937 | 1,319,220 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.98 | $ | 10.64 | $ | 13.64 | $ | 10.58 | |||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 21,686,769 | $ | 9,106,927 | $ | 1,178,887,900 | $ | 236,447,402 | |||||||||||||||
Shares outstanding | 1,803,877 | 856,752 | 85,962,958 | 22,474,679 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.02 | $ | 10.63 | $ | 13.71 | $ | 10.52 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | Fundamental Value Trust | | Global Trust | | Growth Equity Trust | | Health Sciences Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 1,603,246,294 | $ | 668,911,671 | $ | 427,947,567 | $ | 172,278,807 | |||||||||||||||
Investments in affiliated issuers, at value (Note 2) | 114,214,576 | 21,523,332 | 47,358,099 | — | |||||||||||||||||||
Investments in affiliated funds, at value (Note 9) | — | — | — | — | |||||||||||||||||||
Securities loaned, at value (Note 2) | 111,578,707 | 20,781,278 | 46,357,877 | — | |||||||||||||||||||
Repurchase agreements, at value (Note 2) | — | — | 4,708,000 | — | |||||||||||||||||||
Total investments, at value | 1,829,039,577 | 711,216,281 | 526,371,543 | 172,278,807 | |||||||||||||||||||
Cash | 196 | 148,475 | 958 | — | |||||||||||||||||||
Foreign currency, at value | 189,456 | 403,737 | — | 553,071 | |||||||||||||||||||
Receivable for investments sold | 7,546,709 | 2,497,121 | 9,455,814 | 1,709,406 | |||||||||||||||||||
Receivable for fund shares sold | 3,209,206 | 40,200 | 4,298 | 393,565 | |||||||||||||||||||
Dividends and interest receivable | 3,331,213 | 2,684,434 | 317,907 | 85,264 | |||||||||||||||||||
Receivable for securities lending income | 43,731 | 70,738 | 7,142 | — | |||||||||||||||||||
Other assets | 138 | 59 | 72 | 169,666 | |||||||||||||||||||
Total assets | 1,843,360,226 | 717,061,045 | 536,157,734 | 175,189,779 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Capital gains tax withholding | — | — | — | 19,403 | |||||||||||||||||||
Payable for investments purchased | 4,441,042 | 1,121,174 | 9,561,650 | 235,952 | |||||||||||||||||||
Payable for fund shares repurchased | 133,180 | 1,488,738 | — | 109,321 | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | 114,224,234 | 21,500,639 | 47,361,170 | — | |||||||||||||||||||
Written options, at value (Note 3) | — | — | — | 2,718,996 | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 42,988 | 17,232 | 11,658 | 4,218 | |||||||||||||||||||
Trustees’ fees | 761 | 226 | 165 | — | |||||||||||||||||||
Other liabilities and accrued expenses | 176,730 | 140,630 | 44,690 | 200,937 | |||||||||||||||||||
Total liabilities | 119,018,935 | 24,268,639 | 56,979,333 | 3,288,827 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 2,149,717,954 | $ | 766,607,145 | $ | 460,565,371 | $ | 132,398,872 | |||||||||||||||
Undistributed net investment income (loss) | 7,700,188 | 10,605,385 | 524,143 | (551,225 | ) | ||||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (708,146,593 | ) | (78,654,448 | ) | (68,384,753 | ) | 4,088,334 | ||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 275,069,742 | (5,765,676 | ) | 86,473,640 | 35,964,971 | ||||||||||||||||||
Net assets | $ | 1,724,341,291 | $ | 692,792,406 | $ | 479,178,401 | $ | 171,900,952 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 1,439,781,038 | $ | 695,479,434 | $ | 392,539,653 | $ | 137,327,012 | |||||||||||||||
Investments in affiliated issuers, at cost | $ | 114,211,907 | $ | 21,522,767 | $ | 47,358,250 | — | ||||||||||||||||
Foreign currency, at cost | $ | 189,330 | $ | 399,976 | — | $ | 554,703 | ||||||||||||||||
Premiums received on written options | — | — | — | $ | 3,751,695 | ||||||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 401,491,174 | $ | 182,091,836 | — | $ | 68,960,835 | ||||||||||||||||
Shares outstanding | 27,287,268 | 11,538,243 | — | 3,749,028 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 14.71 | $ | 15.78 | — | $ | 18.39 | ||||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 318,710,715 | $ | 34,912,389 | — | $ | 66,558,958 | ||||||||||||||||
Shares outstanding | 21,720,809 | 2,221,017 | — | 3,697,616 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 14.67 | $ | 15.72 | — | $ | 18.00 | ||||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 1,004,139,402 | $ | 475,788,181 | $ | 479,178,401 | $ | 36,381,159 | |||||||||||||||
Shares outstanding | 68,446,534 | 30,171,167 | 39,969,160 | 1,970,943 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 14.67 | $ | 15.77 | $ | 11.99 | $ | 18.46 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | Heritage Trust | | International Core Trust | | International Growth Stock Trust | | International Opportunities Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 127,655,041 | $ | 785,566,627 | $ | 185,631,168 | $ | 483,712,202 | |||||||||||||||
Investments in affiliated issuers, at value (Note 2) | 18,209,282 | 32,583,175 | — | — | |||||||||||||||||||
Securities loaned, at value (Note 2) | 17,824,217 | 30,877,052 | — | — | |||||||||||||||||||
Total investments, at value | 163,688,540 | 849,026,854 | 185,631,168 | 483,712,202 | |||||||||||||||||||
Foreign currency, at value | 2,592 | 2,477,068 | 169,379 | 383,224 | |||||||||||||||||||
Cash held at broker for futures contracts | — | 5,095,439 | — | — | |||||||||||||||||||
Receivable for investments sold | 2,039,079 | — | 297,197 | 2,356,605 | |||||||||||||||||||
Receivable for forward foreign currency exchange contracts (Note 3) | 22 | 549,694 | — | 14,418 | |||||||||||||||||||
Receivable for fund shares sold | — | 224,839 | 1,287 | 18,068 | |||||||||||||||||||
Dividends and interest receivable | 38,472 | 2,409,137 | 559,009 | 979,072 | |||||||||||||||||||
Receivable for securities lending income | 4,067 | 141,985 | — | — | |||||||||||||||||||
Receivable for futures variation margin | — | 201,985 | — | — | |||||||||||||||||||
Other assets | 23 | 62 | 17 | 70 | |||||||||||||||||||
Total assets | 165,772,795 | 860,127,063 | 186,658,057 | 487,463,659 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Due to custodian | 76,216 | — | — | — | |||||||||||||||||||
Payable for investments purchased | 974,890 | 3,527 | — | 5,388,771 | |||||||||||||||||||
Payable for forward foreign currency exchange contracts (Note 3) | 11,867 | 1,142,586 | — | 2,377,252 | |||||||||||||||||||
Payable for fund shares repurchased | 17,074 | 7,382,547 | — | 35,176 | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | 18,205,880 | 32,555,204 | — | — | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 3,551 | 21,559 | 4,050 | 11,892 | |||||||||||||||||||
Trustees’ fees | 55 | 305 | — | 262 | |||||||||||||||||||
Other liabilities and accrued expenses | 24,210 | 269,900 | 56,727 | 104,527 | |||||||||||||||||||
Total liabilities | 19,313,743 | 41,375,628 | 60,777 | 7,917,880 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 88,596,677 | $ | 931,413,093 | $ | 166,939,191 | $ | 692,792,208 | |||||||||||||||
Undistributed net investment income (loss) | (116,926 | ) | 12,264,345 | 2,525,735 | 2,784,988 | ||||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 30,142,619 | (182,154,161 | ) | 1,968,339 | (259,872,578 | ) | |||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 27,836,682 | 57,228,158 | 15,164,015 | 43,841,161 | |||||||||||||||||||
Net assets | $ | 146,459,052 | $ | 818,751,435 | $ | 186,597,280 | $ | 479,545,779 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 117,630,853 | $ | 759,164,299 | $ | 170,470,239 | $ | 437,510,801 | |||||||||||||||
Investments in affiliated issuers, at cost | $ | 18,209,159 | $ | 32,582,622 | — | — | |||||||||||||||||
Foreign currency, at cost | $ | 2,592 | $ | 2,458,325 | $ | 169,206 | $ | 382,491 | |||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | — | $ | 61,044,025 | — | $ | 3,764,858 | |||||||||||||||||
Shares outstanding | — | 5,799,403 | — | 300,369 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | — | $ | 10.53 | — | $ | 12.53 | |||||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | — | $ | 29,595,781 | — | $ | 33,387,463 | |||||||||||||||||
Shares outstanding | — | 2,792,355 | — | 2,656,549 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | — | $ | 10.60 | — | $ | 12.57 | |||||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 146,459,052 | $ | 728,111,629 | $ | 186,597,280 | $ | 442,393,458 | |||||||||||||||
Shares outstanding | 10,207,051 | 69,353,167 | 12,839,288 | 35,311,117 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 14.35 | $ | 10.50 | $ | 14.53 | $ | 12.53 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | International Small Company Trust | | International Value Trust | | Large Cap Trust | | Lifestyle Balanced PS Series | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 126,684,786 | $ | 1,059,788,402 | $ | 154,321,494 | — | ||||||||||||||||
Investments in affiliated issuers, at value (Note 2) | 3,394,521 | 20,660,412 | 16,765,217 | — | |||||||||||||||||||
Investments in affiliated funds, at value (Note 9) | — | — | — | $ | 59,834 | ||||||||||||||||||
Securities loaned, at value (Note 2) | 3,192,062 | 19,737,929 | 16,365,675 | — | |||||||||||||||||||
Repurchase agreements, at value (Note 2) | — | — | 2,538,000 | — | |||||||||||||||||||
Total investments, at value | 133,271,369 | 1,100,186,743 | 189,990,386 | 59,834 | |||||||||||||||||||
Cash | — | 81,459 | 689 | 10,016 | |||||||||||||||||||
Foreign currency, at value | 309,005 | 3,286,560 | — | — | |||||||||||||||||||
Receivable for investments sold | 8,422 | 8,886,949 | 637,589 | — | |||||||||||||||||||
Receivable for fund shares sold | 47,056 | — | 871 | — | |||||||||||||||||||
Dividends and interest receivable | 246,970 | 4,925,524 | 221,789 | — | |||||||||||||||||||
Receivable for securities lending income | 11,444 | 141,393 | 3,149 | — | |||||||||||||||||||
Receivable due from adviser | — | — | — | 181 | |||||||||||||||||||
Other assets | 36 | 88 | 48 | — | |||||||||||||||||||
Total assets | 133,894,302 | 1,117,508,716 | 190,854,521 | 70,031 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | 30,780 | 10,673,155 | 628,093 | — | |||||||||||||||||||
Payable for fund shares repurchased | 82,913 | 194,345 | 6,241 | — | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | 3,396,213 | 20,633,514 | 16,764,112 | — | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 3,266 | 26,383 | 4,363 | — | |||||||||||||||||||
Trustees’ fees | 171 | 1,176 | 68 | — | |||||||||||||||||||
Other liabilities and accrued expenses | 56,496 | 294,631 | 36,626 | 10,200 | |||||||||||||||||||
Total liabilities | 3,569,839 | 31,823,204 | 17,439,503 | 10,200 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 482,886,936 | $ | 1,469,228,753 | $ | 413,837,290 | $ | 60,000 | |||||||||||||||
Undistributed net investment income (loss) | (112,725 | ) | 21,279,183 | 1,748,853 | (17 | ) | |||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (348,501,443 | ) | (433,718,190 | ) | (261,702,278 | ) | — | ||||||||||||||||
Net unrealized appreciation (depreciation) on investments | (3,948,305 | ) | 28,895,766 | 19,531,153 | (152 | ) | |||||||||||||||||
Net assets | $ | 130,324,463 | $ | 1,085,685,512 | $ | 173,415,018 | $ | 59,831 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 133,829,135 | $ | 1,050,644,288 | $ | 153,694,331 | — | ||||||||||||||||
Investments in affiliated issuers, at cost | $ | 3,394,503 | $ | 20,660,362 | $ | 16,764,902 | $ | 59,986 | |||||||||||||||
Foreign currency, at cost | $ | 307,266 | $ | 3,280,779 | — | — | |||||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 56,333,273 | $ | 155,428,213 | $ | 150,212,842 | — | ||||||||||||||||
Shares outstanding | 5,215,497 | 12,035,670 | 11,491,779 | — | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 10.80 | $ | 12.91 | $ | 13.07 | — | ||||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 33,933,631 | $ | 134,478,435 | $ | 10,767,874 | $ | 59,831 | |||||||||||||||
Shares outstanding | 3,145,581 | 10,440,366 | 826,483 | 4,855 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 10.79 | $ | 12.88 | $ | 13.03 | $ | 12.32 | |||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 40,057,559 | $ | 795,778,864 | $ | 12,434,302 | — | ||||||||||||||||
Shares outstanding | 3,709,598 | 61,996,544 | 953,638 | — | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 10.80 | $ | 12.84 | $ | 13.04 | — |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | Lifestyle Conservative PS Series | | Lifestyle Growth PS Series | | Lifestyle Moderate PS Series | | Mid Cap Stock Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in affiliated funds, at value | — | — | $ | 145,658 | $ | 693,401,892 | |||||||||||||||||
Investments in affiliated issuers, at value (Note 2) | — | — | — | 145,734,263 | |||||||||||||||||||
Investments in affiliated funds, at value (Note 9) | $ | 24,901 | $ | 242,586 | — | — | |||||||||||||||||
Securities loaned, at value (Note 2) | — | — | — | 142,449,841 | |||||||||||||||||||
Repurchase agreements, at value (Note 2) | — | — | — | 10,200,000 | |||||||||||||||||||
Total investments, at value | 24,901 | 242,586 | 145,658 | 991,785,996 | |||||||||||||||||||
Cash | 10,024 | 10,024 | 10,024 | 29,872 | |||||||||||||||||||
Foreign currency, at value | — | — | — | 2,013 | |||||||||||||||||||
Receivable for investments sold | — | — | 9 | 4,902,220 | |||||||||||||||||||
Receivable for fund shares sold | — | 218,088 | — | 756,838 | |||||||||||||||||||
Dividends and interest receivable | — | — | — | 154,294 | |||||||||||||||||||
Receivable for securities lending income | — | — | — | 43,308 | |||||||||||||||||||
Receivable due from adviser | 185 | 185 | 185 | — | |||||||||||||||||||
Other assets | — | — | — | 70 | |||||||||||||||||||
Total assets | 35,110 | 470,883 | 155,876 | 997,674,611 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | — | 218,088 | — | 2,203,905 | |||||||||||||||||||
Payable for fund shares repurchased | — | — | 8 | — | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | — | — | — | 145,740,692 | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | — | — | — | 21,090 | |||||||||||||||||||
Trustees’ fees | — | — | — | 108 | |||||||||||||||||||
Other liabilities and accrued expenses | 10,213 | 10,213 | 10,213 | 91,161 | |||||||||||||||||||
Total liabilities | 10,213 | 228,301 | 10,221 | 148,056,956 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 25,000 | $ | 243,088 | $ | 144,993 | $ | 763,624,823 | |||||||||||||||
Undistributed net investment income (loss) | (16 | ) | (16 | ) | (18 | ) | (4,672,164 | ) | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | — | — | — | (34,507,896 | ) | ||||||||||||||||||
Net unrealized appreciation (depreciation) on investments | (87 | ) | (490 | ) | 680 | 125,172,892 | |||||||||||||||||
Net assets | $ | 24,897 | $ | 242,582 | $ | 145,655 | $ | 849,617,655 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | — | — | $ | 144,978 | $ | 720,883,070 | |||||||||||||||||
Investments in affiliated issuers, at cost | $ | 24,988 | $ | 243,076 | — | $ | 145,730,263 | ||||||||||||||||
Foreign currency, at cost | — | — | — | $ | 2,006 | ||||||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | — | — | — | $ | 225,598,969 | ||||||||||||||||||
Shares outstanding | — | — | — | 14,541,918 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | — | — | — | $ | 15.51 | ||||||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 24,897 | $ | 242,582 | $ | 145,655 | $ | 141,319,814 | |||||||||||||||
Shares outstanding | 2,000 | 19,803 | 11,763 | 9,309,372 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.45 | $ | 12.25 | $ | 12.38 | $ | 15.18 | |||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | — | — | — | $ | 482,698,872 | ||||||||||||||||||
Shares outstanding | — | — | — | 30,966,262 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | — | — | — | $ | 15.59 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | Mid Cap Value Equity Trust | | Mid Value Trust | | Mutual Shares Trust | | Natural Resources Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 120,291,951 | $ | 650,124,702 | $ | 599,479,779 | $ | 247,471,022 | |||||||||||||||
Investments in affiliated issuers, at value (Note 2) | 20,468,094 | 167,597,452 | 42,622,105 | 26,009,465 | |||||||||||||||||||
Securities loaned, at value (Note 2) | 19,967,922 | 163,537,066 | 41,368,070 | 25,408,694 | |||||||||||||||||||
Repurchase agreements, at value (Note 2) | 195,000 | — | 8,130,000 | 4,500,000 | |||||||||||||||||||
Total investments, at value | 160,922,967 | 981,259,220 | 691,599,954 | 303,389,181 | |||||||||||||||||||
Cash | 528 | — | 61 | 63,443 | |||||||||||||||||||
Foreign currency, at value | — | 51,811 | 11,710,252 | 16,011 | |||||||||||||||||||
Receivable for investments sold | 1,671,866 | 1,638,616 | 2,033,458 | 2,683,134 | |||||||||||||||||||
Receivable for forward foreign currency exchange contracts (Note 3) | — | — | 1,013,813 | — | |||||||||||||||||||
Receivable for fund shares sold | — | — | — | 3,754 | |||||||||||||||||||
Dividends and interest receivable | 138,636 | 918,264 | 1,582,547 | 397,609 | |||||||||||||||||||
Receivable for securities lending income | 5,072 | 86,357 | 14,707 | 11,869 | |||||||||||||||||||
Other assets | 26 | 81 | 74 | 45 | |||||||||||||||||||
Total assets | 162,739,095 | 983,954,349 | 707,954,866 | 306,565,046 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | 329,720 | 690,636 | 918,184 | 2,767,761 | |||||||||||||||||||
Payable for forward foreign currency exchange contracts (Note 3) | — | — | 1,330,743 | — | |||||||||||||||||||
Payable for fund shares repurchased | 11,460 | 689,416 | 89,732 | 222,541 | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | 20,462,215 | 167,590,507 | 42,623,151 | 26,006,650 | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 3,536 | 20,337 | 16,528 | 7,088 | |||||||||||||||||||
Trustees’ fees | 50 | 172 | 163 | 58 | |||||||||||||||||||
Other liabilities and accrued expenses | 23,267 | 66,717 | 109,926 | 40,152 | |||||||||||||||||||
Total liabilities | 20,830,248 | 169,057,785 | 45,088,427 | 29,044,250 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 92,380,156 | $ | 649,772,285 | $ | 668,799,973 | $ | 369,559,288 | |||||||||||||||
Undistributed net investment income (loss) | 787,448 | 2,842,662 | 14,031,761 | 723,523 | |||||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 15,161,246 | 6,643,492 | (95,004,020 | ) | (111,603,142 | ) | |||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 33,579,997 | 155,638,125 | 75,038,725 | 18,841,127 | |||||||||||||||||||
Net assets | $ | 141,908,847 | $ | 814,896,564 | $ | 662,866,439 | $ | 277,520,796 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 106,875,235 | $ | 658,031,511 | $ | 573,824,003 | $ | 258,540,395 | |||||||||||||||
Investments in affiliated issuers, at cost | $ | 20,467,735 | $ | 167,590,211 | $ | 42,621,751 | $ | 26,008,953 | |||||||||||||||
Foreign currency, at cost | — | $ | 51,585 | $ | 11,504,894 | $ | 15,684 | ||||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | — | $ | 316,436,245 | $ | 191,437,340 | $ | 17,714,520 | ||||||||||||||||
Shares outstanding | — | 26,919,532 | 18,360,618 | 1,389,084 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | — | $ | 11.75 | $ | 10.43 | $ | 12.75 | ||||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | — | $ | 100,253,067 | — | $ | 174,677,141 | |||||||||||||||||
Shares outstanding | — | 8,530,394 | — | 13,863,333 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | — | $ | 11.75 | — | $ | 12.60 | |||||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 141,908,847 | $ | 398,207,252 | $ | 471,429,099 | $ | 85,129,135 | |||||||||||||||
Shares outstanding | 10,804,317 | 33,962,565 | 45,210,813 | 6,783,375 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.13 | $ | 11.72 | $ | 10.43 | $ | 12.55 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | Real Estate Securities Trust | | Science & Technology Trust | | Small Cap Growth Trust | | Small Cap Opportunities Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 352,428,492 | $ | 417,352,585 | $ | 371,424,258 | $ | 160,816,060 | |||||||||||||||
Investments in affiliated issuers, at value (Note 2) | 72,868,613 | 16,352,159 | 86,347,865 | 20,170,041 | |||||||||||||||||||
Securities loaned, at value (Note 2) | 71,235,171 | 20,182,906 | 84,244,741 | 19,621,837 | |||||||||||||||||||
Repurchase agreements, at value (Note 2) | 1,799,000 | 12,633,000 | 12,900,000 | — | |||||||||||||||||||
Total investments, at value | 498,331,276 | 466,520,650 | 554,916,864 | 200,607,938 | |||||||||||||||||||
Cash | 636 | 227 | 25,921 | — | |||||||||||||||||||
Foreign currency, at value | — | 2,304,918 | — | — | |||||||||||||||||||
Receivable for investments sold | 1,249,863 | 1,422,287 | 5,038,943 | 29,042 | |||||||||||||||||||
Receivable for fund shares sold | — | — | — | 2,895 | |||||||||||||||||||
Dividends and interest receivable | 1,123,909 | 41,232 | 49,058 | 92,560 | |||||||||||||||||||
Receivable for securities lending income | 17,366 | 48,193 | 52,973 | 7,926 | |||||||||||||||||||
Other assets | 33 | 230 | 74 | 50 | |||||||||||||||||||
Total assets | 500,723,083 | 470,337,737 | 560,083,833 | 200,740,411 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | 787,248 | 8,276,747 | 8,020,908 | 340,886 | |||||||||||||||||||
Payable for fund shares repurchased | 454,927 | 434,345 | 173,292 | 46,098 | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | 72,882,622 | 20,972,732 | 86,336,569 | 20,170,860 | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 10,589 | 11,206 | 11,497 | 4,520 | |||||||||||||||||||
Trustees’ fees | 51 | 40 | — | 31 | |||||||||||||||||||
Other liabilities and accrued expenses | 38,679 | 48,818 | 54,268 | 45,332 | |||||||||||||||||||
Total liabilities | 74,174,116 | 29,743,888 | 94,596,534 | 20,607,727 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 1,005,965,653 | $ | 465,872,692 | $ | 328,405,080 | $ | 200,886,198 | |||||||||||||||
Undistributed net investment income (loss) | 8,690,642 | (990,906 | ) | (1,283,685 | ) | 71,385 | |||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (672,190,889 | ) | (75,022,664 | ) | 78,262,724 | (67,443,514 | ) | ||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 84,083,561 | 50,734,727 | 60,103,180 | 46,618,615 | |||||||||||||||||||
Net assets | $ | 426,548,967 | $ | 440,593,849 | $ | 465,487,299 | $ | 180,132,684 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 341,371,597 | $ | 399,423,909 | $ | 408,468,624 | $ | 133,819,510 | |||||||||||||||
Investments in affiliated issuers, at cost | $ | 72,868,249 | $ | 16,351,804 | $ | 86,345,060 | $ | 20,169,813 | |||||||||||||||
Foreign currency, at cost | — | $ | 2,315,319 | — | — | ||||||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 110,643,224 | $ | 371,928,365 | $ | 108,443,155 | $ | 41,212,403 | |||||||||||||||
Shares outstanding | 8,696,412 | 20,886,638 | 9,451,810 | 1,946,562 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.72 | $ | 17.81 | $ | 11.47 | $ | 21.17 | |||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 84,197,727 | $ | 55,339,146 | $ | 45,959,886 | $ | 41,454,421 | |||||||||||||||
Shares outstanding | 6,612,546 | 3,154,139 | 4,065,536 | 1,973,164 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.73 | $ | 17.54 | $ | 11.30 | $ | 21.01 | |||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 231,708,016 | $ | 13,326,338 | $ | 311,084,258 | $ | 97,465,860 | |||||||||||||||
Shares outstanding | 18,310,562 | 745,655 | 27,028,129 | 4,628,155 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.65 | $ | 17.87 | $ | 11.51 | $ | 21.06 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | Small Cap Value Trust | | Small Company Growth Trust | | Small Company Value Trust | | Smaller Company Growth Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 464,161,491 | $ | 95,134,753 | $ | 306,278,382 | $ | 210,620,353 | |||||||||||||||
Investments in affiliated issuers, at value (Note 2) | 137,226,996 | 15,452,530 | 111,194,257 | 37,416,779 | |||||||||||||||||||
Securities loaned, at value (Note 2) | 133,834,968 | 15,081,494 | 108,451,746 | 36,469,036 | |||||||||||||||||||
Repurchase agreements, at value (Note 2) | 21,500,000 | — | — | 4,089,000 | |||||||||||||||||||
Total investments, at value | 756,723,455 | 125,668,777 | 525,924,385 | 288,595,168 | |||||||||||||||||||
Cash | 89,606 | — | — | 894 | |||||||||||||||||||
Cash held at broker for futures contracts | — | — | — | 165,000 | |||||||||||||||||||
Receivable for investments sold | 1,186,233 | 1,358,179 | 1,005,571 | 1,598,089 | |||||||||||||||||||
Receivable for fund shares sold | — | — | 25,097 | 8,667 | |||||||||||||||||||
Dividends and interest receivable | 479,128 | 28,602 | 394,239 | 60,794 | |||||||||||||||||||
Receivable for securities lending income | 23,938 | 4,941 | 22,703 | 16,440 | |||||||||||||||||||
Receivable for futures variation margin | — | — | — | 7,150 | |||||||||||||||||||
Other assets | 47 | 30 | 43 | 46 | |||||||||||||||||||
Total assets | 758,502,407 | 127,060,529 | 527,372,038 | 290,452,248 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | 133,901 | 318,285 | 262,004 | 919,757 | |||||||||||||||||||
Payable for fund shares repurchased | 924,828 | 8,769 | 93,556 | 29,762 | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | 137,221,861 | 15,451,183 | 111,191,007 | 37,423,559 | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 15,200 | 2,729 | 10,215 | 6,247 | |||||||||||||||||||
Trustees’ fees | — | 35 | 138 | 78 | |||||||||||||||||||
Other liabilities and accrued expenses | 50,508 | 21,930 | 42,271 | 33,081 | |||||||||||||||||||
Total liabilities | 138,346,298 | 15,802,931 | 111,599,191 | 38,412,484 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 459,732,513 | $ | 133,074,389 | $ | 372,853,929 | $ | 192,220,429 | |||||||||||||||
Undistributed net investment income (loss) | 4,574,514 | (282,834 | ) | 649,337 | (714,746 | ) | |||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 5,015,885 | (52,502,711 | ) | (43,968,103 | ) | 17,495,286 | |||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 150,833,197 | 30,968,754 | 86,237,684 | 43,038,795 | |||||||||||||||||||
Net assets | $ | 620,156,109 | $ | 111,257,598 | $ | 415,772,847 | $ | 252,039,764 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 468,670,640 | $ | 79,248,062 | $ | 328,498,641 | $ | 208,175,321 | |||||||||||||||
Investments in affiliated issuers, at cost | $ | 137,219,618 | $ | 15,451,961 | $ | 111,188,067 | $ | 37,416,147 | |||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 247,042,951 | — | $ | 100,795,098 | $ | 98,047,713 | ||||||||||||||||
Shares outstanding | 12,336,737 | — | 5,569,970 | 5,194,207 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 20.02 | — | $ | 18.10 | $ | 18.88 | ||||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 49,032,548 | — | $ | 90,979,823 | $ | 25,690,619 | ||||||||||||||||
Shares outstanding | 2,456,164 | — | 5,075,143 | 1,365,648 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 19.96 | — | $ | 17.93 | $ | 18.81 | ||||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 324,080,610 | $ | 111,257,598 | $ | 223,997,926 | $ | 128,301,432 | |||||||||||||||
Shares outstanding | 16,208,851 | 6,290,438 | 12,406,125 | 6,791,282 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 19.99 | $ | 17.69 | $ | 18.06 | $ | 18.89 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | Strategic Allocation Trust | | U.S. Equity Trust (formerly U.S. Multi Sector Trust) | | Utilities Trust | | Value Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 8,282,020 | $ | 799,040,643 | $ | 163,854,001 | $ | 284,912,291 | |||||||||||||||
Investments in affiliated issuers, at value (Note 2) | — | 32,534,055 | 34,161,955 | — | |||||||||||||||||||
Securities loaned, at value (Note 2) | — | 31,835,961 | 33,253,472 | — | |||||||||||||||||||
Total investments, at value | 8,282,020 | 863,410,659 | 231,269,428 | 284,912,291 | |||||||||||||||||||
Cash | 27,551 | — | 6,852,646 | — | |||||||||||||||||||
Foreign currency, at value | 673,463 | — | 5,536 | — | |||||||||||||||||||
Cash held at broker for futures contracts | 642,750 | — | — | — | |||||||||||||||||||
Receivable for investments sold | — | 351 | 882,763 | 1,856,986 | |||||||||||||||||||
Receivable for forward foreign currency exchange contracts (Note 3) | 16,946 | — | 168,455 | — | |||||||||||||||||||
Receivable for fund shares sold | 61,099 | 6,665 | 189,033 | 280,894 | |||||||||||||||||||
Dividends and interest receivable | 41,497 | 1,153,314 | 912,150 | 375,690 | |||||||||||||||||||
Receivable for securities lending income | — | 16,141 | 11,467 | — | |||||||||||||||||||
Receivable for futures variation margin | 89,596 | — | — | — | |||||||||||||||||||
Receivable due from adviser | 210 | — | — | — | |||||||||||||||||||
Other assets | 20,750 | 64 | 70 | 31 | |||||||||||||||||||
Total assets | 9,855,882 | 864,587,194 | 240,291,548 | 287,425,892 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | — | — | 1,441,049 | 703,708 | |||||||||||||||||||
Payable for forward foreign currency exchange contracts (Note 3) | 1,345 | — | 393,231 | — | |||||||||||||||||||
Payable for fund shares repurchased | — | — | 298,836 | 24,526 | |||||||||||||||||||
Payable upon return of securities loaned (Note 2) | — | 32,554,395 | 34,169,567 | — | |||||||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||||||
Accounting and legal services fees | 232 | 20,605 | 4,988 | 7,167 | |||||||||||||||||||
Trustees’ fees | 5 | 286 | — | 22 | |||||||||||||||||||
Other liabilities and accrued expenses | 14,688 | 57,733 | 37,433 | 28,396 | |||||||||||||||||||
Total liabilities | 16,270 | 32,633,019 | 36,345,104 | 763,819 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||
Capital paid-in | $ | 10,105,500 | $ | 878,521,030 | $ | 199,141,971 | $ | 267,051,389 | |||||||||||||||
Undistributed net investment income (loss) | (6,189 | ) | 8,850,619 | 6,027,269 | 1,813,677 | ||||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (620,169 | ) | (177,240,412 | ) | (38,171,052 | ) | (40,002,882 | ) | |||||||||||||||
Net unrealized appreciation (depreciation) on investments | 360,470 | 121,822,938 | 36,948,256 | 57,799,889 | |||||||||||||||||||
Net assets | $ | 9,839,612 | $ | 831,954,175 | $ | 203,946,444 | $ | 286,662,073 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 8,283,467 | $ | 709,053,873 | $ | 159,929,827 | $ | 227,112,402 | |||||||||||||||
Investments in affiliated issuers, at cost | — | $ | 32,533,848 | $ | 34,161,696 | — | |||||||||||||||||
Foreign currency, at cost | $ | 672,732 | — | $ | 5,531 | — | |||||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | — | — | $ | 133,016,975 | $ | 226,257,760 | |||||||||||||||||
Shares outstanding | — | — | 10,354,693 | 12,691,408 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | — | — | $ | 12.85 | $ | 17.83 | |||||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | — | — | $ | 32,367,705 | $ | 36,570,549 | |||||||||||||||||
Shares outstanding | — | — | 2,540,047 | 2,059,034 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | — | — | $ | 12.74 | $ | 17.76 | |||||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 9,839,612 | $ | 831,954,175 | $ | 38,561,764 | $ | 23,833,764 | |||||||||||||||
Shares outstanding | 808,669 | 65,418,811 | 3,004,640 | 1,338,121 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.17 | $ | 12.72 | $ | 12.83 | $ | 17.81 |
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | | Value & Restructuring Trust | |||||
---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 307,388,610 | |||||
Investments in affiliated issuers, at value (Note 2) | 27,191,396 | ||||||
Securities loaned, at value (Note 2) | 26,558,377 | ||||||
Repurchase agreements, at value (Note 2) | 262,000 | ||||||
Total investments, at value | 361,400,383 | ||||||
Cash | 252 | ||||||
Receivable for investments sold | 1,463,431 | ||||||
Dividends and interest receivable | 397,775 | ||||||
Receivable for securities lending income | 8,532 | ||||||
Other assets | 55 | ||||||
Total assets | 363,270,428 | ||||||
Liabilities | |||||||
Payable for investments purchased | 835,676 | ||||||
Payable for fund shares repurchased | 9,649,570 | ||||||
Payable upon return of securities loaned (Note 2) | 27,182,155 | ||||||
Payable to affiliates (Note 5) | |||||||
Accounting and legal services fees | 9,428 | ||||||
Trustees’ fees | 5 | ||||||
Other liabilities and accrued expenses | 32,549 | ||||||
Total liabilities | 37,709,383 | ||||||
Net assets | |||||||
Capital paid-in | $ | 392,514,130 | |||||
Undistributed net investment income (loss) | 3,356,990 | ||||||
Accumulated undistributed net realized gain (loss) on investments | (136,371,569 | ) | |||||
Net unrealized appreciation (depreciation) on investments | 66,061,494 | ||||||
Net assets | $ | 325,561,045 | |||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 268,149,105 | |||||
Investments in affiliated issuers, at cost | $ | 27,190,600 | |||||
Net asset value per share | |||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||
Series NAV | |||||||
Net assets | �� | $ | 325,561,045 | ||||
Shares outstanding | 22,484,126 | ||||||
Net asset value, offering price and redemption price per share | $ | 14.48 |
Statements of Operations — June 30, 2011 (Unaudited)
Investment Income | | All Cap Core Trust | | All Cap Value Trust | | Alpha Opportunities Trust | | American Asset Allocation Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 3,412,738 | $ | 2,324,630 | $ | 5,678,298 | $ | 7,213,862 | |||||||||||
Interest | 2,807 | 691 | 10,732 | 13,424 | |||||||||||||||
Securities lending | 69,598 | 20,078 | 398,814 | — | |||||||||||||||
Less foreign taxes withheld | — | (12,734 | ) | (151,914 | ) | — | |||||||||||||
Total investment income | 3,485,143 | 2,332,665 | 5,935,930 | 7,227,286 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 1,489,883 | 1,551,401 | 4,550,109 | — | |||||||||||||||
Series I distribution and service fees (Note 5) | 21,054 | 9,355 | 79 | 644,511 | |||||||||||||||
Series II distribution and service fees (Note 5) | 11,318 | 42,999 | — | 5,353,255 | |||||||||||||||
Series III distribution and service fees (Note 5) | — | — | — | 194,057 | |||||||||||||||
Accounting and legal services fees (Note 5) | 26,191 | 26,950 | 63,632 | 122,234 | |||||||||||||||
Professional fees | 13,769 | 13,770 | 19,170 | 17,843 | |||||||||||||||
Printing and postage | 4,738 | 10,430 | 8,595 | 23,211 | |||||||||||||||
Custodian fees | 12,454 | 32,013 | 119,413 | 6,003 | |||||||||||||||
Trustees’ fees (Note 5) | 3,342 | 3,365 | 8,207 | 15,641 | |||||||||||||||
Registration and filing fees | 1,912 | 1,785 | 2,145 | 2,105 | |||||||||||||||
Other | 5,387 | 3,594 | 7,546 | 10,672 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 1,590,048 | 1,695,662 | 4,778,896 | 6,389,532 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (5,258 | ) | (5,475 | ) | (12,827 | ) | (24,551 | ) | |||||||||||
Total expenses | 1,584,790 | 1,690,187 | 4,766,069 | 6,364,981 | |||||||||||||||
Net investment income (loss) | 1,900,353 | 642,478 | 1,169,861 | 862,305 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 31,479,007 | 20,044,295 | 90,853,056 | 1 | (14,975,533 | ) | |||||||||||||
Investments in affiliated issuers | 1,384 | (498 | ) | 2,488 | — | ||||||||||||||
Futures contracts | 115,115 | — | — | — | |||||||||||||||
Foreign currency transactions | — | 28 | (34,846 | ) | — | ||||||||||||||
31,595,506 | 20,043,825 | 90,820,698 | (14,975,533 | ) | |||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | (1,292,064 | ) | 1,617,023 | (42,333,492 | )2 | 105,474,170 | |||||||||||||
Investments in affiliated issuers | 1,511 | 1,184 | 9,984 | — | |||||||||||||||
Futures contracts | 36,985 | — | — | — | |||||||||||||||
Translation of assets and liabilities in foreign currencies | — | 21 | 91,548 | — | |||||||||||||||
(1,253,568 | ) | 1,618,228 | (42,231,960 | ) | 105,474,170 | ||||||||||||||
Net realized and unrealized gain (loss) | 30,341,938 | 21,662,053 | 48,588,738 | 90,498,637 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 32,242,291 | $ | 22,304,531 | $ | 49,758,599 | $ | 91,360,942 |
1 | Net of India foreign taxes of $1,031. | |||
2 | Net of $9,517 decrease in deferred India foreign withholding taxes. |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | American Blue Chip Income and Growth Trust | | American Bond Trust | | American Fundamental Holdings Trust | | American Global Diversification Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 925,607 | $ | 4,799,540 | $ | 4,575,566 | $ | 5,314,284 | |||||||||||
Total investment income | 925,607 | 4,799,540 | 4,575,566 | 5,314,284 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | — | — | 250,039 | 187,055 | |||||||||||||||
Series I distribution and service fees (Note 5) | 131,127 | 23,938 | 7,286 | 26,101 | |||||||||||||||
Series II distribution and service fees (Note 5) | 303,050 | 2,774,140 | 4,184,737 | 3,282,357 | |||||||||||||||
Series III distribution and service fees (Note 5) | 197,471 | 263,021 | 79,279 | 124 | |||||||||||||||
Accounting and legal services fees (Note 5) | 19,195 | 65,297 | 80,343 | 60,012 | |||||||||||||||
Professional fees | 8,693 | 12,662 | 14,098 | 12,336 | |||||||||||||||
Printing and postage | 3,299 | 12,941 | 15,700 | 11,613 | |||||||||||||||
Custodian fees | 6,003 | 6,003 | 6,003 | 6,003 | |||||||||||||||
Trustees’ fees (Note 5) | 2,426 | 8,321 | 10,344 | 7,783 | |||||||||||||||
Registration and filing fees | 2,012 | 2,880 | 3,235 | 3,135 | |||||||||||||||
Other | 1,314 | 5,621 | 8,197 | 6,660 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 674,590 | 3,174,824 | 4,659,261 | 3,603,179 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (3,863 | ) | (13,132 | ) | — | — | |||||||||||||
Total expenses | 670,727 | 3,161,692 | 4,659,261 | 3,603,179 | |||||||||||||||
Net investment income (loss) | 254,880 | 1,637,848 | (83,695 | ) | 1,711,105 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | (897,788 | ) | (6,121,878 | ) | (6,015,105 | ) | (1,773,837 | ) | |||||||||||
(897,788 | ) | (6,121,878 | ) | (6,015,105 | ) | (1,773,837 | ) | ||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | 10,419,021 | 26,807,736 | 50,683,575 | 26,857,027 | |||||||||||||||
10,419,021 | 26,807,736 | 50,683,575 | 26,857,027 | ||||||||||||||||
Net realized and unrealized gain (loss) | 9,521,233 | 20,685,858 | 44,668,470 | 25,083,190 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 9,776,113 | $ | 22,323,706 | $ | 44,584,775 | $ | 26,794,295 |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | American Global Growth Trust | | American Global Small Capitalization Trust | | American Growth Trust | | American Growth-Income Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 653,485 | $ | 1,303,469 | $ | 4,187,179 | $ | 3,848,826 | |||||||||||
Interest | — | — | — | 4,733 | |||||||||||||||
Total investment income | 653,485 | 1,303,469 | 4,187,179 | 3,853,559 | |||||||||||||||
Expenses | |||||||||||||||||||
Series I distribution and service fees (Note 5) | 1,510 | 508 | 333,593 | 707,860 | |||||||||||||||
Series II distribution and service fees (Note 5) | 735,085 | 272,192 | 4,217,668 | 3,424,008 | |||||||||||||||
Series III distribution and service fees (Note 5) | 4,359 | 42,986 | 118,360 | 100,788 | |||||||||||||||
Accounting and legal services fees (Note 5) | 13,553 | 7,255 | 90,387 | 83,478 | |||||||||||||||
Professional fees | 8,217 | 7,680 | 14,955 | 14,343 | |||||||||||||||
Printing and postage | 2,739 | 1,571 | 17,532 | 16,391 | |||||||||||||||
Custodian fees | 6,003 | 6,003 | 6,003 | 6,003 | |||||||||||||||
Trustees’ fees (Note 5) | 1,767 | 974 | 11,727 | 10,882 | |||||||||||||||
Registration and filing fees | 2,962 | 3,203 | 3,679 | 2,291 | |||||||||||||||
Other | 1,596 | 1,191 | 7,005 | 6,552 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 777,791 | 343,563 | 4,820,909 | 4,372,596 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (2,725 | ) | (1,460 | ) | (18,121 | ) | (16,753 | ) | |||||||||||
Total expenses | 775,066 | 342,103 | 4,802,788 | 4,355,843 | |||||||||||||||
Net investment income (loss) | (121,581 | ) | 961,366 | (615,609 | ) | (502,284 | ) | ||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | (3,107,957 | ) | 161,229 | (5,012,663 | ) | (7,635,669 | ) | ||||||||||||
(3,107,957 | ) | 161,229 | (5,012,663 | ) | (7,635,669 | ) | |||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | 12,849,996 | (704,551 | ) | 81,232,399 | 60,269,929 | ||||||||||||||
12,849,996 | (704,551 | ) | 81,232,399 | 60,269,929 | |||||||||||||||
Net realized and unrealized gain (loss) | 9,742,039 | (543,322 | ) | 76,219,736 | 52,634,260 | ||||||||||||||
Increase (decrease) in net assets from operations | $ | 9,620,458 | $ | 418,044 | $ | 75,604,127 | $ | 52,131,976 |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | American High-Income Bond Trust | | American International Trust | | American New World Trust | | Balanced Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 1,354,470 | $ | 2,574,353 | $ | 547,339 | $ | 844,939 | |||||||||||
Interest | — | — | — | 550,202 | |||||||||||||||
Securities lending | — | — | — | 12,196 | |||||||||||||||
Less foreign taxes withheld | — | — | — | (35,790 | ) | ||||||||||||||
Total investment income | 1,354,470 | 2,574,353 | 547,339 | 1,371,547 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | — | — | — | 474,970 | |||||||||||||||
Series I distribution and service fees (Note 5) | 1,209 | 346,039 | 24,182 | 187 | |||||||||||||||
Series II distribution and service fees (Note 5) | 231,605 | 2,668,516 | 334,669 | — | |||||||||||||||
Series III distribution and service fees (Note 5) | 54,253 | 47,362 | 3,506 | — | |||||||||||||||
Accounting and legal services fees (Note 5) | 7,185 | 58,493 | 6,769 | 7,704 | |||||||||||||||
Professional fees | 7,628 | 12,190 | 7,618 | 18,106 | |||||||||||||||
Printing and postage | 1,432 | 11,018 | 1,174 | 826 | |||||||||||||||
Custodian fees | 6,003 | 6,003 | 6,003 | 20,488 | |||||||||||||||
Trustees’ fees (Note 5) | 907 | 7,647 | 903 | 941 | |||||||||||||||
Registration and filing fees | 2,990 | 3,609 | 1,870 | 1,578 | |||||||||||||||
Other | 1,125 | 4,942 | 1,095 | 3,302 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 314,337 | 3,165,819 | 387,789 | 528,102 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (1,446 | ) | (11,801 | ) | (1,368 | ) | (21,491 | ) | |||||||||||
Total expenses | 312,891 | 3,154,018 | 386,421 | 506,611 | |||||||||||||||
Net investment income (loss) | 1,041,579 | (579,665 | ) | 160,918 | 864,936 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 88,349 | (6,404,958 | ) | (422,268 | ) | 1,418,573 | |||||||||||||
Investments in affiliated issuers | — | — | — | 79 | |||||||||||||||
Foreign currency transactions | — | — | — | 875 | |||||||||||||||
88,349 | (6,404,958 | ) | (422,268 | ) | 1,419,527 | ||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | 3,429,829 | 42,872,925 | 893,918 | 2,811,977 | |||||||||||||||
Investments in affiliated issuers | — | — | — | 166 | |||||||||||||||
Translation of assets and liabilities in foreign currencies | — | — | — | (935 | ) | ||||||||||||||
3,429,829 | 42,872,925 | 893,918 | 2,811,208 | ||||||||||||||||
Net realized and unrealized gain (loss) | 3,518,178 | 36,467,967 | 471,650 | 4,230,735 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 4,559,757 | $ | 35,888,302 | $ | 632,568 | $ | 5,095,671 |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | Blue Chip Growth Trust | | Capital Appreciation Trust | | Capital Appreciation Value Trust | | Core Allocation Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 7,595,635 | $ | 4,693,997 | $ | 2,637,851 | — | ||||||||||||
Interest | 132,024 | 439,977 | 1,567,600 | — | |||||||||||||||
Securities lending | 67,421 | 108,265 | 29,228 | — | |||||||||||||||
Less foreign taxes withheld | (10,283 | ) | (88,828 | ) | (40,110 | ) | — | ||||||||||||
Total investment income | 7,784,797 | 5,153,411 | 4,194,569 | — | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 7,203,145 | 3,980,918 | 1,457,534 | $ | 26,519 | ||||||||||||||
Series I distribution and service fees (Note 5) | 81,237 | 53,503 | 228 | 2,769 | |||||||||||||||
Series II distribution and service fees (Note 5) | 174,054 | 106,419 | 420,756 | 118,686 | |||||||||||||||
Accounting and legal services fees (Note 5) | 125,283 | 77,191 | 23,286 | 7,259 | |||||||||||||||
Professional fees | 25,079 | 20,437 | 16,323 | 17,485 | |||||||||||||||
Printing and postage | 21,528 | 14,350 | 4,199 | 859 | |||||||||||||||
Custodian fees | 47,935 | 42,577 | 26,978 | 6,003 | |||||||||||||||
Trustees’ fees (Note 5) | 16,140 | 9,823 | 2,969 | 861 | |||||||||||||||
Registration and filing fees | 2,265 | 3,337 | 1,903 | 2,631 | |||||||||||||||
Other | 13,916 | 12,216 | 5,165 | 2,559 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 7,710,582 | 4,320,771 | 1,959,341 | 185,631 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (300,952 | ) | (15,504 | ) | (66,842 | ) | (530 | ) | |||||||||||
Total expenses | 7,409,630 | 4,305,267 | 1,892,499 | 185,101 | |||||||||||||||
Net investment income (loss) | 375,167 | 848,144 | 2,302,070 | (185,101 | ) | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 98,243,122 | 66,594,192 | 26,590,448 | — | |||||||||||||||
Investments in affiliated issuers | (2,454 | ) | (307 | ) | (182 | ) | 232,772 | ||||||||||||
Written options | — | — | (963,547 | ) | — | ||||||||||||||
Foreign currency transactions | 1,894 | (39,132 | ) | 7,900 | — | ||||||||||||||
98,242,562 | 66,554,753 | 25,634,619 | 232,772 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | 20,274,287 | 24,589,460 | (8,960,761 | ) | — | ||||||||||||||
Investments in affiliated issuers | 11,319 | 9,544 | 111 | 4,500,333 | |||||||||||||||
Written options | — | — | 556,976 | — | |||||||||||||||
Translation of assets and liabilities in foreign currencies | (686 | ) | 67 | 185 | — | ||||||||||||||
20,284,920 | 24,599,071 | (8,403,489 | ) | 4,500,333 | |||||||||||||||
Net realized and unrealized gain (loss) | 118,527,482 | 91,153,824 | 17,231,130 | 4,733,105 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 118,902,649 | $ | 92,001,968 | $ | 19,533,200 | $ | 4,548,004 |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | Core Allocation Plus Trust | | Core Disciplined Diversification Trust | | Core Diversified Growth & Income Trust | | Core Fundamental Holdings Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 1,469,059 | — | $ | 7,545 | $ | 524,524 | ||||||||||||
Interest | 1,544,588 | — | — | — | |||||||||||||||
Securities lending | 69,410 | — | — | — | |||||||||||||||
Less foreign taxes withheld | (45,100 | ) | — | — | — | ||||||||||||||
Total investment income | 3,037,957 | — | 7,545 | 524,524 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 1,184,691 | $ | 44,876 | 794 | 68,144 | ||||||||||||||
Series I distribution and service fees (Note 5) | 6,845 | — | 4,902 | 47 | |||||||||||||||
Series II distribution and service fees (Note 5) | 202,892 | 224,346 | 2,028 | 690,077 | |||||||||||||||
Series III distribution and service fees (Note 5) | — | — | 80 | 16,208 | |||||||||||||||
Accounting and legal services fees (Note 5) | 17,642 | 12,282 | 256 | 18,560 | |||||||||||||||
Professional fees | 17,830 | 17,939 | 8,471 | 19,410 | |||||||||||||||
Printing and postage | 2,921 | 1,421 | 15 | 2,558 | |||||||||||||||
Custodian fees | 51,523 | 6,003 | 6,003 | 6,003 | |||||||||||||||
Trustees’ fees (Note 5) | 2,179 | 1,443 | 31 | 2,226 | |||||||||||||||
Registration and filing fees | 3,069 | 2,317 | 3,344 | 3,395 | |||||||||||||||
Other | 4,438 | 2,045 | 2,972 | 3,178 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 1,494,030 | 312,672 | 28,896 | 829,806 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (3,553 | ) | 19,377 | (19,217 | ) | 12,812 | |||||||||||||
Total expenses | 1,490,477 | 332,049 | 9,679 | 842,618 | |||||||||||||||
Net investment income (loss) | 1,547,480 | (332,049 | ) | (2,134 | ) | (318,094 | ) | ||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 14,822,867 | — | 10,447 | 250,830 | |||||||||||||||
Investments in affiliated issuers | 1,044 | 970,475 | 6,499 | 245,312 | |||||||||||||||
Capital gain distributions received from unaffiliated underlying funds | — | — | 16,929 | 1,618,979 | |||||||||||||||
Futures contracts | 741,561 | — | — | — | |||||||||||||||
Swap contracts | 23,405 | — | — | — | |||||||||||||||
Foreign currency transactions | 71,206 | — | — | — | |||||||||||||||
15,660,083 | 970,475 | 33,875 | 2,115,121 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | (4,992,958 | ) | — | 55,750 | 3,567,025 | ||||||||||||||
Investments in affiliated issuers | 1,324 | 6,629,401 | 61,983 | 4,356,868 | |||||||||||||||
Futures contracts | 38,755 | — | — | — | |||||||||||||||
Swap contracts | (3,896 | ) | — | — | — | ||||||||||||||
Translation of assets and liabilities in foreign currencies | 3,461 | — | — | — | |||||||||||||||
(4,953,314 | ) | 6,629,401 | 117,733 | 7,923,893 | |||||||||||||||
Net realized and unrealized gain (loss) | 10,706,769 | 7,599,876 | 151,608 | 10,039,014 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 12,254,249 | $ | 7,267,827 | $ | 149,474 | $ | 9,720,920 |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | Core Global Diversification Trust | | Disciplined Diversification Trust | | Emerging Markets Value Trust | | Equity- Income Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 628,125 | $ | 3,268,255 | $ | 13,903,681 | $ | 25,978,150 | |||||||||||
Interest | — | 1,590,153 | 1,753 | 89,978 | |||||||||||||||
Securities lending | — | 73,256 | 112,961 | 242,947 | |||||||||||||||
Less foreign taxes withheld | — | (178,450 | ) | (1,167,264 | ) | (180,590 | ) | ||||||||||||
Total investment income | 628,125 | 4,753,214 | 12,851,131 | 26,130,485 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 80,645 | 1,320,033 | 5,122,084 | 8,032,754 | |||||||||||||||
Series I distribution and service fees (Note 5) | 262 | 63 | 2,463 | 88,909 | |||||||||||||||
Series II distribution and service fees (Note 5) | 838,804 | 301,118 | — | 235,745 | |||||||||||||||
Series III distribution and service fees (Note 5) | 13,057 | — | — | — | |||||||||||||||
Accounting and legal services fees (Note 5) | 21,950 | 24,708 | 72,903 | 135,331 | |||||||||||||||
Professional fees | 19,722 | 17,878 | 22,589 | 25,689 | |||||||||||||||
Printing and postage | 3,009 | 3,883 | 12,039 | 24,806 | |||||||||||||||
Custodian fees | 6,003 | 185,872 | 543,550 | 78,669 | |||||||||||||||
Trustees’ fees (Note 5) | 2,641 | 3,062 | 9,513 | 17,334 | |||||||||||||||
Registration and filing fees | 3,302 | 1,977 | 1,713 | 2,319 | |||||||||||||||
Other | 3,342 | 5,285 | 23,989 | 14,869 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 992,737 | 1,863,879 | 5,810,843 | 8,656,425 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | 20,675 | (4,974 | ) | (14,718 | ) | (336,381 | ) | ||||||||||||
Total expenses | 1,013,412 | 1,858,905 | 5,796,125 | 8,320,044 | |||||||||||||||
Net investment income (loss) | (385,287 | ) | 2,894,309 | 7,055,006 | 17,810,441 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 348,166 | 1,269,904 | 1 | 57,281,222 | 43,882,521 | ||||||||||||||
Investments in affiliated issuers | 439,302 | 59 | 2 | (12,563 | ) | ||||||||||||||
Capital gain distributions received from unaffiliated underlying funds | 1,661,898 | — | — | — | |||||||||||||||
Foreign currency transactions | — | 4,524 | (1,576 | ) | 61,741 | ||||||||||||||
2,449,366 | 1,274,487 | 57,279,648 | 43,931,699 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | 4,840,795 | 10,826,549 | 2 | (101,904,373 | ) | 25,526,610 | |||||||||||||
Investments in affiliated issuers | 5,187,483 | 1,726 | 4,971 | 24,368 | |||||||||||||||
Translation of assets and liabilities in foreign currencies | — | (1,889 | ) | (45,709 | ) | (7,161 | ) | ||||||||||||
10,028,278 | 10,826,386 | (101,945,111 | ) | 25,543,817 | |||||||||||||||
Net realized and unrealized gain (loss) | 12,477,644 | 12,100,873 | (44,665,463 | ) | 69,475,516 | ||||||||||||||
Increase (decrease) in net assets from operations | $ | 12,092,357 | $ | 14,995,182 | ($37,610,457 | ) | $ | 87,285,957 |
1 | Net of India foreign taxes of $109. | |||
2 | Not of $7,312 decrease in deferred India foreign withholding taxes. |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | Financial Services Trust | | Franklin Templeton Founding Allocation Trust | | Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | | Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 1,942,966 | — | $ | 12,124,733 | $ | 2,466,537 | ||||||||||||
Interest | 1,608 | — | 61,539 | 194 | |||||||||||||||
Securities lending | 19,014 | — | — | — | |||||||||||||||
Less foreign taxes withheld | (24,329 | ) | — | (257,206 | ) | (53,434 | ) | ||||||||||||
Total investment income | 1,939,259 | — | 11,929,066 | 2,413,297 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 714,040 | $ | 305,275 | 4,735,661 | 782,536 | ||||||||||||||
Series I distribution and service fees (Note 5) | 30,450 | 11,934 | 36,024 | 77 | |||||||||||||||
Series II distribution and service fees (Note 5) | 38,876 | 1,682,969 | 88,771 | 18,104 | |||||||||||||||
Accounting and legal services fees (Note 5) | 11,843 | 95,227 | 95,414 | 15,530 | |||||||||||||||
Professional fees | 13,470 | 22,933 | 14,263 | 11,982 | |||||||||||||||
Printing and postage | 2,280 | 17,315 | 17,274 | 3,202 | |||||||||||||||
Custodian fees | 22,389 | 6,003 | 82,329 | 4,523 | |||||||||||||||
Trustees’ fees (Note 5) | 1,563 | 12,215 | 12,184 | 1,900 | |||||||||||||||
Registration and filing fees | 2,080 | 2,374 | 2,229 | 1,894 | |||||||||||||||
Other | 3,424 | 9,897 | 11,723 | 4,485 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 840,415 | 2,166,142 | 5,095,872 | 844,233 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (2,385 | ) | — | (19,147 | ) | (3,102 | ) | ||||||||||||
Total expenses | 838,030 | 2,166,142 | 5,076,725 | 841,131 | |||||||||||||||
Net investment income (loss) | 1,101,229 | (2,166,142 | ) | 6,852,341 | 1,572,166 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 7,754,953 | — | 279,790,259 | 28,289,129 | |||||||||||||||
Investments in affiliated issuers | (733 | ) | (18,797,984 | ) | — | — | |||||||||||||
Foreign currency transactions | (10,486 | ) | — | 1,175 | 124 | ||||||||||||||
7,743,734 | (18,797,984 | ) | 279,791,434 | 28,289,253 | |||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | (5,756,566 | ) | — | (205,495,315 | ) | (14,800,327 | ) | ||||||||||||
Investments in affiliated issuers | 1,554 | 113,013,157 | — | — | |||||||||||||||
Translation of assets and liabilities in foreign currencies | (1,245 | ) | — | (2,159 | ) | (398 | ) | ||||||||||||
(5,756,257 | ) | 113,013,157 | (205,497,474 | ) | (14,800,725 | ) | |||||||||||||
Net realized and unrealized gain (loss) | 1,987,477 | 94,215,173 | 74,293,960 | 13,488,528 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 3,088,706 | $ | 92,049,031 | $ | 81,146,301 | $ | 15,060,694 |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | Fundamental Value Trust | | Global Trust | | Growth Equity Trust | | Health Sciences Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 17,358,338 | $ | 13,237,649 | $ | 1,830,375 | $ | 431,197 | |||||||||||
Interest | 266,198 | 3,127 | 153 | 50,546 | |||||||||||||||
Securities lending | 159,344 | 514,267 | 49,893 | — | |||||||||||||||
Less foreign taxes withheld | (408,489 | ) | (1,091,916 | ) | (17,701 | ) | (20,092 | ) | |||||||||||
Total investment income | 17,375,391 | 12,663,127 | 1,862,720 | 461,651 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 6,628,353 | 2,808,184 | 1,757,908 | 813,893 | |||||||||||||||
Series I distribution and service fees (Note 5) | 105,007 | 45,576 | — | 15,384 | |||||||||||||||
Series II distribution and service fees (Note 5) | 411,298 | 43,445 | — | 77,053 | |||||||||||||||
Accounting and legal services fees (Note 5) | 118,983 | 46,986 | 31,650 | 10,615 | |||||||||||||||
Professional fees | 22,189 | 17,429 | 15,891 | 14,253 | |||||||||||||||
Printing and postage | 22,627 | 8,690 | 5,882 | 1,747 | |||||||||||||||
Custodian fees | 217,781 | 237,579 | 31,278 | 25,713 | |||||||||||||||
Trustees’ fees (Note 5) | 15,358 | 6,025 | 4,083 | 1,257 | |||||||||||||||
Registration and filing fees | 2,130 | 2,212 | 1,640 | 2,041 | |||||||||||||||
Other | 14,207 | 7,017 | 6,076 | 3,329 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 7,557,933 | 3,223,143 | 1,854,408 | 965,285 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (23,849 | ) | (44,460 | ) | (6,404 | ) | (44,171 | ) | |||||||||||
Total expenses | 7,534,084 | 3,178,683 | 1,848,004 | 921,114 | |||||||||||||||
Net investment income (loss) | 9,841,307 | 9,484,444 | 14,716 | (459,463 | ) | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 37,540,576 | 29,859,592 | 31,125,632 | 4,177,983 | |||||||||||||||
Investments in affiliated issuers | 6,745 | 4,827 | 2,590 | — | |||||||||||||||
Written options | — | — | — | 2,142,372 | |||||||||||||||
Foreign currency transactions | 40,431 | (46,255 | ) | — | 18,759 | ||||||||||||||
37,587,752 | 29,818,164 | 31,128,222 | 6,339,114 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | 2,577,597 | 20,886,508 | (11,616,782 | ) | 20,079,936 | 1 | |||||||||||||
Investments in affiliated issuers | 3,020 | 557 | 748 | — | |||||||||||||||
Written options | — | — | — | (705,355 | ) | ||||||||||||||
Translation of assets and liabilities in foreign currencies | 1,031 | (13,615 | ) | — | (3,781 | ) | |||||||||||||
2,581,648 | 20,873,450 | (11,616,034 | ) | 19,370,800 | |||||||||||||||
Net realized and unrealized gain (loss) | 40,169,400 | 50,691,614 | 19,512,188 | 25,709,914 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 50,010,707 | $ | 60,176,058 | $ | 19,526,904 | $ | 25,250,451 |
1 | Net of $6,379 increase in deferred India foreign withheld taxes. |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | Heritage Trust | | International Core Trust | | International Growth Stock Trust | | International Opportunities Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 499,016 | $ | 20,515,796 | $ | 3,520,057 | $ | 5,618,893 | |||||||||||
Interest | 168 | 2,124 | 8,502 | 892 | |||||||||||||||
Securities lending | 28,739 | 991,511 | — | — | |||||||||||||||
Less foreign taxes withheld | (184 | ) | (1,955,582 | ) | (256,520 | ) | (598,166 | ) | |||||||||||
Total investment income | 527,739 | 19,553,849 | 3,272,039 | 5,021,619 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 610,057 | 3,823,623 | 670,047 | 2,120,129 | |||||||||||||||
Series I distribution and service fees (Note 5) | — | 15,241 | — | 1,087 | |||||||||||||||
Series II distribution and service fees (Note 5) | — | 36,291 | — | 44,672 | |||||||||||||||
Accounting and legal services fees (Note 5) | 9,644 | 58,778 | 10,548 | 32,858 | |||||||||||||||
Professional fees | 11,798 | 28,218 | 13,610 | 17,600 | |||||||||||||||
Printing and postage | 1,622 | 8,827 | 1,135 | 6,986 | |||||||||||||||
Custodian fees | 13,426 | 466,452 | 83,253 | 140,426 | |||||||||||||||
Trustees’ fees (Note 5) | 1,253 | 7,573 | 1,373 | 4,253 | |||||||||||||||
Registration and filing fees | 1,630 | 2,527 | 1,166 | 2,072 | |||||||||||||||
Other | 3,753 | 8,208 | 743 | 6,826 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 653,183 | 4,455,738 | 781,875 | 2,376,909 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (1,960 | ) | (11,859 | ) | (2,197 | ) | (6,580 | ) | |||||||||||
Total expenses | 651,223 | 4,443,879 | 779,678 | 2,370,329 | |||||||||||||||
Net investment income (loss) | (123,484 | ) | 15,109,970 | 2,492,361 | 2,651,290 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 13,769,758 | 22,891,903 | 1,576,773 | 39,817,854 | |||||||||||||||
Investments in affiliated issuers | (441 | ) | 7,055 | — | — | ||||||||||||||
Futures contracts | — | 956,553 | — | — | |||||||||||||||
Foreign currency transactions | (21,166 | ) | (1,107,349 | ) | (45,673 | ) | (137,798 | ) | |||||||||||
13,748,151 | 22,748,162 | 1,531,100 | 39,680,056 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | (1,509,408 | ) | 25,668,612 | 6,942,155 | (41,414,111 | ) | |||||||||||||
Investments in affiliated issuers | 941 | 327 | — | — | |||||||||||||||
Futures contracts | — | 611,458 | — | — | |||||||||||||||
Translation of assets and liabilities in foreign currencies | (5,900 | ) | 176,932 | 3,385 | (2,424,068 | ) | |||||||||||||
(1,514,367 | ) | 26,457,329 | 6,945,540 | (43,838,179 | ) | ||||||||||||||
Net realized and unrealized gain (loss) | 12,233,784 | 49,205,491 | 8,476,640 | (4,158,123 | ) | ||||||||||||||
Increase (decrease) in net assets from operations | $ | 12,110,300 | $ | 64,315,461 | $ | 10,969,001 | ($1,506,833 | ) |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | International Small Company Trust | | International Value Trust | | Large Cap Trust | | Lifestyle Balanced PS Series1 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 2,085,427 | $ | 26,267,511 | $ | 1,575,180 | — | ||||||||||||
Interest | 2,599 | 90,802 | 406,073 | — | |||||||||||||||
Securities lending | 79,701 | 1,357,139 | 17,325 | — | |||||||||||||||
Less foreign taxes withheld | (180,344 | ) | (2,939,763 | ) | — | — | |||||||||||||
Total investment income | 1,987,383 | 24,775,689 | 1,998,578 | — | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 616,172 | 4,243,535 | 671,666 | $ | 2 | ||||||||||||||
Series I distribution and service fees (Note 5) | 14,772 | 40,306 | 38,652 | — | |||||||||||||||
Series II distribution and service fees (Note 5) | 44,320 | 171,395 | 13,499 | 10 | |||||||||||||||
Accounting and legal services fees (Note 5) | 8,815 | 71,643 | 12,121 | 1 | |||||||||||||||
Professional fees | 13,330 | 21,233 | 11,977 | 6,826 | |||||||||||||||
Printing and postage | 318 | 13,139 | 2,178 | 15 | |||||||||||||||
Custodian fees | 70,116 | 516,287 | 7,780 | 2,006 | |||||||||||||||
Trustees’ fees (Note 5) | 1,022 | 9,077 | 1,564 | 2 | |||||||||||||||
Registration and filing fees | 1,878 | 3,255 | 1,685 | 23 | |||||||||||||||
Other | 4,302 | 10,738 | 3,431 | 2,418 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 775,045 | 5,100,608 | 764,553 | 11,303 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (1,775 | ) | (14,500 | ) | (2,431 | ) | (11,286 | ) | |||||||||||
Total expenses | 773,270 | 5,086,108 | 762,122 | 17 | |||||||||||||||
Net investment income (loss) | 1,214,113 | 19,689,581 | 1,236,456 | (17 | ) | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 2,927,615 | 20,161,753 | 12,176,261 | — | |||||||||||||||
Investments in affiliated issuers | 138 | 5,059 | 2,669 | — | |||||||||||||||
Foreign currency transactions | 24,604 | 209,288 | — | — | |||||||||||||||
2,952,357 | 20,376,100 | 12,178,930 | — | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | (677,830 | ) | 30,421,145 | (4,087,514 | ) | — | |||||||||||||
Investments in affiliated issuers | 370 | (109 | ) | 305 | (152 | ) | |||||||||||||
Translation of assets and liabilities in foreign currencies | (2,166 | ) | (71,391 | ) | — | — | |||||||||||||
(679,626 | ) | 30,349,645 | (4,087,209 | ) | (152 | ) | |||||||||||||
Net realized and unrealized gain (loss) | 2,272,731 | 50,725,745 | 8,091,721 | (152 | ) | ||||||||||||||
Increase (decrease) in net assets from operations | $ | 3,486,844 | $ | 70,415,326 | $ | 9,328,177 | ($169 | ) |
1 | Period for 4-29-11 (inception date) to 6-30-11. |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | Lifestyle Conservative PS Series1 | | Lifestyle Growth PS Series1 | | Lifestyle Moderate PS Series1 | | Mid Cap Stock Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | — | — | — | $ | 2,272,896 | ||||||||||||||
Interest | — | — | — | 90,711 | |||||||||||||||
Securities lending | — | — | — | 365,843 | |||||||||||||||
Less foreign taxes withheld | — | — | — | (73,137 | ) | ||||||||||||||
Total investment income | — | — | — | 2,656,313 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | $ | 2 | $ | 2 | $ | 2 | 3,562,544 | ||||||||||||
Series I distribution and service fees (Note 5) | — | — | — | 57,545 | |||||||||||||||
Series II distribution and service fees (Note 5) | 10 | 10 | 11 | 181,327 | |||||||||||||||
Accounting and legal services fees (Note 5) | 1 | 1 | 1 | 58,177 | |||||||||||||||
Professional fees | 6,839 | 6,839 | 6,839 | 15,112 | |||||||||||||||
Printing and postage | 15 | 15 | 15 | 10,325 | |||||||||||||||
Custodian fees | 2,006 | 2,006 | 2,006 | 107,962 | |||||||||||||||
Trustees’ fees (Note 5) | 2 | 2 | 2 | 7,348 | |||||||||||||||
Registration and filing fees | 23 | 23 | 23 | 2,399 | |||||||||||||||
Other | 2,416 | 2,416 | 2,417 | 7,607 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 11,314 | 11,314 | 11,316 | 4,010,346 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (11,298 | ) | (11,298 | ) | (11,298 | ) | (11,652 | ) | |||||||||||
Total expenses | 16 | 16 | 18 | 3,998,694 | |||||||||||||||
Net investment income (loss) | (16 | ) | (16 | ) | (18 | ) | (1,342,381 | ) | |||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | — | — | — | 112,329,816 | |||||||||||||||
Investments in affiliated issuers | — | — | — | (2,725 | ) | ||||||||||||||
Foreign currency transactions | — | — | — | (325,194 | ) | ||||||||||||||
— | — | — | 112,001,897 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | — | — | 680 | (30,143,737 | ) | ||||||||||||||
Investments in affiliated issuers | (87 | ) | (490 | ) | — | 22,422 | |||||||||||||
Translation of assets and liabilities in foreign currencies | — | — | — | 9,297 | |||||||||||||||
(87 | ) | (490 | ) | 680 | (30,112,018 | ) | |||||||||||||
Net realized and unrealized gain (loss) | (87 | ) | (490 | ) | 680 | 81,889,879 | |||||||||||||
Increase (decrease) in net assets from operations | ($103 | ) | ($506 | ) | $ | 662 | $ | 80,547,498 |
1 | Period 4-29-11 (inception date) to 6-30-11. |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | Mid Cap Value Equity Trust | | Mid Value Trust | | Mutual Shares Trust | | Natural Resources Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 1,039,905 | $ | 6,301,660 | $ | 9,059,615 | $ | 2,625,629 | |||||||||||
Interest | 3,295 | 230,239 | 1,505,203 | 4,082 | |||||||||||||||
Securities lending | 36,831 | 608,982 | 223,753 | 101,699 | |||||||||||||||
Less foreign taxes withheld | (7,914 | ) | (25,894 | ) | (393,179 | ) | (198,968 | ) | |||||||||||
Total investment income | 1,072,117 | 7,114,987 | 10,395,392 | 2,532,442 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 620,453 | 3,899,245 | 3,161,776 | 1,482,351 | |||||||||||||||
Series I distribution and service fees (Note 5) | — | 78,394 | 45,916 | 4,802 | |||||||||||||||
Series II distribution and service fees (Note 5) | — | 131,817 | — | 241,066 | |||||||||||||||
Accounting and legal services fees (Note 5) | 9,601 | 55,688 | 44,771 | 20,201 | |||||||||||||||
Professional fees | 12,114 | 16,492 | 20,559 | 12,625 | |||||||||||||||
Printing and postage | 1,577 | 10,037 | 7,801 | 3,312 | |||||||||||||||
Custodian fees | 12,024 | 55,456 | 142,148 | 44,058 | |||||||||||||||
Trustees’ fees (Note 5) | 1,245 | 7,043 | 5,681 | 2,569 | |||||||||||||||
Registration and filing fees | 1,567 | 2,208 | 1,908 | 2,916 | |||||||||||||||
Other | 3,356 | 7,659 | 6,850 | 4,155 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 661,937 | 4,264,039 | 3,437,410 | 1,818,055 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (1,950 | ) | (197,260 | ) | (9,012 | ) | (4,050 | ) | |||||||||||
Total expenses | 659,987 | 4,066,779 | 3,428,398 | 1,814,005 | |||||||||||||||
Net investment income (loss) | 412,130 | 3,048,208 | 6,966,994 | 718,437 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 16,251,008 | 73,951,666 | 12,650,781 | 21,221,400 | |||||||||||||||
Investments in affiliated issuers | 689 | (15,993 | ) | 3,041 | 2,899 | ||||||||||||||
Foreign currency transactions | (117 | ) | 3,345 | (9,682,582 | ) | 16,679 | |||||||||||||
16,251,580 | 73,939,018 | 2,971,240 | 21,240,978 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | (7,817,547 | ) | (31,138,350 | ) | 26,210,661 | (22,788,340 | )1 | ||||||||||||
Investments in affiliated issuers | 2,167 | 31,669 | 435 | 67 | |||||||||||||||
Translation of assets and liabilities in foreign currencies | — | 7 | 1,866,227 | 832 | |||||||||||||||
(7,815,380 | ) | (31,106,674 | ) | 28,077,323 | (22,787,441 | ) | |||||||||||||
Net realized and unrealized gain (loss) | 8,436,200 | 42,832,344 | 31,048,563 | (1,546,463 | ) | ||||||||||||||
Increase (decrease) in net assets from operations | $ | 8,848,330 | $ | 45,880,552 | $ | 38,015,557 | ($828,026 | ) |
1 | Net of $10,198 increase in deferred India foreign withholding taxes. |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | Real Estate Securities Trust | | Science & Technology Trust | | Small Cap Growth Trust | | Small Cap Opportunities Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 5,903,537 | $ | 1,420,624 | $ | 968,392 | $ | 778,487 | |||||||||||
Interest | 640,222 | 94,257 | 31,419 | 103,314 | |||||||||||||||
Securities lending | 111,315 | 176,706 | 239,972 | 45,952 | |||||||||||||||
Less foreign taxes withheld | (4,376 | ) | (40,986 | ) | (7,832 | ) | (45 | ) | |||||||||||
Total investment income | 6,650,698 | 1,650,601 | 1,231,951 | 927,708 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 1,445,035 | 2,422,046 | 2,362,665 | 932,755 | |||||||||||||||
Series I distribution and service fees (Note 5) | 26,996 | 96,980 | 23,872 | 11,041 | |||||||||||||||
Series II distribution and service fees (Note 5) | 104,773 | 74,961 | 56,859 | 52,672 | |||||||||||||||
Accounting and legal services fees (Note 5) | 28,082 | 31,386 | 30,511 | 12,705 | |||||||||||||||
Professional fees | 22,201 | 15,270 | 12,137 | 11,870 | |||||||||||||||
Printing and postage | 4,989 | 5,177 | 4,970 | — | |||||||||||||||
Custodian fees | 17,010 | 54,186 | 45,270 | 15,039 | |||||||||||||||
Trustees’ fees (Note 5) | 3,516 | 3,972 | 3,697 | 1,606 | |||||||||||||||
Registration and filing fees | 4,358 | 1,927 | 2,075 | 1,892 | |||||||||||||||
Other | 4,688 | 5,190 | 5,367 | 305 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 1,661,648 | 2,711,095 | 2,547,423 | 1,039,885 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (5,662 | ) | (69,360 | ) | (6,122 | ) | (83,304 | ) | |||||||||||
Total expenses | 1,655,986 | 2,641,735 | 2,541,301 | 956,581 | |||||||||||||||
Net investment income (loss) | 4,994,712 | (991,134 | ) | (1,309,350 | ) | (28,873 | ) | ||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 34,811,358 | 62,778,143 | 68,800,191 | 15,316,954 | |||||||||||||||
Investments in affiliated issuers | — | 2,115 | (4,376 | ) | (942 | ) | |||||||||||||
Futures contracts | — | — | 549 | — | |||||||||||||||
Foreign currency transactions | 481 | 282,594 | (171,892 | ) | (98 | ) | |||||||||||||
34,811,839 | 63,062,852 | 68,624,472 | 15,315,914 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | 6,546,976 | (38,423,672 | ) | (13,339,817 | ) | (730,591 | ) | ||||||||||||
Investments in affiliated issuers | 3,369 | 1,551 | 13,161 | 2,546 | |||||||||||||||
Translation of assets and liabilities in foreign currencies | 2,382 | (268,129 | ) | 24,725 | — | ||||||||||||||
6,552,727 | (38,690,250 | ) | (13,301,931 | ) | (728,045 | ) | |||||||||||||
Net realized and unrealized gain (loss) | 41,364,566 | 24,372,602 | 55,322,541 | 14,587,869 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 46,359,278 | $ | 23,381,468 | $ | 54,013,191 | $ | 14,558,996 |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | Small Cap Value Trust | | Small Company Growth Trust | | Small Company Value Trust | | Smaller Company Growth Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 4,333,828 | $ | 271,998 | $ | 2,927,198 | $ | 463,613 | |||||||||||
Interest | 14,278 | 8,689 | 56,549 | 17,043 | |||||||||||||||
Securities lending | 150,502 | 23,382 | 125,876 | 101,435 | |||||||||||||||
Less foreign taxes withheld | — | — | (3,398 | ) | (3,109 | ) | |||||||||||||
Total investment income | 4,498,608 | 304,069 | 3,106,225 | 578,982 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 3,164,488 | 552,198 | 2,141,216 | 1,334,424 | |||||||||||||||
Series I distribution and service fees (Note 5) | 58,986 | — | 25,854 | 24,870 | |||||||||||||||
Series II distribution and service fees (Note 5) | 63,852 | — | 116,317 | 32,488 | |||||||||||||||
Accounting and legal services fees (Note 5) | 41,313 | 7,426 | 28,360 | 17,116 | |||||||||||||||
Professional fees | 14,910 | 11,802 | 13,768 | 13,954 | |||||||||||||||
Printing and postage | 6,862 | 1,245 | 5,131 | 3,042 | |||||||||||||||
Custodian fees | 41,019 | 9,902 | 30,580 | 16,234 | |||||||||||||||
Trustees’ fees (Note 5) | 5,124 | 961 | 3,627 | 2,187 | |||||||||||||||
Registration and filing fees | 2,246 | 1,570 | 1,907 | 1,749 | |||||||||||||||
Other | 5,971 | 3,306 | 4,991 | 4,288 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 3,404,771 | 588,410 | 2,371,751 | 1,450,352 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (8,283 | ) | (1,507 | ) | (114,523 | ) | (156,624 | ) | |||||||||||
Total expenses | 3,396,488 | 586,903 | 2,257,228 | 1,293,728 | |||||||||||||||
Net investment income (loss) | 1,102,120 | (282,834 | ) | 848,997 | (714,746 | ) | |||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 27,476,130 | 8,554,314 | 7,199,453 | 23,650,981 | |||||||||||||||
Investments in affiliated issuers | (6,895 | ) | (2,208 | ) | (8,753 | ) | 21,068 | ||||||||||||
Futures contracts | — | — | — | 23,139 | |||||||||||||||
Foreign currency transactions | — | 44 | (11 | ) | 40 | ||||||||||||||
27,469,235 | 8,552,150 | 7,190,689 | 23,695,228 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | 6,815,270 | 4,615,695 | 16,611,262 | (5,268,710 | ) | ||||||||||||||
Investments in affiliated issuers | 24,187 | 4,410 | 21,697 | 4,521 | |||||||||||||||
Futures contracts | — | — | — | 12,473 | |||||||||||||||
Translation of assets and liabilities in foreign currencies | — | — | 7 | 24 | |||||||||||||||
6,839,457 | 4,620,105 | 16,632,966 | (5,251,692 | ) | |||||||||||||||
Net realized and unrealized gain (loss) | 34,308,692 | 13,172,255 | 23,823,655 | 18,443,536 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 35,410,812 | $ | 12,889,421 | $ | 24,672,652 | $ | 17,728,790 |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | Strategic Allocation Trust | | U.S. Equity Trust (formerly U.S. Multi Sector Trust) | | Utilities Trust | | Value Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | — | $ | 9,497,287 | $ | 5,292,368 | $ | 2,393,173 | ||||||||||||
Interest | $ | 6,271 | 38,860 | 56,736 | 29,434 | ||||||||||||||
Securities lending | — | 130,024 | 85,699 | — | |||||||||||||||
Less foreign taxes withheld | — | (68 | ) | (333,752 | ) | — | |||||||||||||
Total investment income | 6,271 | 9,666,103 | 5,101,051 | 2,422,607 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 9,178 | 3,122,541 | 778,144 | 1,055,892 | |||||||||||||||
Series I distribution and service fees (Note 5) | — | — | 30,705 | 56,722 | |||||||||||||||
Series II distribution and service fees (Note 5) | — | — | 40,262 | 45,975 | |||||||||||||||
Accounting and legal services fees (Note 5) | 239 | 55,436 | 12,857 | 19,553 | |||||||||||||||
Professional fees | 11,494 | 16,343 | 12,540 | 12,944 | |||||||||||||||
Printing and postage | 20 | 10,269 | 2,118 | 3,423 | |||||||||||||||
Custodian fees | 2,079 | 47,195 | 47,278 | 13,766 | |||||||||||||||
Trustees’ fees (Note 5) | 37 | 7,132 | 1,574 | 2,448 | |||||||||||||||
Registration and filing fees | 85 | 1,705 | 1,682 | 2,323 | |||||||||||||||
Other | 1,493 | 9,681 | 3,534 | 4,051 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 24,625 | 3,270,302 | 930,694 | 1,217,097 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (12,165 | ) | (11,237 | ) | (2,598 | ) | (3,924 | ) | |||||||||||
Total expenses | 12,460 | 3,259,065 | 928,096 | 1,213,173 | |||||||||||||||
Net investment income (loss) | (6,189 | ) | 6,407,038 | 4,172,955 | 1,209,434 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | (2,428 | ) | 32,502,588 | 7,131,298 | 14,774,021 | ||||||||||||||
Investments in affiliated issuers | — | (1,241 | ) | (985 | ) | — | |||||||||||||
Futures contracts | (557,759 | ) | — | — | — | ||||||||||||||
Foreign currency transactions | (59,982 | ) | — | (1,549,044 | ) | — | |||||||||||||
(620,169 | ) | 32,501,347 | 5,581,269 | 14,774,021 | |||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | (1,447 | ) | 17,258,732 | 9,263,157 | 4,161,244 | ||||||||||||||
Investments in affiliated issuers | — | 2,345 | 1,331 | — | |||||||||||||||
Futures contracts | 345,593 | — | — | — | |||||||||||||||
Translation of assets and liabilities in foreign currencies | 16,324 | — | (233,233 | ) | — | ||||||||||||||
360,470 | 17,261,077 | 9,031,255 | 4,161,244 | ||||||||||||||||
Net realized and unrealized gain (loss) | (259,699 | ) | 49,762,424 | 14,612,524 | 18,935,265 | ||||||||||||||
Increase (decrease) in net assets from operations | ($265,888 | ) | $ | 56,169,462 | $ | 18,785,479 | $ | 20,144,699 |
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | | Value & Restructuring Trust | |||||
---|---|---|---|---|---|---|---|
Dividends | $ | 3,876,850 | |||||
Interest | 24,662 | ||||||
Securities lending | 69,480 | ||||||
Less foreign taxes withheld | (45,360 | ) | |||||
Total investment income | 3,925,632 | ||||||
Expenses | |||||||
Investment management fees (Note 5) | 1,541,363 | ||||||
Accounting and legal services fees (Note 5) | 25,469 | ||||||
Professional fees | 15,096 | ||||||
Printing and postage | 3,969 | ||||||
Custodian fees | 20,741 | ||||||
Trustees’ fees (Note 5) | 3,219 | ||||||
Registration and filing fees | 2,260 | ||||||
Other | 5,502 | ||||||
Total expenses before reductions and amounts recaptured | 1,617,619 | ||||||
Net expense reductions and amounts recaptured (Note 5) | (5,186 | ) | |||||
Total expenses | 1,612,433 | ||||||
Net investment income (loss) | 2,313,199 | ||||||
Realized and unrealized gain (loss) | |||||||
Net realized gain (loss) on | |||||||
Investments in unaffiliated issuers | 13,314,961 | ||||||
Investments in affiliated issuers | (5,730 | ) | |||||
Written options | 63,390 | ||||||
Foreign currency transactions | (375 | ) | |||||
13,372,246 | |||||||
Change in net unrealized appreciation (depreciation) of | |||||||
Investments in unaffiliated issuers | (8,619,713 | ) | |||||
Investments in affiliated issuers | 68 | ||||||
Written options | 100,745 | ||||||
Translation of assets and liabilities in foreign currencies | 342 | ||||||
(8,518,558 | ) | ||||||
Net realized and unrealized gain (loss) | 4,853,688 | ||||||
Increase (decrease) in net assets from operations | $ | 7,166,887 |
Statements of Changes in Net Assets
All Cap Core Trust | All Cap Value Trust | Alpha Opportunities Trust | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | ||||||||||||||
From operations | ||||||||||||||||||||||||||
Net investment income (loss) | $ | 1,900,353 | $ | 3,838,350 | $ | 642,478 | $ | 1,533,725 | $ | 1,169,861 | $ | 1,634,650 | ||||||||||||||
Net realized gain (loss) | 31,595,506 | 44,790,277 | 20,043,825 | 14,017,304 | 90,820,698 | 127,421,073 | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (1,253,568 | ) | (3,389,244 | ) | 1,618,228 | 45,891,903 | (42,231,960 | ) | 22,810,566 | |||||||||||||||||
Increase (decrease) in net assets resulting from operations | 32,242,291 | 44,239,383 | 22,304,531 | 61,442,932 | 49,758,599 | 151,866,289 | ||||||||||||||||||||
Distributions to shareholders | ||||||||||||||||||||||||||
From net investment income | ||||||||||||||||||||||||||
Series I | — | (833,811 | ) | — | (126,574 | ) | — | (829 | ) | |||||||||||||||||
Series II | — | (69,359 | ) | — | (48,394 | ) | — | — | ||||||||||||||||||
Series NAV | — | (2,964,654 | ) | — | (1,061,282 | ) | — | (3,862,847 | ) | |||||||||||||||||
From net realized gain | ||||||||||||||||||||||||||
Series I | — | — | — | — | — | (22,019 | ) | |||||||||||||||||||
Series NAV | — | — | — | — | — | (91,258,415 | ) | |||||||||||||||||||
Total distributions | — | (3,867,824 | ) | — | (1,236,250 | ) | — | (95,144,110 | ) | |||||||||||||||||
From Portfolio share transactions (Note 6) | (23,645,467 | ) | (25,251,657 | ) | 67,637,926 | 211,682,108 | (31,686,544 | ) | 243,453,145 | |||||||||||||||||
Total increase (decrease) | 8,596,824 | 16,119,902 | 89,942,457 | 271,888,790 | 18,072,055 | 300,175,324 | ||||||||||||||||||||
Net assets | ||||||||||||||||||||||||||
Beginning of period | 377,873,882 | 361,753,980 | 361,697,742 | 89,808,952 | 924,680,277 | 624,504,953 | ||||||||||||||||||||
End of period | $ | 386,470,706 | $ | 377,873,882 | $ | 451,640,199 | $ | 361,697,742 | $ | 942,752,332 | $ | 924,680,277 | ||||||||||||||
Undistributed net investment income (loss) | $ | 2,852,743 | $ | 952,390 | $ | 1,026,863 | $ | 384,385 | $ | 615,152 | ($554,709 | ) |
American Asset Allocation Trust | American Blue Chip Income and Growth Trust | American Bond Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 862,305 | $ | 25,245,615 | $ | 254,880 | $ | 3,810,976 | $ | 1,637,848 | $ | 23,375,175 | |||||||||||||||
Net realized gain (loss) | (14,975,533 | ) | (42,719,497 | ) | (897,788 | ) | (5,328,212 | ) | (6,121,878 | ) | (13,219,672 | ) | |||||||||||||||
Change in net unrealized appreciation (depreciation) | 105,474,170 | 211,934,237 | 10,419,021 | 31,278,696 | 26,807,736 | 43,427,343 | |||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 91,360,942 | 194,460,355 | 9,776,113 | 29,761,460 | 22,323,706 | 53,582,846 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (3,265,043 | ) | — | (537,613 | ) | — | (242,930 | ) | ||||||||||||||||||
Series II | — | (19,515,706 | ) | — | (902,767 | ) | — | (17,820,965 | ) | ||||||||||||||||||
Series III | — | (2,792,653 | ) | — | (2,390,787 | ) | — | (5,525,698 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (77,649 | ) | — | — | — | — | ||||||||||||||||||||
Series II | — | (503,080 | ) | — | — | — | — | ||||||||||||||||||||
Series III | — | (52,532 | ) | — | — | — | — | ||||||||||||||||||||
Total distributions | — | (26,206,663 | ) | — | (3,831,167 | ) | — | (23,589,593 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | (90,969,832 | ) | (117,345,662 | ) | 4,233,540 | 31,341,598 | (33,130,513 | ) | 13,442,414 | ||||||||||||||||||
Total increase (decrease) | 391,110 | 50,908,030 | 14,009,653 | 57,271,891 | (10,806,807 | ) | 43,435,667 | ||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,788,696,289 | 1,737,788,259 | 274,408,689 | 217,136,798 | 970,316,225 | 926,880,558 | |||||||||||||||||||||
End of period | $ | 1,789,087,399 | $ | 1,788,696,289 | $ | 288,418,342 | $ | 274,408,689 | $ | 959,509,418 | $ | 970,316,225 | |||||||||||||||
Undistributed net investment income (loss) | $ | 863,582 | $ | 1,277 | $ | 254,880 | — | $ | 1,637,848 | — |
Statements of Changes in Net Assets
American Fundamental Holdings Trust | American Global Diversification Trust | American Global Growth Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($83,695 | ) | $ | 16,137,243 | $ | 1,711,105 | $ | 15,364,278 | ($121,581 | ) | $ | 1,765,899 | |||||||||||||||
Net realized gain (loss) | (6,015,105 | ) | (22,758,104 | ) | (1,773,837 | ) | (16,359,887 | ) | (3,107,957 | ) | (7,961,035 | ) | |||||||||||||||
Change in net unrealized appreciation (depreciation) | 50,683,575 | 118,623,485 | 26,857,027 | 100,477,769 | 12,849,996 | 27,060,867 | |||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 44,584,775 | 112,002,624 | 26,794,295 | 99,482,160 | 9,620,458 | 20,865,731 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (41,056 | ) | — | (112,096 | ) | — | (3,412 | ) | ||||||||||||||||||
Series II | — | (14,972,147 | ) | — | (15,250,630 | ) | — | (1,759,775 | ) | ||||||||||||||||||
Series III | — | (1,126,045 | ) | — | (2,120 | ) | — | (43,346 | ) | ||||||||||||||||||
Total distributions | — | (16,139,248 | ) | — | (15,364,846 | ) | — | (1,806,533 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | (53,578,705 | ) | (53,934,508 | ) | (48,431,152 | ) | (49,869,413 | ) | (17,439,290 | ) | (14,695,134 | ) | |||||||||||||||
Total increase (decrease) | (8,993,930 | ) | 41,928,868 | (21,636,857 | ) | 34,247,901 | (7,818,832 | ) | 4,364,064 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,187,999,907 | 1,146,071,039 | 896,513,143 | 862,265,242 | 202,727,896 | 198,363,832 | |||||||||||||||||||||
End of period | $ | 1,179,005,977 | $ | 1,187,999,907 | $ | 874,876,286 | $ | 896,513,143 | $ | 194,909,064 | $ | 202,727,896 | |||||||||||||||
Undistributed net investment income (loss) | ($83,695 | ) | — | $ | 1,711,105 | — | ($120,628 | ) | $ | 953 |
American Global Small Capitalization Trust | American Growth Trust | American Growth-Income Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/101 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 961,366 | $ | 1,311,646 | ($615,609 | ) | $ | 2,712,551 | ($502,284 | ) | $ | 11,953,972 | |||||||||||||||
Net realized gain (loss) | 161,229 | (10,642,169 | ) | (5,012,663 | ) | (19,324,270 | ) | (7,635,669 | ) | (30,318,871 | ) | ||||||||||||||||
Change in net unrealized appreciation (depreciation) | (704,551 | ) | 30,206,722 | 81,232,399 | 235,331,536 | 60,269,929 | 150,559,223 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 418,044 | 20,876,199 | 75,604,127 | 218,719,817 | 52,131,976 | 132,194,324 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | |||||||||||||||||||||||||||
Series II | — | (921 | ) | — | (332,471 | ) | — | (2,524,019 | ) | ||||||||||||||||||
Series III | — | (804,878 | ) | — | (2,078,031 | ) | — | (8,704,616 | ) | ||||||||||||||||||
From net realized gain | — | (505,811 | ) | — | (571,234 | ) | — | (1,110,111 | ) | ||||||||||||||||||
Series II | — | (217,097 | ) | — | — | — | — | ||||||||||||||||||||
Series III | — | (103,480 | ) | — | — | — | — | ||||||||||||||||||||
Total distributions | — | (1,632,187 | ) | — | (2,981,736 | ) | — | (12,338,746 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | (8,912,811 | ) | (11,123,870 | ) | (99,948,008 | ) | (182,433,113 | ) | (95,086,830 | ) | (140,778,296 | ) | |||||||||||||||
Total increase (decrease) | (8,494,767 | ) | 8,120,142 | (24,343,881 | ) | 33,304,968 | (42,954,854 | ) | (20,922,718 | ) | |||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 113,325,513 | 105,205,371 | 1,335,855,469 | 1,302,550,501 | 1,247,887,718 | 1,268,810,436 | |||||||||||||||||||||
End of period | $ | 104,830,746 | $ | 113,325,513 | $ | 1,311,511,588 | $ | 1,335,855,469 | $ | 1,204,932,864 | $ | 1,247,887,718 | |||||||||||||||
Undistributed net investment income (loss) | $ | 961,366 | — | ($615,609 | ) | — | ($453,158 | ) | $ | 49,126 |
Statements of Changes in Net Assets
American High-Income Bond Trust | American International Trust | American New World Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/101 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 1,041,579 | $ | 6,900,445 | ($579,665 | ) | $ | 12,529,133 | $ | 160,918 | $ | 1,028,821 | |||||||||||||||
Net realized gain (loss) | 88,349 | (2,395,441 | ) | (6,404,958 | ) | (15,835,743 | ) | (422,268 | ) | (4,824,820 | ) | ||||||||||||||||
Change in net unrealized appreciation (depreciation) | 3,429,829 | 7,633,898 | 42,872,925 | 61,227,043 | 893,918 | 18,112,305 | |||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 4,559,757 | 12,138,902 | 35,888,302 | 57,920,433 | 632,568 | 14,316,306 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (2,153 | ) | — | (1,822,161 | ) | — | (88,044 | ) | ||||||||||||||||||
Series II | — | (4,015,278 | ) | — | (10,267,844 | ) | — | (914,849 | ) | ||||||||||||||||||
Series III | — | (2,893,513 | ) | — | (616,888 | ) | — | (37,654 | ) | ||||||||||||||||||
Total distributions | — | (6,910,944 | ) | — | (12,706,893 | ) | — | (1,040,547 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | (3,524,770 | ) | 24,213,493 | (67,084,279 | ) | (40,446,395 | ) | (7,295,118 | ) | 12,117,885 | |||||||||||||||||
Total increase (decrease) | 1,034,987 | 29,441,451 | (31,195,977 | ) | 4,767,145 | (6,662,550 | ) | 25,393,644 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 104,463,025 | 75,021,574 | 876,446,603 | 871,679,458 | 105,833,840 | 80,440,196 | |||||||||||||||||||||
End of period | $ | 105,498,012 | $ | 104,463,025 | $ | 845,250,626 | $ | 876,446,603 | $ | 99,171,290 | $ | 105,833,840 | |||||||||||||||
Undistributed net investment income (loss) | $ | 1,041,579 | — | ($579,665 | ) | — | $ | 160,918 | — |
Balanced Trust | Blue Chip Growth Trust | Capital Appreciation Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 864,936 | $ | 849,969 | $ | 375,167 | $ | 370,584 | $ | 848,144 | $ | 1,748,054 | |||||||||||||||
Net realized gain (loss) | 1,419,527 | 710,502 | 98,242,562 | 84,030,771 | 66,554,753 | 46,530,133 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 2,811,208 | 7,322,649 | 20,284,920 | 187,602,759 | 24,599,071 | 69,699,588 | |||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 5,095,671 | 8,883,120 | 118,902,649 | 272,004,114 | 92,001,968 | 117,977,775 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (5,322 | ) | — | (263,895 | ) | — | (269,241 | ) | ||||||||||||||||||
Series II | — | — | — | (68,643 | ) | — | (16,763 | ) | |||||||||||||||||||
Series NAV | — | (760,096 | ) | — | (1,130,905 | ) | — | (1,417,013 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (6,896 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | (895,907 | ) | — | — | — | — | ||||||||||||||||||||
Total distributions | — | (1,668,221 | ) | — | (1,463,443 | ) | — | (1,703,017 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | 25,218,234 | 57,011,121 | (88,573,120 | ) | (45,734,401 | ) | (63,094,939 | ) | 7,452,354 | ||||||||||||||||||
Total increase (decrease) | 30,313,905 | 64,226,020 | 30,329,529 | 224,806,270 | 28,907,029 | 123,727,112 | |||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 97,054,085 | 32,828,065 | 1,825,597,237 | 1,600,790,967 | 1,121,760,777 | 998,033,665 | |||||||||||||||||||||
End of period | $ | 127,367,990 | $ | 97,054,085 | $ | 1,855,926,766 | $ | 1,825,597,237 | $ | 1,150,667,806 | $ | 1,121,760,777 | |||||||||||||||
Undistributed net investment income (loss) | $ | 1,089,393 | $ | 224,457 | $ | 734,702 | $ | 359,535 | $ | 1,544,589 | $ | 696,445 |
1 | The inception date for Series I shares is 11-5-10. |
Statements of Changes in Net Assets
Capital Appreciation Value Trust | Core Allocation Trust | Core Allocation Plus Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/101 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 2,302,070 | $ | 3,810,585 | ($185,101 | ) | $ | 1,048,264 | $ | 1,547,480 | $ | 2,862,454 | |||||||||||||||
Net realized gain (loss) | 25,634,619 | 39,540,343 | 232,772 | 1,468,850 | 15,660,083 | 13,962,642 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (8,403,489 | ) | (712,368 | ) | 4,500,333 | 4,329,081 | (4,953,314 | ) | 5,288,653 | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 19,533,200 | 42,638,560 | 4,548,004 | 6,846,195 | 12,254,249 | 22,113,749 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (14,319 | ) | — | (142,279 | ) | — | (286,416 | ) | ||||||||||||||||||
Series II | — | (4,110,426 | ) | — | (909,068 | ) | — | (1,416,575 | ) | ||||||||||||||||||
Series NAV | — | (73,308 | ) | — | (377 | ) | — | (620,285 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (107,274 | ) | — | (124,219 | ) | — | (410,924 | ) | ||||||||||||||||||
Series II | — | �� | (35,658,872 | ) | — | (911,853 | ) | — | (2,543,307 | ) | |||||||||||||||||
Series NAV | — | (527,276 | ) | — | (353 | ) | — | (641,024 | ) | ||||||||||||||||||
Total distributions | — | (40,491,475 | ) | — | (2,088,149 | ) | — | (5,918,531 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | (15,810,253 | ) | (1,947,769 | ) | 29,939,870 | 47,501,754 | 11,525,692 | 24,157,252 | |||||||||||||||||||
Total increase (decrease) | 3,722,947 | 199,316 | 34,487,874 | 52,259,800 | 23,779,941 | 40,352,470 | |||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 340,820,627 | 340,621,311 | 86,421,055 | 34,161,255 | 244,559,567 | 204,207,097 | |||||||||||||||||||||
End of period | $ | 344,543,574 | $ | 340,820,627 | $ | 120,908,929 | $ | 86,421,055 | $ | 268,339,508 | $ | 244,559,567 | |||||||||||||||
Undistributed net investment income (loss) | $ | 2,302,070 | — | ($185,101 | ) | — | $ | 2,342,305 | $ | 794,825 |
Core Disciplined Diversification Trust | Core Diversified Growth & Income Trust | Core Fundamental Holdings Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($332,049 | ) | $ | 2,237,864 | ($2,134 | ) | $ | 45,076 | ($318,094 | ) | $ | 3,441,150 | |||||||||||||||
Net realized gain (loss) | 970,475 | 712,913 | 33,875 | 27,252 | 2,115,121 | 626,124 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 6,629,401 | 9,433,313 | 117,733 | 206,703 | 7,923,893 | 14,672,619 | |||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 7,267,827 | 12,384,090 | 149,474 | 279,031 | 9,720,920 | 18,739,893 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | (33,075 | ) | — | (410 | ) | |||||||||||||||||||
Series II | — | (2,244,028 | ) | — | (8,600 | ) | — | (3,118,828 | ) | ||||||||||||||||||
Series III | — | — | — | (1,624 | ) | — | (343,377 | ) | |||||||||||||||||||
Series NAV | — | (459 | ) | — | (1,777 | ) | — | — | |||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | — | — | (9,466 | ) | — | (193 | ) | |||||||||||||||||||
Series II | — | (456,462 | ) | — | (3,596 | ) | — | (1,384,762 | ) | ||||||||||||||||||
Series III | — | — | — | (518 | ) | — | (119,538 | ) | |||||||||||||||||||
Series NAV | — | (105 | ) | — | (520 | ) | — | — | |||||||||||||||||||
Total distributions | — | (2,701,054 | ) | — | (59,176 | ) | — | (4,967,108 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | 43,450,092 | 78,923,451 | 713,554 | 1,123,443 | 33,036,952 | 119,545,489 | |||||||||||||||||||||
Total increase (decrease) | 50,717,919 | 88,606,487 | 863,028 | 1,343,298 | 42,757,872 | 133,318,274 | |||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 150,520,941 | 61,914,454 | 3,334,181 | 1,990,883 | 247,603,460 | 114,285,186 | |||||||||||||||||||||
End of period | $ | 201,238,860 | $ | 150,520,941 | $ | 4,197,209 | $ | 3,334,181 | $ | 290,361,332 | $ | 247,603,460 | |||||||||||||||
Undistributed net investment income (loss) | ($332,049 | ) | — | ($2,134 | ) | — | ($318,094 | ) | — |
Statements of Changes in Net Assets
Core Global Diversification Trust | Disciplined Diversification Trust | Emerging Markets Value Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($385,287 | ) | $ | 4,494,371 | $ | 2,894,309 | $ | 4,075,710 | $ | 7,055,006 | $ | 8,337,714 | |||||||||||||||
Net realized gain (loss) | 2,449,366 | 2,768,886 | 1,274,487 | 1,845,459 | 57,279,648 | 133,692,850 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 10,028,278 | 11,925,257 | 10,826,386 | 32,056,075 | (101,945,111 | ) | 71,508,890 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 12,092,357 | 19,188,514 | 14,995,182 | 37,977,244 | (37,610,457 | ) | 213,539,454 | ||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (449 | ) | — | (3,828 | ) | — | (112,307 | ) | ||||||||||||||||||
Series II | — | (4,188,668 | ) | — | (3,164,499 | ) | — | — | |||||||||||||||||||
Series III | — | (305,186 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | — | — | (1,583,608 | ) | — | (14,565,510 | ) | |||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (310 | ) | — | — | — | (170,163 | ) | |||||||||||||||||||
Series II | — | (2,633,652 | ) | — | — | — | — | ||||||||||||||||||||
Series III | — | (164,578 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | — | — | — | — | (26,774,826 | ) | ||||||||||||||||||||
Total distributions | — | (7,292,843 | ) | — | (4,751,935 | ) | — | (41,622,806 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | 39,724,291 | 147,978,526 | 12,347,613 | 43,824,381 | 15,945,066 | (109,656,380 | ) | ||||||||||||||||||||
Total increase (decrease) | 51,816,648 | 159,874,197 | 27,342,795 | 77,049,690 | (21,665,391 | ) | 62,260,268 | ||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 295,082,489 | 135,208,292 | 344,110,091 | 267,060,401 | 1,098,457,659 | 1,036,197,391 | |||||||||||||||||||||
End of period | $ | 346,899,137 | $ | 295,082,489 | $ | 371,452,886 | $ | 344,110,091 | $ | 1,076,792,268 | $ | 1,098,457,659 | |||||||||||||||
Undistributed net investment income (loss) | ($385,287 | ) | — | $ | 3,755,604 | $ | 861,295 | $ | 6,897,227 | ($157,779 | ) |
Equity-Income Trust | Financial Services Trust | Franklin Templeton Founding Allocation Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 17,810,441 | $ | 35,294,035 | $ | 1,101,229 | $ | 1,132,166 | ($2,166,142 | ) | $ | 47,892,944 | |||||||||||||||
Net realized gain (loss) | 43,931,699 | 8,918,859 | 7,743,734 | 1,289,695 | (18,797,984 | ) | (55,986,217 | ) | |||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 25,543,817 | 225,267,063 | (5,756,257 | ) | 10,432,648 | 113,013,157 | 141,600,255 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 87,285,957 | 269,479,957 | 3,088,706 | 12,854,509 | 92,049,031 | 133,506,982 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (6,241,056 | ) | — | (381,257 | ) | — | (1,696,076 | ) | ||||||||||||||||||
Series II | — | (2,821,093 | ) | — | (39,843 | ) | — | (46,017,560 | ) | ||||||||||||||||||
Series NAV | — | (26,431,778 | ) | — | (78,916 | ) | — | (288,381 | ) | ||||||||||||||||||
Total distributions | — | (35,493,927 | ) | — | (500,016 | ) | — | (48,002,017 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | 116,359,249 | (194,821,625 | ) | (16,724,987 | ) | 63,168,976 | (91,936,116 | ) | (101,801,006 | ) | |||||||||||||||||
Total increase (decrease) | 203,645,206 | 39,164,405 | (13,636,281 | ) | 75,523,469 | 112,915 | (16,296,041 | ) | |||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,953,731,823 | 1,914,567,418 | 179,069,449 | 103,545,980 | 1,389,740,862 | 1,406,036,903 | |||||||||||||||||||||
End of period | $ | 2,157,377,029 | $ | 1,953,731,823 | $ | 165,433,168 | $ | 179,069,449 | $ | 1,389,853,777 | $ | 1,389,740,862 | |||||||||||||||
Undistributed net investment income (loss) | $ | 24,905,970 | $ | 7,095,529 | $ | 1,890,035 | $ | 788,806 | ($2,162,991 | ) | $ | 3,151 |
Statements of Changes in Net Assets
Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | Fundamental Value Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 6,852,341 | $ | 15,560,382 | $ | 1,572,166 | $ | 3,827,901 | $ | 9,841,307 | $ | 15,049,338 | |||||||||||||||
Net realized gain (loss) | 279,791,434 | 132,127,009 | 28,289,253 | 20,873,293 | 37,587,752 | 45,939,605 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (205,497,474 | ) | 86,983,541 | (14,800,725 | ) | (1,438,842 | ) | 2,581,648 | 148,897,621 | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 81,146,301 | 234,670,932 | 15,060,694 | 23,262,352 | 50,010,707 | 209,886,564 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (1,521,548 | ) | — | (5,818 | ) | — | (4,561,200 | ) | ||||||||||||||||||
Series II | — | (623,124 | ) | — | (229,948 | ) | — | (2,922,047 | ) | ||||||||||||||||||
Series NAV | — | (12,947,910 | ) | — | (3,754,368 | ) | — | (11,168,651 | ) | ||||||||||||||||||
Total distributions | — | (15,092,582 | ) | — | (3,990,134 | ) | — | (18,651,898 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | (78,824,023 | ) | (137,305,826 | ) | 32,568,571 | (91,216,339 | ) | (79,583,935 | ) | (263,181,781 | ) | ||||||||||||||||
Total increase (decrease) | 2,322,278 | 82,272,524 | 47,629,265 | (71,944,121 | ) | (29,573,228 | ) | (71,947,115 | ) | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,384,921,368 | 1,302,648,844 | 203,052,431 | 274,996,552 | 1,753,914,519 | 1,825,861,634 | |||||||||||||||||||||
End of period | $ | 1,387,243,646 | $ | 1,384,921,368 | $ | 250,681,696 | $ | 203,052,431 | $ | 1,724,341,291 | $ | 1,753,914,519 | |||||||||||||||
Undistributed net investment income (loss) | $ | 10,582,205 | $ | 3,729,864 | $ | 2,106,693 | $ | 534,527 | $ | 7,700,188 | ($2,141,119 | ) |
Global Trust | Growth Equity Trust | Health Sciences Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 9,484,444 | $ | 11,015,599 | $ | 14,716 | $ | 1,315,336 | ($459,463 | ) | ($576,475 | ) | |||||||||||||||
Net realized gain (loss) | 29,818,164 | (5,470,873 | ) | 31,128,222 | 59,902,476 | 6,339,114 | 9,141,778 | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 20,873,450 | 45,311,587 | (11,616,034 | ) | 6,106,012 | 19,370,800 | 10,332,378 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 60,176,058 | 50,856,313 | 19,526,904 | 67,323,824 | 25,250,451 | 18,897,681 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (2,642,929 | ) | — | — | — | — | ||||||||||||||||||||
Series II | — | (431,470 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | (7,284,844 | ) | — | (1,292,174 | ) | — | — | |||||||||||||||||||
Total distributions | — | (10,359,243 | ) | — | (1,292,174 | ) | — | — | |||||||||||||||||||
From Portfolio share transactions (Note 6) | (51,120,513 | ) | (46,890,052 | ) | (947,141 | ) | (155,897,865 | ) | 8,504,035 | (15,573,282 | ) | ||||||||||||||||
Total increase (decrease) | 9,055,545 | (6,392,982 | ) | 18,579,763 | (89,866,215 | ) | 33,754,486 | 3,324,399 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 683,736,861 | 690,129,843 | 460,598,638 | 550,464,853 | 138,146,466 | 134,822,067 | |||||||||||||||||||||
End of period | $ | 692,792,406 | $ | 683,736,861 | $ | 479,178,401 | $ | 460,598,638 | $ | 171,900,952 | $ | 138,146,466 | |||||||||||||||
Undistributed net investment income (loss) | $ | 10,605,385 | $ | 1,120,941 | $ | 524,143 | $ | 509,427 | ($551,225 | ) | ($91,762 | ) |
Statements of Changes in Net Assets
Heritage Trust | International Core Trust | International Growth Stock Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/101 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($123,484 | ) | ($348,357 | ) | $ | 15,109,970 | $ | 14,348,093 | $ | 2,492,361 | $ | 7,426 | |||||||||||||||
Net realized gain (loss) | 13,748,151 | 27,622,322 | 22,748,162 | (13,789,114 | ) | 1,531,100 | 463,187 | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (1,514,367 | ) | 6,157,880 | 26,457,329 | 82,950,288 | 6,945,540 | 8,218,475 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 12,110,300 | 33,431,845 | 64,315,461 | 83,509,267 | 10,969,001 | 8,689,088 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | (1,074,706 | ) | — | — | ||||||||||||||||||||
Series II | — | — | — | (440,753 | ) | — | — | ||||||||||||||||||||
Series NAV | — | — | — | (14,183,854 | ) | — | — | ||||||||||||||||||||
Total distributions | — | — | — | (15,699,313 | ) | — | — | ||||||||||||||||||||
From Portfolio share transactions (Note 6) | (6,368,337 | ) | (27,146,873 | ) | (103,544,319 | ) | 7,307,404 | 18,207,877 | 148,731,314 | ||||||||||||||||||
Total increase (decrease) | 5,741,963 | 6,284,972 | (39,228,858 | ) | 75,117,358 | 29,176,878 | 157,420,402 | ||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 140,717,089 | 134,432,117 | 857,980,293 | 782,862,935 | 157,420,402 | — | |||||||||||||||||||||
End of period | $ | 146,459,052 | $ | 140,717,089 | $ | 818,751,435 | $ | 857,980,293 | $ | 186,597,280 | $ | 157,420,402 | |||||||||||||||
Undistributed net investment income (loss) | ($116,926 | ) | $ | 6,558 | $ | 12,264,345 | ($2,845,625 | ) | $ | 2,525,735 | $ | 33,374 |
International Opportunities Trust | International Small Company Trust | International Value Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 2,651,290 | $ | 5,111,868 | $ | 1,214,113 | $ | 1,140,089 | $ | 19,689,581 | $ | 20,057,593 | |||||||||||||||
Net realized gain (loss) | 39,680,056 | 52,558,514 | 2,952,357 | (5,180,761 | ) | 20,376,100 | 34,554,792 | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (43,838,179 | ) | 15,984,437 | (679,626 | ) | 28,177,245 | 30,349,645 | 27,426,530 | |||||||||||||||||||
Increase (decrease) in net assets resulting from operations | (1,506,833 | ) | 73,654,819 | 3,486,844 | 24,136,573 | 70,415,326 | 82,038,915 | ||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (57,156 | ) | — | (1,506,909 | ) | — | (3,018,058 | ) | ||||||||||||||||||
Series II | — | (434,356 | ) | — | (805,611 | ) | — | (2,208,504 | ) | ||||||||||||||||||
Series NAV | — | (6,795,249 | ) | — | (765,016 | ) | — | (14,455,410 | ) | ||||||||||||||||||
Total distributions | — | (7,286,761 | ) | — | (3,077,536 | ) | — | (19,681,972 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | (7,371,245 | ) | (159,484,868 | ) | (3,172,843 | ) | (120,291,999 | ) | (30,161,700 | ) | 133,500,249 | ||||||||||||||||
Total increase (decrease) | (8,878,078 | ) | (93,116,810 | ) | 314,001 | (99,232,962 | ) | 40,253,626 | 195,857,192 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 488,423,857 | 581,540,667 | 130,010,462 | 229,243,424 | 1,045,431,886 | 849,574,694 | |||||||||||||||||||||
End of period | $ | 479,545,779 | $ | 488,423,857 | $ | 130,324,463 | $ | 130,010,462 | $ | 1,085,685,512 | $ | 1,045,431,886 | |||||||||||||||
Undistributed net investment income (loss) | $ | 2,784,988 | $ | 133,698 | ($112,725 | ) | ($1,326,838 | ) | $ | 21,279,183 | $ | 1,589,602 |
1 | Period from 9-16-10 (inception date) to 12-31-10. |
Statements of Changes in Net Assets
Large Cap Trust | Lifestyle Balanced PS Series | Lifestyle Conservative PS Series | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Period ended 6/30/11 (Unaudited)1 | | Period ended 6/30/11 (Unaudited)1 | |||||||||||
From operations | |||||||||||||||||||
Net investment income (loss) | $ | 1,236,456 | $ | 1,660,575 | ($17 | ) | ($16 | ) | |||||||||||
Net realized gain (loss) | 12,178,930 | 12,084,292 | — | — | |||||||||||||||
Change in net unrealized appreciation (depreciation) | (4,087,209 | ) | 9,225,057 | (152 | ) | (87 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | 9,328,177 | 22,969,924 | (169 | ) | (103 | ) | |||||||||||||
Distributions to shareholders | |||||||||||||||||||
From net investment income | |||||||||||||||||||
Series I | — | (1,583,413 | ) | — | — | ||||||||||||||
Series II | — | (84,502 | ) | — | — | ||||||||||||||
Series NAV | — | (126,724 | ) | — | — | ||||||||||||||
Total distributions | — | (1,794,639 | ) | — | — | ||||||||||||||
From Portfolio share transactions (Note 6) | (15,131,749 | ) | (21,792,441 | ) | 60,000 | 25,000 | |||||||||||||
Total increase (decrease) | (5,803,572 | ) | (617,156 | ) | 59,831 | 24,897 | |||||||||||||
Net assets | |||||||||||||||||||
Beginning of period | 179,218,590 | 179,835,746 | — | — | |||||||||||||||
End of period | $ | 173,415,018 | $ | 179,218,590 | $ | 59,831 | $ | 24,897 | |||||||||||
Undistributed net investment income (loss) | $ | 1,748,853 | $ | 512,397 | ($17 | ) | ($16 | ) |
Lifestyle Growth PS Series | Lifestyle Moderate PS Series | Mid Cap Stock Trust | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Period ended 6/30/11 (Unaudited)1 | | Period ended 6/30/11 (Unaudited)1 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||
From operations | |||||||||||||||||||
Net investment income (loss) | ($16 | ) | ($18 | ) | ($1,342,381 | ) | ($1,797,997 | ) | |||||||||||
Net realized gain (loss) | — | — | 112,001,897 | 137,515,894 | |||||||||||||||
Change in net unrealized appreciation (depreciation) | (490 | ) | 680 | (30,112,018 | ) | 25,659,868 | |||||||||||||
Increase (decrease) in net assets resulting from operations | (506 | ) | 662 | 80,547,498 | 161,377,765 | ||||||||||||||
Distributions to shareholders | |||||||||||||||||||
From net investment income | |||||||||||||||||||
Series I | — | — | — | (166 | ) | ||||||||||||||
Series NAV | — | — | — | (356 | ) | ||||||||||||||
Total distributions | — | — | — | (522 | ) | ||||||||||||||
From Portfolio share transactions (Note 6) | 243,088 | 144,993 | (52,194,895 | ) | (106,755,495 | ) | |||||||||||||
Total increase (decrease) | 242,582 | 145,655 | 28,352,603 | 54,621,748 | |||||||||||||||
Net assets | |||||||||||||||||||
Beginning of period | — | — | 821,265,052 | 766,643,304 | |||||||||||||||
End of period | $ | 242,582 | $ | 145,655 | $ | 849,617,655 | $ | 821,265,052 | |||||||||||
Undistributed net investment income (loss) | ($16 | ) | ($18 | ) | ($4,672,164 | ) | ($3,329,783 | ) |
1 | Period from 4-29-11 (inception date) to 6-30-11. |
Statements of Changes in Net Assets
Mid Cap Value Equity Trust | Mid Value Trust | Mutual Shares Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 412,130 | $ | 1,028,200 | $ | 3,048,208 | $ | 13,979,809 | $ | 6,966,994 | $ | 16,711,981 | |||||||||||||||
Net realized gain (loss) | 16,251,580 | 18,376,950 | 73,939,018 | 98,718,282 | 2,971,240 | 13,220,688 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (7,815,380 | ) | 9,062,941 | (31,106,674 | ) | 974,667 | 28,077,323 | 38,051,258 | |||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 8,848,330 | 28,468,091 | 45,880,552 | 113,672,758 | 38,015,557 | 67,983,927 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | (5,807,529 | ) | — | (4,317,043 | ) | |||||||||||||||||||
Series II | — | — | — | (1,847,181 | ) | — | — | ||||||||||||||||||||
Series NAV | — | (1,098,281 | ) | — | (7,840,431 | ) | — | (12,193,722 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | — | — | (1,029,564 | ) | — | — | ||||||||||||||||||||
Series II | — | — | — | (374,657 | ) | — | — | ||||||||||||||||||||
Series NAV | — | — | — | (1,373,487 | ) | — | — | ||||||||||||||||||||
Total distributions | — | (1,098,281 | ) | — | (18,272,849 | ) | — | (16,510,765 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | (8,100,971 | ) | (22,034,393 | ) | (31,505,187 | ) | (35,138,134 | ) | (17,220,057 | ) | (305,076 | ) | |||||||||||||||
Total increase (decrease) | 747,359 | 5,335,417 | 14,375,365 | 60,261,775 | 20,795,500 | 51,168,086 | |||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 141,161,488 | 135,826,071 | 800,521,199 | 740,259,424 | 642,070,939 | 590,902,853 | |||||||||||||||||||||
End of period | $ | 141,908,847 | $ | 141,161,488 | $ | 814,896,564 | $ | 800,521,199 | $ | 662,866,439 | $ | 642,070,939 | |||||||||||||||
Undistributed net investment income (loss) | $ | 787,448 | $ | 375,318 | $ | 2,842,662 | ($205,546 | ) | $ | 14,031,761 | $ | 7,064,767 |
Natural Resources Trust | Real Estate Securities Trust | Science & Technology Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 718,437 | $ | 1,015,152 | $ | 4,994,712 | $ | 7,681,453 | ($991,134 | ) | ($1,664,848 | ) | |||||||||||||||
Net realized gain (loss) | 21,240,978 | 6,397,207 | 34,811,839 | 69,912,823 | 63,062,852 | 52,560,363 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (22,787,441 | ) | 28,093,070 | 6,552,727 | 16,512,139 | (38,690,250 | ) | 35,053,741 | |||||||||||||||||||
Increase (decrease) in net assets resulting from operations | (828,026 | ) | 35,505,429 | 46,359,278 | 94,106,415 | 23,381,468 | 85,949,256 | ||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (103,221 | ) | — | (1,845,151 | ) | — | — | |||||||||||||||||||
Series II | — | (716,208 | ) | — | (1,254,813 | ) | — | — | |||||||||||||||||||
Series NAV | — | (499,775 | ) | — | (3,756,009 | ) | — | — | |||||||||||||||||||
Total distributions | — | (1,319,204 | ) | — | (6,855,973 | ) | — | — | |||||||||||||||||||
From Portfolio share transactions (Note 6) | (10,712,493 | ) | (22,540,542 | ) | (19,744,602 | ) | (28,994,378 | ) | (25,979,143 | ) | (28,218,893 | ) | |||||||||||||||
Total increase (decrease) | (11,540,519 | ) | 11,645,683 | 26,614,676 | 58,256,064 | (2,597,675 | ) | 57,730,363 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 289,061,315 | 277,415,632 | 399,934,291 | 341,678,227 | 443,191,524 | 385,461,161 | |||||||||||||||||||||
End of period | $ | 277,520,796 | $ | 289,061,315 | $ | 426,548,967 | $ | 399,934,291 | $ | 440,593,849 | $ | 443,191,524 | |||||||||||||||
Undistributed net investment income (loss) | $ | 723,523 | $ | 5,086 | $ | 8,690,642 | $ | 3,695,930 | ($990,906 | ) | $ | 228 |
Statements of Changes in Net Assets
Small Cap Growth Trust | Small Cap Opportunities Trust | Small Cap Value Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($1,309,350 | ) | ($2,487,104 | ) | ($28,873 | ) | $ | 158,120 | $ | 1,102,120 | $ | 4,477,145 | |||||||||||||||
Net realized gain (loss) | 68,624,472 | 71,727,799 | 15,315,914 | 11,427,073 | 27,469,235 | 24,131,927 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (13,301,931 | ) | 5,735,924 | (728,045 | ) | 29,134,155 | 6,839,457 | 90,622,658 | |||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 54,013,191 | 74,976,619 | 14,558,996 | 40,719,348 | 35,410,812 | 119,231,730 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | — | — | (664,945 | ) | ||||||||||||||||||||
Series II | — | — | — | — | — | (69,435 | ) | ||||||||||||||||||||
Series NAV | — | — | — | — | — | (1,191,258 | ) | ||||||||||||||||||||
Total distributions | — | — | — | — | — | (1,925,638 | ) | ||||||||||||||||||||
From Portfolio share transactions (Note 6) | 7,419,501 | (33,980,381 | ) | (16,850,989 | ) | (11,569,024 | ) | 2,463,068 | 594,411 | ||||||||||||||||||
Total increase (decrease) | 61,432,692 | 40,996,238 | (2,291,993 | ) | 29,150,324 | 37,873,880 | 117,900,503 | ||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 404,054,607 | 363,058,369 | 182,424,677 | 153,274,353 | 582,282,229 | 464,381,726 | |||||||||||||||||||||
End of period | $ | 465,487,299 | $ | 404,054,607 | $ | 180,132,684 | $ | 182,424,677 | $ | 620,156,109 | $ | 582,282,229 | |||||||||||||||
Undistributed net investment income (loss) | ($1,283,685 | ) | $ | 25,665 | $ | 71,385 | $ | 100,258 | $ | 4,574,514 | $ | 3,472,394 |
Small Company Growth Trust | Small Company Value Trust | Smaller Company Growth Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($282,834 | ) | ($461,884 | ) | $ | 848,997 | $ | 2,325,653 | ($714,746 | ) | ($1,213,056 | ) | |||||||||||||||
Net realized gain (loss) | 8,552,150 | 7,466,383 | 7,190,689 | 24,137,571 | 23,695,228 | 36,646,203 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 4,620,105 | 17,974,835 | 16,632,966 | 52,261,059 | (5,251,692 | ) | 17,946,005 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 12,889,421 | 24,979,334 | 24,672,652 | 78,724,283 | 17,728,790 | 53,379,152 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | (1,364,453 | ) | — | — | ||||||||||||||||||||
Series II | — | — | — | (1,029,052 | ) | — | — | ||||||||||||||||||||
Series NAV | — | — | — | (2,894,668 | ) | — | — | ||||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | — | — | — | — | (1,433,455 | ) | ||||||||||||||||||||
Series II | — | — | — | — | — | (378,342 | ) | ||||||||||||||||||||
Series NAV | — | — | — | — | — | (1,809,973 | ) | ||||||||||||||||||||
Total distributions | — | — | — | (5,288,173 | ) | — | (3,621,770 | ) | |||||||||||||||||||
From Portfolio share transactions (Note 6) | (9,573,412 | ) | (19,928,340 | ) | (22,184,971 | ) | (64,446,254 | ) | (15,156,878 | ) | (33,783,348 | ) | |||||||||||||||
Total increase (decrease) | 3,316,009 | 5,050,994 | 2,487,681 | 8,989,856 | 2,571,912 | 15,974,034 | |||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 107,941,589 | 102,890,595 | 413,285,166 | 404,295,310 | 249,467,852 | 233,493,818 | |||||||||||||||||||||
End of period | $ | 111,257,598 | $ | 107,941,589 | $ | 415,772,847 | $ | 413,285,166 | $ | 252,039,764 | $ | 249,467,852 | |||||||||||||||
Undistributed net investment income (loss) | ($282,834 | ) | — | $ | 649,337 | ($199,660 | ) | ($714,746 | ) | — |
Statements of Changes in Net Assets
Strategic Allocation Trust | U.S. Equity Trust (formerly U.S. Multi Sector Trust) | Utilities Trust | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Period ended 6/30/11 (Unaudited)1 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | |||||||||||||
From operations | |||||||||||||||||||||||
Net investment income (loss) | ($6,189 | ) | $ | 6,407,038 | $ | 11,850,394 | $ | 4,172,955 | $ | 5,469,223 | |||||||||||||
Net realized gain (loss) | (620,169 | ) | 32,501,347 | 37,142,699 | 5,581,269 | (542,350 | ) | ||||||||||||||||
Change in net unrealized appreciation (depreciation) | 360,470 | 17,261,077 | 2,755,750 | 9,031,255 | 16,471,448 | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | (265,888 | ) | 56,169,462 | 51,748,843 | 18,785,479 | 21,398,321 | |||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||
Series I | — | — | — | — | (2,545,101 | ) | |||||||||||||||||
Series II | — | — | — | — | (653,702 | ) | |||||||||||||||||
Series NAV | — | — | (12,032,417 | ) | — | (661,485 | ) | ||||||||||||||||
Total distributions | — | — | (12,032,417 | ) | — | (3,860,288 | ) | ||||||||||||||||
From Portfolio share transactions (Note 6) | 10,105,500 | (33,505,243 | ) | (198,807,551 | ) | 7,683,057 | (9,236,972 | ) | |||||||||||||||
Total increase (decrease) | 9,839,612 | 22,664,219 | (159,091,125 | ) | 26,468,536 | 8,301,061 | |||||||||||||||||
Net assets | |||||||||||||||||||||||
Beginning of period | — | 809,289,956 | 968,381,081 | 177,477,908 | 169,176,847 | ||||||||||||||||||
End of period | $ | 9,839,612 | $ | 831,954,175 | $ | 809,289,956 | $ | 203,946,444 | $ | 177,477,908 | |||||||||||||
Undistributed net investment income (loss) | ($6,189 | ) | $ | 8,850,619 | $ | 2,443,581 | $ | 6,027,269 | $ | 1,854,314 |
Value Trust | Value & Restructuring Trust | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | | Six months ended 6/30/11 (Unaudited) | | Year ended 12/31/10 | ||||||||||||||
From operations | |||||||||||||||||||||||
Net investment income (loss) | $ | 1,209,434 | $ | 2,311,925 | $ | 2,313,199 | $ | 4,641,563 | |||||||||||||||
Net realized gain (loss) | 14,774,021 | 13,979,599 | 13,372,246 | 1,332,606 | |||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 4,161,244 | 34,737,746 | (8,518,558 | ) | 55,734,700 | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 20,144,699 | 51,029,270 | 7,166,887 | 61,708,869 | |||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||
Series I | — | (2,033,253 | ) | — | — | ||||||||||||||||||
Series II | — | (260,090 | ) | — | — | ||||||||||||||||||
Series NAV | — | (212,262 | ) | — | (4,523,031 | ) | |||||||||||||||||
Total distributions | — | (2,505,605 | ) | — | (4,523,031 | ) | |||||||||||||||||
From Portfolio share transactions (Note 6) | (8,697,386 | ) | (13,804,455 | ) | (28,356,260 | ) | (8,212,246 | ) | |||||||||||||||
Total increase (decrease) | 11,447,313 | 34,719,210 | (21,189,373 | ) | 48,973,592 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||
Beginning of period | 275,214,760 | 240,495,550 | 346,750,418 | 297,776,826 | |||||||||||||||||||
End of period | $ | 286,662,073 | $ | 275,214,760 | $ | 325,561,045 | $ | 346,750,418 | |||||||||||||||
Undistributed net investment income (loss) | $ | 1,813,677 | $ | 604,243 | $ | 3,356,990 | $ | 1,043,791 |
1 | Period from 4-28-11 (inception date) to 6-30-11. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
All Cap Core Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.55 | 0.08 | 2 | 1.35 | 1.43 | — | — | — | — | 17.98 | 8.64 | 3,4 | 0.86 | 5 | 0.86 | 5 | 0.95 | 5 | 84 | 107 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.79 | 0.17 | 2 | 1.75 | 1.92 | (0.16 | ) | — | — | (0.16 | ) | 16.55 | 13.04 | 3 | 0.86 | 0.86 | 1.03 | 83 | 219 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.69 | 0.17 | 2 | 3.14 | 3.31 | (0.21 | ) | — | — | (0.21 | ) | 14.79 | 28.46 | 3 | 0.87 | 0.87 | 1.39 | 87 | 171 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 19.83 | 0.19 | 2 | (8.04 | ) | (7.85 | ) | (0.29 | ) | — | — | (0.29 | ) | 11.69 | (39.63 | )3 | 0.87 | 0.86 | 1.11 | 83 | 239 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 19.60 | 0.23 | 2 | 0.29 | 0.52 | (0.29 | ) | — | — | (0.29 | ) | 19.83 | 2.66 | 3,6 | 0.86 | 0.86 | 1.12 | 172 | 257 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 17.20 | 0.20 | 2 | 2.33 | 2.53 | (0.13 | ) | — | — | (0.13 | ) | 19.60 | 14.75 | 3 | 0.88 | 0.88 | 1.08 | 213 | 240 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.53 | 0.07 | 2 | 1.34 | 1.41 | — | — | — | — | 17.94 | 8.53 | 3,4 | 1.06 | 5 | 1.06 | 5 | 0.75 | 5 | 9 | 107 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.77 | 0.13 | 2 | 1.76 | 1.89 | (0.13 | ) | — | — | (0.13 | ) | 16.53 | 12.81 | 3 | 1.06 | 1.06 | 0.83 | 9 | 219 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.67 | 0.15 | 2 | 3.13 | 3.28 | (0.18 | ) | — | — | (0.18 | ) | 14.77 | 28.26 | 3 | 1.07 | 1.07 | 1.19 | 9 | 171 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 19.77 | 0.16 | 2 | (8.01 | ) | (7.85 | ) | (0.25 | ) | — | — | (0.25 | ) | 11.67 | (39.75 | )3 | 1.07 | 1.06 | 0.91 | 8 | 239 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 19.52 | 0.19 | 2 | 0.28 | 0.47 | (0.22 | ) | — | — | (0.22 | ) | 19.77 | 2.41 | 3,6 | 1.06 | 1.06 | 0.92 | 19 | 257 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 17.13 | 0.16 | 2 | 2.32 | 2.48 | (0.09 | ) | — | — | (0.09 | ) | 19.52 | 14.54 | 3 | 1.08 | 1.08 | 0.87 | 11 | 240 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.56 | 0.09 | 2 | 1.34 | 1.43 | — | — | — | — | 17.99 | 8.64 | 3,4 | 0.81 | 5 | 0.81 | 5 | 1.00 | 5 | 293 | 107 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.80 | 0.16 | 2 | 1.77 | 1.93 | (0.17 | ) | — | — | (0.17 | ) | 16.56 | 13.09 | 3 | 0.81 | 0.81 | 1.08 | 286 | 219 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.69 | 0.18 | 2 | 3.15 | 3.33 | (0.22 | ) | — | — | (0.22 | ) | 14.80 | 28.62 | 3 | 0.82 | 0.82 | 1.47 | 265 | 171 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 19.84 | 0.20 | 2 | (8.05 | ) | (7.85 | ) | (0.30 | ) | — | — | (0.30 | ) | 11.69 | (39.61 | )3 | 0.82 | 0.81 | 1.15 | 299 | 239 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 19.62 | 0.24 | 2 | 0.29 | 0.53 | (0.31 | ) | — | — | (0.31 | ) | 19.84 | 2.70 | 3,6 | 0.81 | 0.81 | 1.17 | 763 | 257 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 17.22 | 0.24 | 2 | 2.29 | 2.53 | (0.13 | ) | — | — | (0.13 | ) | 19.62 | 14.77 | 3 | 0.83 | 0.83 | 1.32 | 385 | 240 | ||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: $0.02, $0.02 and $0.01 for Series I, Series II and Series NAV, respectively. The total returns excluding the payment from affiliates was 2.56%, 2.31% and 2.65% for Series I, Series II and Series NAV, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
All Cap Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 8.35 | 0.01 | 2 | 0.47 | 0.48 | — | — | — | — | 8.83 | 5.75 | 3,4 | 0.87 | 5 | 0.87 | 5 | 0.29 | 5 | 37 | 28 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 7.08 | 0.04 | 2 | 1.26 | 1.30 | (0.03 | ) | — | — | (0.03 | ) | 8.35 | 18.35 | 3 | 0.90 | 0.90 | 0.51 | 37 | 75 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 5.62 | 0.03 | 2 | 1.46 | 1.49 | (0.03 | ) | — | — | (0.03 | ) | 7.08 | 26.61 | 3 | 0.97 | 0.97 | 0.50 | 36 | 90 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 8.16 | 0.05 | 2 | (2.35 | ) | (2.30 | ) | (0.06 | ) | (0.18 | ) | — | (0.24 | ) | 5.62 | (28.78 | ) | 0.99 | 0.99 | 0.72 | 36 | 77 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.03 | 0.09 | 2 | 0.92 | 1.01 | (0.24 | ) | (5.64 | ) | — | (5.88 | ) | 8.16 | 8.33 | 3,6 | 0.95 | 0.95 | 0.68 | 63 | 63 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 14.70 | 0.11 | 2 | 1.68 | 1.79 | (0.15 | ) | (3.31 | ) | — | (3.46 | ) | 13.03 | 13.71 | 3 | 0.92 | 0.92 | 0.86 | 68 | 57 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 8.34 | — | 2,7 | 0.47 | 0.47 | — | — | — | — | 8.81 | 5.64 | 3,4 | 1.07 | 5 | 1.07 | 5 | 0.09 | 5 | 34 | 28 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 7.07 | 0.02 | 2 | 1.26 | 1.28 | (0.01 | ) | — | — | (0.01 | ) | 8.34 | 18.13 | 3 | 1.10 | 1.10 | 0.31 | 34 | 75 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 5.61 | 0.02 | 2 | 1.46 | 1.48 | (0.02 | ) | — | — | (0.02 | ) | 7.07 | 26.41 | 3 | 1.17 | �� | 1.17 | 0.29 | 33 | 90 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 8.14 | 0.04 | 2 | (2.35 | ) | (2.31 | ) | (0.04 | ) | (0.18 | ) | — | (0.22 | ) | 5.61 | (28.95 | ) | 1.19 | 1.19 | 0.53 | 30 | 77 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 12.99 | 0.06 | 2 | 0.92 | 0.98 | (0.19 | ) | (5.64 | ) | — | (5.83 | ) | 8.14 | 8.17 | 3,6 | 1.15 | 1.15 | 0.49 | 53 | 63 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 14.66 | 0.09 | 2 | 1.67 | 1.76 | (0.12 | ) | (3.31 | ) | — | (3.43 | ) | 12.99 | 13.53 | 3 | 1.12 | 1.12 | 0.66 | 66 | 57 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 8.32 | 0.02 | 2 | 0.46 | 0.48 | — | — | — | — | 8.80 | 5.77 | 3,4 | 0.82 | 5 | 0.82 | 5 | 0.35 | 5 | 381 | 28 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 7.05 | 0.07 | 2 | 1.23 | 1.30 | (0.03 | ) | — | — | (0.03 | ) | 8.32 | 18.49 | 3 | 0.85 | 0.85 | 1.00 | 291 | 75 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 5.60 | 0.03 | 2 | 1.46 | 1.49 | (0.04 | ) | — | — | (0.04 | ) | 7.05 | 26.59 | 3 | 0.92 | 0.92 | 0.51 | 21 | 90 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 8.14 | 0.06 | 2 | (2.36 | ) | (2.30 | ) | (0.06 | ) | (0.18 | ) | — | (0.24 | ) | 5.60 | (28.79 | ) | 0.94 | 0.94 | 0.79 | 12 | 77 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 12.99 | 0.12 | 2 | 0.92 | 1.04 | (0.25 | ) | (5.64 | ) | — | (5.89 | ) | 8.14 | 8.67 | 3,6 | 0.85 | 0.85 | 0.86 | 17 | 63 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 14.66 | 0.12 | 2 | 1.68 | 1.80 | (0.16 | ) | (3.31 | ) | — | (3.47 | ) | 12.99 | 13.82 | 3 | 0.87 | 0.87 | 0.93 | 232 | 57 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: $0.01, $0.02 and $0.01 for Series I, Series II and Series NAV, respectively. The total returns excluding the payment from affiliates were 8.20%, 7.91% and 8.54% for Series I, Series II and Series NAV, respectively. 7. Less than $0.005 per share. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Alpha Opportunities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.35 | 0.02 | 2 | 0.79 | 0.81 | — | — | — | — | 16.16 | 5.28 | 3,4 | 1.06 | 5 | 1.06 | 5 | 0.22 | 5 | — | 6 | 68 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.14 | 0.03 | 2 | 2.18 | 2.21 | (0.07 | ) | (1.93 | ) | — | (2.00 | ) | 15.35 | 16.92 | 3 | 1.07 | 1.07 | 0.20 | — | 6 | 185 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20097 | 12.57 | 0.03 | 2 | 2.57 | 2.60 | (0.03 | ) | — | — | (0.03 | ) | 15.14 | 20.68 | 3,4 | 1.13 | 5 | 1.13 | 5 | 0.34 | 5 | — | 6 | 222 | ||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.35 | 0.02 | 2 | 0.80 | 0.82 | — | — | — | — | 16.17 | 5.34 | 3,4 | 1.01 | 5 | 1.01 | 5 | 0.25 | 5 | 942 | 68 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.14 | 0.03 | 2 | 2.18 | 2.21 | (0.07 | ) | (1.93 | ) | — | (2.00 | ) | 15.35 | 16.98 | 3 | 1.02 | 1.02 | 0.22 | 924 | 185 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.89 | 0.05 | 2 | 4.25 | 4.30 | (0.05 | ) | — | — | (0.05 | ) | 15.14 | 39.49 | 3 | 1.08 | 1.08 | 0.41 | 624 | 222 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20088 | 12.50 | 0.02 | 2 | (1.63 | ) | (1.61 | ) | — | 9 | — | — | — | 9 | 10.89 | (12.85 | )4 | 1.06 | 5 | 1.06 | 5 | 0.70 | 5 | 280 | 52 | |||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Less than $500,000. 7. The inception date for Series I shares is 6-2-09. 8. The inception date for Series NAV shares is 10-7-08. 9. Less than ($0.005) per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American Asset Allocation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.01 | 0.01 | 2,3 | 0.56 | 0.57 | — | — | — | — | 11.58 | 5.18 | 4,5 | 0.62 | 6,7 | 0.62 | 6,7 | 0.18 | 3,7 | 211 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.98 | 0.16 | 2,3 | 1.04 | 1.20 | (0.17 | ) | — | 8 | — | (0.17 | ) | 11.01 | 12.06 | 4 | 0.62 | 6 | 0.62 | 6 | 1.53 | 3 | 216 | 3 | ||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.44 | 0.28 | 2,3 | 1.67 | 1.95 | (0.19 | ) | (0.22 | ) | — | (0.41 | ) | 9.98 | 23.61 | 4 | 0.63 | 6 | 0.63 | 6 | 3.05 | 3 | 221 | 5 | ||||||||||||||||||||||||||||||||||||||||
12-31-20089 | 12.00 | 0.60 | 2,3 | (3.90 | ) | (3.30 | ) | (0.25 | ) | (0.01 | ) | — | (0.26 | ) | 8.44 | (27.39 | )4,5 | 0.64 | 6,7,10 | 0.63 | 6,7,10 | 9.72 | 3,7 | 2 | 1 | ||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.01 | — | 2,3,11 | 0.57 | 0.57 | — | — | — | — | 11.58 | 5.18 | 4,5 | 0.77 | 6,7 | 0.77 | 6,7 | 0.04 | 3,7 | 1,422 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.98 | 0.14 | 2,3 | 1.04 | 1.18 | (0.15 | ) | — | 8 | — | (0.15 | ) | 11.01 | 11.90 | 4 | 0.77 | 6 | 0.77 | 6 | 1.42 | 3 | 1,420 | 3 | ||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.45 | 0.18 | 2,3 | 1.74 | 1.92 | (0.17 | ) | (0.22 | ) | — | (0.39 | ) | 9.98 | 23.27 | 4 | 0.78 | 6 | 0.78 | 6 | 2.00 | 3 | 1,373 | 5 | ||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.39 | 0.32 | 2,3 | (4.02 | ) | (3.70 | ) | (0.23 | ) | (0.01 | ) | — | (0.24 | ) | 8.45 | (29.83 | )4 | 0.79 | 6,10 | 0.78 | 6,10 | 3.07 | 3 | 832 | 1 | ||||||||||||||||||||||||||||||||||||||
12-31-200712 | 12.50 | 0.48 | 2,3 | (0.32 | ) | 0.16 | (0.22 | ) | (0.05 | ) | — | (0.27 | ) | 12.39 | 1.28 | 5 | 0.79 | 6,7,10 | 0.79 | 6,7,10 | 5.57 | 3,7 | 511 | — | 5 | ||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.00 | 0.03 | 2,3 | 0.56 | 0.59 | — | — | — | — | 11.59 | 5.36 | 4,5 | 0.27 | 6,7 | 0.27 | 6,7 | 0.54 | 3,7 | 156 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.96 | 0.20 | 2,3 | 1.04 | 1.24 | (0.20 | ) | — | 8 | — | (0.20 | ) | 11.00 | 12.54 | 4 | 0.27 | 6 | 0.27 | 6 | 1.96 | 3 | 153 | 3 | ||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.44 | 0.27 | 2,3 | 1.69 | 1.96 | (0.22 | ) | (0.22 | ) | — | (0.44 | ) | 9.96 | 23.82 | 4 | 0.28 | 6 | 0.28 | 6 | 2.99 | 3 | 143 | 5 | ||||||||||||||||||||||||||||||||||||||||
12-31-200813 | 12.34 | 0.78 | 2,3 | (4.39 | ) | (3.61 | ) | (0.28 | ) | (0.01 | ) | — | (0.29 | ) | 8.44 | (29.17 | )4,5 | 0.29 | 6,7,10 | 0.28 | 6,7,10 | 8.21 | 3,7 | 34 | 1 | ||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.80%, 0.29% – 0.80%, 0.29% – 0.82%, 0.25% – 0.73% and 0.33% – 0.89%, based on the mix of underlying funds held by the portfolio for the periods ended 6-31-11, 12-1-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 7. Annualized. 8. Less than ($0.005) per share. 9. The inception date for Series I shares is 4-28-08. 10. Does not include expenses of the investment companies in which the Portfolio invests. 11. Less than $0.005 per share. 12. The inception date for Series II shares is 5-1-07. 13. The inception date for Series III shares is 1-2-08. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American Blue Chip Income and Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.35 | — | 2,3,4 | 0.39 | 0.39 | — | — | — | — | 11.74 | 3.44 | 5,6 | 0.63 | 7,8 | 0.63 | 7,8 | 0.03 | 2,8 | 45 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.26 | 0.18 | 2,3 | 1.05 | 1.23 | (0.14 | ) | — | — | (0.14 | ) | 11.35 | 12.01 | 5 | 0.64 | 7 | 0.64 | 7 | 1.72 | 2 | 43 | 12 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.85 | 0.21 | 2,3 | 2.01 | 2.22 | (0.15 | ) | (0.66 | ) | — | (0.81 | ) | 10.26 | 27.33 | 0.65 | 7 | 0.65 | 7 | 2.33 | 2 | 29 | 16 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.88 | 0.24 | 2,3 | (5.60 | ) | (5.36 | ) | (0.41 | ) | (0.26 | ) | — | (0.67 | ) | 8.85 | (36.72 | ) | 0.58 | 7 | 0.58 | 7 | 2.02 | 2 | 18 | 131 | ||||||||||||||||||||||||||||||||||||||
12-31-2007 | 18.29 | 0.40 | 2,3 | (0.12 | )9 | 0.28 | (0.31 | ) | (3.38 | ) | — | (3.69 | ) | 14.88 | 1.65 | 0.38 | 7 | 0.38 | 7 | 2.24 | 2 | 19 | 12 | ||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 16.00 | 0.13 | 2,3 | 2.54 | 2.67 | (0.09 | ) | (0.29 | ) | — | (0.38 | ) | 18.29 | 16.99 | 0.39 | 10 | 0.39 | 10 | 0.79 | 2 | 17 | 15 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.35 | (0.01 | )2,3 | 0.39 | 0.38 | — | — | — | — | 11.73 | 3.35 | 5,6 | 0.78 | 7,8 | 0.78 | 7,8 | (0.15 | )2,8 | 78 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.27 | 0.12 | 2,3 | 1.09 | 1.21 | (0.13 | ) | — | — | (0.13 | ) | 11.35 | 11.75 | 5 | 0.79 | 7 | 0.79 | 7 | 1.12 | 2 | 82 | 12 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.86 | 0.13 | 2,3 | 2.07 | 2.20 | (0.13 | ) | (0.66 | ) | — | (0.79 | ) | 10.27 | 27.13 | 0.80 | 7 | 0.80 | 7 | 1.48 | 2 | 83 | 16 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.87 | 0.17 | 2,3 | (5.54 | ) | (5.37 | ) | (0.38 | ) | (0.26 | ) | — | (0.64 | ) | 8.86 | (36.76 | ) | 0.71 | 7 | 0.71 | 7 | 1.39 | 2 | 76 | 131 | ||||||||||||||||||||||||||||||||||||||
12-31-2007 | 18.26 | 0.33 | 2,3 | (0.08 | )9 | 0.25 | (0.26 | ) | (3.38 | ) | — | (3.64 | ) | 14.87 | 1.48 | 0.53 | 7 | 0.53 | 7 | 1.85 | 2 | 156 | 12 | ||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.98 | 0.11 | 2,3 | 2.53 | 2.64 | (0.07 | ) | (0.29 | ) | — | (0.36 | ) | 18.26 | 16.79 | 0.54 | 10 | 0.54 | 10 | 0.63 | 2 | 198 | 15 | |||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.33 | 0.02 | 2,3 | 0.39 | 0.41 | — | — | — | — | 11.74 | 3.62 | 5,6 | 0.28 | 7,8 | 0.28 | 7,8 | 0.39 | 2,8 | 166 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.25 | 0.20 | 2,3 | 1.06 | 1.26 | (0.18 | ) | — | — | (0.18 | ) | 11.33 | 12.29 | 5 | 0.29 | 7 | 0.29 | 7 | 1.89 | 2 | 149 | 12 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.84 | 0.27 | 2,3 | 1.98 | 2.25 | (0.18 | ) | (0.66 | ) | — | (0.84 | ) | 10.25 | 27.79 | 0.30 | 7 | 0.30 | 7 | 2.93 | 2 | 106 | 16 | |||||||||||||||||||||||||||||||||||||||||
12-31-200811 | 14.66 | 0.73 | 2,3 | (5.84 | ) | (5.11 | ) | (0.45 | ) | (0.26 | ) | — | (0.71 | ) | 8.84 | (35.51 | ) | 0.33 | 7 | 0.33 | 7 | 7.12 | 2 | 15 | 131 | ||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 3. Based on the average daily shares outstanding. 4. Less than $0.005 per share. 5. Total returns would have been lower had certain expenses not been reduced during the periods shown. 6. Not annualized. 7. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.80%, 0.29% – 0.80%, 0.29% – 0.82%, 0.25% – 0.73% and 0.33% – 0.89%, based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 8. Annualized. 9. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the fund. 10. Does not include expenses of the investment companies in which the Portfolio invests. 11. The inception date for Series III shares is 1-2-08. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
American Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.08 | 0.02 | 2,3 | 0.26 | 0.28 | — | — | — | — | 12.36 | 2.32 | 4,5 | 0.62 | 6,7 | 0.62 | 6,7 | 0.37 | 3,7 | 8 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.70 | 0.30 | 2,3 | 0.40 | 0.70 | (0.32 | ) | — | — | (0.32 | ) | 12.08 | 6.03 | 4 | 0.63 | 6 | 0.62 | 6 | 2.42 | 3 | 9 | 17 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.70 | 0.30 | 2,3 | 1.01 | 1.31 | (0.31 | ) | — | — | (0.31 | ) | 11.70 | 12.21 | 0.63 | 6 | 0.63 | 6 | 2.64 | 3 | 10 | 11 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.13 | 0.68 | 2,3 | (1.91 | ) | (1.23 | ) | (1.18 | ) | (0.02 | ) | — | (1.20 | ) | 10.70 | (9.72 | ) | 0.55 | 6 | 0.55 | 6 | 5.57 | 3 | 9 | 121 | ||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.32 | 1.04 | 2,3 | (0.65 | ) | 0.39 | (0.58 | ) | — | 8 | — | (0.58 | ) | 13.13 | 2.96 | 0.37 | 6 | 0.37 | 6 | 7.85 | 3 | 10 | 4 | ||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 12.50 | 0.35 | 2,3 | 0.47 | 0.82 | — | — | — | — | 13.32 | 6.56 | 0.38 | 9 | 0.38 | 9 | 2.73 | 3 | 2 | 1 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.08 | 0.01 | 2,3 | 0.26 | 0.27 | — | — | — | — | 12.35 | 2.24 | 4,5 | 0.77 | 6,7 | 0.77 | 6,7 | 0.22 | 3,7 | 728 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.69 | 0.29 | 2,3 | 0.41 | 0.70 | (0.31 | ) | — | — | (0.31 | ) | 12.08 | 5.97 | 4 | 0.77 | 6 | 0.77 | 6 | 2.35 | 3 | 762 | 17 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.70 | 0.30 | 2,3 | 0.98 | 1.28 | (0.29 | ) | — | — | (0.29 | ) | 11.69 | 11.92 | 0.78 | 6 | 0.78 | 6 | 2.64 | 3 | 780 | 11 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.12 | 0.58 | 2,3 | (1.83 | ) | (1.25 | ) | (1.15 | ) | (0.02 | ) | — | (1.17 | ) | 10.70 | (9.82 | ) | 0.70 | 6 | 0.70 | 6 | 4.67 | 3 | 665 | 121 | ||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.30 | 1.06 | 2,3 | (0.70 | ) | 0.36 | (0.54 | ) | — | 8 | — | (0.54 | ) | 13.12 | 2.76 | 0.52 | 6 | 0.52 | 6 | 7.97 | 3 | 996 | 4 | ||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 12.49 | 0.41 | 2,3 | 0.40 | 0.81 | — | — | — | — | 13.30 | 6.49 | 0.53 | 9 | 0.53 | 9 | 3.24 | 3 | 550 | 1 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.06 | 0.05 | 2,3 | 0.26 | 0.31 | — | — | — | — | 12.37 | 2.57 | 4,5 | 0.27 | 6,7 | 0.27 | 6,7 | 0.78 | 3,7 | 223 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.68 | 0.41 | 2,3 | 0.34 | 0.75 | (0.37 | ) | — | — | (0.37 | ) | 12.06 | 6.41 | 4 | 0.27 | 6 | 0.27 | 6 | 3.32 | 3 | 199 | 17 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.70 | 0.53 | 2,3 | 0.80 | 1.33 | (0.35 | ) | — | — | (0.35 | ) | 11.68 | 12.46 | 0.28 | 6 | 0.28 | 6 | 4.64 | 3 | 137 | 11 | ||||||||||||||||||||||||||||||||||||||||||
12-31-200810 | 13.19 | 1.89 | 2,3 | (3.14 | ) | (1.25 | ) | (1.22 | ) | (0.02 | ) | — | (1.24 | ) | 10.70 | (9.76 | )5 | 0.30 | 6,7 | 0.30 | 6,7 | 16.52 | 3,7 | 19 | 121 | ||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.80%, 0.29% – 0.80%, 0.29% – 0.82%, 0.25% – 0.73% and 0.33% – 0.89%, based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 7. Annualized. 8. Less than ($0.005) per share. 9. Does not include expenses of the investment companies in which the Portfolio invests. 10. The inception date for Series III shares is 1-2-08. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American Fundamental Holdings Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.34 | 0.01 | 2,3 | 0.40 | 0.41 | — | — | — | — | 10.75 | 3.97 | 4,9 | 0.67 | 5,10 | 0.67 | 5,10 | 0.19 | 3,10 | 3 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.51 | 0.28 | 2,3 | 0.71 | 0.99 | (0.16 | ) | — | — | (0.16 | ) | 10.34 | 10.35 | 4 | 0.67 | 5 | 0.65 | 5 | 2.89 | 3 | 3 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.61 | 0.23 | 2,3 | 1.82 | 2.05 | (0.15 | ) | — | — | (0.15 | ) | 9.51 | 26.88 | 4 | 0.67 | 5,6 | 0.63 | 5 | 2.64 | 3 | — | 7 | 3 | ||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 11.91 | 0.26 | 2,3 | (3.96 | ) | (3.70 | ) | (0.27 | ) | (0.33 | ) | — | (0.60 | ) | 7.61 | (30.92 | )4 | 0.69 | 5,6 | 0.64 | 5 | 2.50 | 3 | — | 7 | 1 | |||||||||||||||||||||||||||||||||||||
12-31-20078 | 12.50 | 0.24 | 2,3 | (0.62 | ) | (0.38 | ) | (0.21 | ) | — | — | (0.21 | ) | 11.91 | (3.05 | )4,9 | 3.26 | 5,10 | 1.04 | 5,10 | 12.00 | 3,10 | — | 7 | — | 9 | |||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.35 | — | 2,3,11 | 0.40 | 0.40 | — | — | — | — | 10.75 | 3.86 | 4,9 | 0.82 | 5,10 | 0.82 | 5,10 | (0.04 | )3,10 | 1,112 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.52 | 0.14 | 2,3 | 0.83 | 0.97 | (0.14 | ) | — | — | (0.14 | ) | 10.35 | 10.19 | 4 | 0.82 | 5 | 0.80 | 5 | 1.38 | 3 | 1,122 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.62 | 0.14 | 2,3 | 1.89 | 2.03 | (0.13 | ) | — | — | (0.13 | ) | 9.52 | 26.68 | 4 | 0.82 | 5,6 | 0.78 | 5 | 1.61 | 3 | 1,089 | 3 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 11.91 | 0.48 | 2,3 | (4.18 | ) | (3.70 | ) | (0.26 | ) | (0.33 | ) | — | (0.59 | ) | 7.62 | (30.97 | )4 | 0.84 | 5 | 0.79 | 5 | 4.98 | 3 | 600 | 1 | ||||||||||||||||||||||||||||||||||||||
12-31-20078 | 12.50 | 0.51 | 2,3 | (0.90 | ) | (0.39 | ) | (0.20 | ) | — | — | (0.20 | ) | 11.91 | (3.08 | )4,9 | 1.25 | 5,10 | 1.20 | 5,10 | 24.93 | 3,10 | 58 | — | 9 | ||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.34 | 0.02 | 2,3 | 0.40 | 0.42 | — | — | — | — | 10.76 | 4.06 | 4,9 | 0.32 | 5,10 | 0.32 | 5,10 | 0.47 | 3,10 | 64 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.51 | 0.19 | 2,3 | 0.83 | 1.02 | (0.19 | ) | — | — | (0.19 | ) | 10.34 | 10.71 | 4 | 0.32 | 5 | 0.30 | 5 | 1.94 | 3 | 63 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.61 | 0.22 | 2,3 | 1.86 | 2.08 | (0.18 | ) | — | — | (0.18 | ) | 9.51 | 27.27 | 4 | 0.32 | 5,6 | 0.28 | 5 | 2.52 | 3 | 57 | 3 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 11.91 | 0.75 | 2,3 | (4.41 | ) | (3.66 | ) | (0.31 | ) | (0.33 | ) | — | (0.64 | ) | 7.61 | (30.61 | )4 | 0.34 | 5 | 0.29 | 5 | 8.29 | 3 | 14 | 1 | ||||||||||||||||||||||||||||||||||||||
12-31-20078 | 12.50 | 0.25 | 2,3 | (0.63 | ) | (0.38 | ) | (0.21 | ) | — | — | (0.21 | ) | 11.91 | (3.00 | )4,9 | 2.90 | 5 | 0.70 | 5,10 | 12.35 | 3,10 | — | 7 | — | 9 | |||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.80%, 0.29% – 0.80%, 0.29% – 0.82%, 0.25% – 0.73% and 0.33% – 0.89%, based on the mix of underlying funds held by the Portfolio for the periods ended 06-30-11, 12-31-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 6. Does not include expenses of the investment companies in which the Portfolio invests. 7. Less than $500,000. 8. The inception date for Series I, Series II and Series III shares is 10-31-07. 9. Not annualized. 10. Annualized. 11. Less than ($0.005) per share. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
American Global Diversification Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.43 | 0.04 | 2,3 | 0.28 | 0.32 | — | — | — | — | 10.75 | 3.07 | 5 | 0.67 | 6,7 | 0.67 | 6,7 | 0.72 | 2,7 | 10 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.44 | 0.38 | 2,3 | 0.81 | 1.19 | (0.20 | ) | — | — | (0.20 | ) | 10.43 | 12.57 | 4 | 0.67 | 6 | 0.66 | 6 | 3.93 | 2 | 6 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.04 | 0.32 | 2,3 | 2.24 | 2.56 | (0.16 | ) | — | — | (0.16 | ) | 9.44 | 36.32 | 4 | 0.67 | 6 | 0.63 | 6 | 3.58 | 2 | 1 | 5 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 11.88 | 0.23 | 2,3 | (4.38 | ) | (4.15 | ) | (0.24 | ) | (0.45 | ) | — | (0.69 | ) | 7.04 | (34.72 | )4 | 0.69 | 6 | 0.64 | 6 | 2.31 | 2 | — | 8 | 6 | |||||||||||||||||||||||||||||||||||||
12-31-20079 | 12.50 | 0.27 | 2,3 | (0.67 | ) | (0.40 | ) | (0.22 | ) | — | — | (0.22 | ) | 11.88 | (3.17 | )4,5 | 2.85 | 6,7 | 0.93 | 6,7 | 13.38 | 2,7 | — | 8 | — | ||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.43 | 0.02 | 2,3 | 0.30 | 0.32 | — | — | — | — | 10.75 | 3.07 | 5 | 0.82 | 6,7 | 0.82 | 6,7 | 0.38 | 2,7 | 865 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.45 | 0.17 | 2,3 | 0.99 | 1.16 | (0.18 | ) | — | — | (0.18 | ) | 10.43 | 12.30 | 4 | 0.82 | 6 | 0.81 | 6 | 1.80 | 2 | 890 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.04 | 0.14 | 2,3 | 2.42 | 2.56 | (0.15 | ) | — | — | (0.15 | ) | 9.45 | 36.29 | 4 | 0.82 | 6 | 0.78 | 6 | 1.73 | 2 | 861 | 5 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 11.88 | 0.35 | 2,3 | (4.51 | ) | (4.16 | ) | (0.23 | ) | (0.45 | ) | — | (0.68 | ) | 7.04 | (34.85 | )4 | 0.84 | 6 | 0.79 | 6 | 3.69 | 2 | 542 | 6 | ||||||||||||||||||||||||||||||||||||||
12-31-20079 | 12.50 | 0.49 | 2,3 | (0.89 | ) | (0.40 | ) | (0.22 | ) | — | — | (0.22 | ) | 11.88 | (3.19 | )4,5 | 1.03 | 6,7 | 0.98 | 6,7 | 24.24 | 2,7 | 108 | — | |||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.42 | 0.05 | 2,3 | 0.30 | 0.35 | — | — | — | — | 10.77 | 3.36 | 5 | 0.32 | 6,7 | 0.32 | 6,7 | 0.92 | 2,7 | — | 8 | 1 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.44 | 0.23 | 2,3 | 0.98 | 1.21 | (0.23 | ) | — | — | (0.23 | ) | 10.42 | 12.83 | 4 | 0.32 | 6 | 0.31 | 6 | 2.37 | 2 | — | 8 | 6 | ||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.03 | 0.18 | 2,3 | 2.42 | 2.60 | (0.19 | ) | — | — | (0.19 | ) | 9.44 | 36.92 | 4 | 0.32 | 6 | 0.28 | 6 | 2.18 | 2 | — | 8 | 5 | ||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 11.87 | 0.27 | 2,3 | (4.38 | ) | (4.11 | ) | (0.28 | ) | (0.45 | ) | — | (0.73 | ) | 7.03 | (34.44 | )4 | 0.34 | 6 | 0.29 | 6 | 2.66 | 2 | — | 8 | 6 | |||||||||||||||||||||||||||||||||||||
12-31-20079 | 12.50 | 0.28 | 2,3 | (0.68 | ) | (0.40 | ) | (0.23 | ) | — | — | (0.23 | ) | 11.87 | (3.19 | )4,5 | 2.50 | 6,7 | 0.58 | 6,7 | 13.73 | 2,7 | — | 8 | — | ||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 3. Based on the average daily shares outstanding. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.80%, 0.29% – 0.80%, 0.29% – 0.82%, 0.25% – 0.73% and 0.33% – 0.89%, based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 7. Annualized. 8. Less than $500,000. 9. The inception date for Series I, Series II and Series III shares is 10-31-07. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American Global Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.25 | 0.01 | 2,3 | 0.54 | 0.55 | — | — | — | — | 11.80 | 4.89 | 4,5 | 0.63 | 6,7 | 0.63 | 6,7 | 0.24 | 3,7 | 1 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20108 | 11.27 | 0.05 | 2,3 | 0.04 | 0.09 | (0.11 | ) | — | — | (0.11 | ) | 11.25 | 0.81 | 4 | 0.61 | 6,7 | 0.61 | 6,7 | 4.18 | 3,7 | — | 9 | 8 | ||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.23 | (0.01 | )2,3 | 0.55 | 0.54 | — | — | — | — | 11.77 | 4.81 | 4,5 | 0.78 | 6,7 | 0.78 | 6,7 | (0.13 | )3,7 | 191 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.19 | 0.09 | 2,3 | 1.05 | 1.14 | (0.10 | ) | — | — | (0.10 | ) | 11.23 | 11.17 | 5 | 0.79 | 6 | 0.78 | 6 | 0.91 | 3 | 199 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.76 | 0.08 | 2,3 | 2.94 | 3.02 | (0.08 | ) | (0.51 | ) | — | (0.59 | ) | 10.19 | 41.42 | 5 | 0.80 | 6 | 0.78 | 6 | 0.88 | 3 | 196 | 11 | ||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.11 | 0.14 | 2,3 | (5.22 | ) | (5.08 | ) | (0.14 | ) | (0.13 | ) | — | (0.27 | ) | 7.76 | (38.68 | )5 | 0.80 | 6 | 0.78 | 6 | 1.24 | 3 | 150 | 15 | ||||||||||||||||||||||||||||||||||||||
12-31-200710 | 12.50 | 0.43 | 2,3 | 0.43 | 0.86 | (0.20 | ) | (0.05 | ) | — | (0.25 | ) | 13.11 | 6.92 | 4,5 | 0.81 | 6,7 | 0.81 | 6,7 | 4.89 | 3,7 | 227 | 1 | ||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.22 | 0.02 | 2,3 | 0.55 | 0.57 | — | — | — | — | 11.79 | 5.08 | 4,5 | 0.28 | 6,7 | 0.28 | 6,7 | 0.42 | 3,7 | 4 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.17 | 0.16 | 2,3 | 1.04 | 1.20 | (0.15 | ) | — | — | (0.15 | ) | 11.22 | 11.80 | 5 | 0.29 | 6 | 0.28 | 6 | 1.60 | 3 | 3 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.74 | 0.20 | 2,3 | 2.87 | 3.07 | (0.13 | ) | (0.51 | ) | — | (0.64 | ) | 10.17 | 42.22 | 5 | 0.30 | 6 | 0.28 | 6 | 2.17 | 3 | 2 | 11 | ||||||||||||||||||||||||||||||||||||||||
12-31-200811 | 13.07 | 0.66 | 2,3 | (5.66 | ) | (5.00 | ) | (0.20 | ) | (0.13 | ) | — | (0.33 | ) | 7.74 | (38.21 | )4,5 | 0.30 | 6,7 | 0.28 | 6,7 | 7.23 | 3,7 | — | 9 | 15 | |||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 4. Not annualized. 5. Total returns would have been lower had certain expenses not been reduced during the periods shown. 6. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.80%, 0.29% – 0.80%, 0.29% – 0.82%, 0.25% – 0.73% and 0.33% – 0.89%, based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 7. Annualized. 8. The inception date for Series I shares is 11-5-10. 9. Less than $500,000. 10. The inception date for Series II shares is 5-1-07. 11. The inception date for Series III shares is 1-2-08. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
American Global Small Capitalization Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.13 | 0.15 | 2,3 | (0.11 | ) | 0.04 | — | — | — | — | 10.17 | 0.39 | 4,5 | 0.65 | 6,9 | 0.65 | 6,9 | 3.02 | 3,6 | — | 7 | 4 | |||||||||||||||||||||||||||||||||||||||||
12-31-20108 | 10.08 | 0.06 | 2,3 | 0.11 | 0.17 | (0.12 | ) | — | — | (0.12 | ) | 10.13 | 1.64 | 4 | 0.65 | 6 | 0.65 | 6 | 3.82 | 3,6 | — | 7 | 14 | ||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.10 | 0.08 | 2,3 | (0.06 | ) | 0.02 | — | — | — | — | 10.12 | 0.20 | 4,5 | 0.80 | 6,9 | 0.80 | 6,9 | 1.59 | 3,6 | 69 | 4 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.40 | 0.10 | 2,3 | 1.73 | 1.83 | (0.10 | ) | (0.03 | ) | — | (0.13 | ) | 10.10 | 21.85 | 5 | 0.81 | 9 | 0.80 | 9 | 1.10 | 3 | 79 | 14 | ||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.03 | (0.02 | )2,3 | 3.28 | 3.26 | — | 10 | (0.89 | ) | — | (0.89 | ) | 8.40 | 60.44 | 5 | 0.82 | 9 | 0.78 | 9 | (0.30 | )3 | 74 | 27 | ||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.35 | (0.08 | )2,3 | (7.11 | ) | (7.19 | ) | — | 10 | (0.13 | ) | — | (0.13 | ) | 6.03 | (53.79 | )5 | 0.83 | 9 | 0.78 | 9 | (0.78 | )3 | 47 | 25 | ||||||||||||||||||||||||||||||||||||||
12-31-200711 | 12.50 | 0.32 | 2,3 | 0.78 | 12 | 1.10 | (0.16 | ) | (0.09 | ) | — | (0.25 | ) | 13.35 | 8.86 | 4 | 0.86 | 6,9 | 0.86 | 6,9 | 3.49 | 3,6 | 87 | 4 | |||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.11 | 0.11 | 2,3 | (0.06 | ) | 0.05 | — | — | — | — | 10.16 | 0.49 | 4,5 | 0.30 | 6,9 | 0.30 | 6,9 | 2.22 | 3,6 | 35 | 4 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.40 | 0.14 | 2,3 | 1.75 | 1.89 | (0.15 | ) | (0.03 | ) | — | (0.18 | ) | 10.11 | 22.50 | 5 | 0.31 | 9 | 0.30 | 9 | 1.62 | 3 | 34 | 14 | ||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.01 | 0.02 | 2,3 | 3.26 | 3.28 | — | 10 | (0.89 | ) | — | (0.89 | ) | 8.40 | 61.16 | 5 | 0.32 | 9 | 0.28 | 9 | 0.31 | 3 | 31 | 27 | ||||||||||||||||||||||||||||||||||||||||
12-31-200813 | 13.31 | (0.02 | )2,3 | (7.09 | ) | (7.11 | ) | — | (0.19 | ) | — | (0.19 | ) | 6.01 | (53.39 | )4,5 | 0.33 | 6,9 | 0.28 | 6,9 | (0.28 | )3,6 | 5 | 25 | |||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 4. Not annualized. 5. Total returns would have been lower had certain expenses not been reduced during the periods shown. 6. Annualized. 7. Less than $500,000. 8. The inception date for Series I shares is 11-5-10. 9. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.80%, 0.29% – 0.80%, 0.29% – 0.82%, 0.25% – 0.73% and 0.33% – 0.89%, based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 10. Less than ($0.005) per share. 11. The inception date for Series II shares is 5-1-07. 12. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the fund. 13. The inception date for Series III shares is 1-2-08. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.63 | — | 2,3 | 0.91 | 0.91 | — | — | — | — | 16.54 | 5.82 | 4,5 | 0.62 | 6,7 | 0.62 | 6,7 | 0.03 | 2,7 | 112 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.26 | 0.05 | 2,3 | 2.37 | 2.42 | (0.05 | ) | — | — | (0.05 | ) | 15.63 | 18.24 | 4 | 0.62 | 6 | 0.62 | 6 | 0.36 | 2 | 109 | 5 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.61 | 0.03 | 2,3 | 3.81 | 3.84 | (0.03 | ) | (2.16 | ) | — | (2.19 | ) | 13.26 | 38.88 | 0.63 | 6 | 0.63 | 6 | 0.24 | 2 | 93 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 21.65 | 0.11 | 2,3 | (9.60 | ) | (9.49 | ) | (0.11 | ) | (0.44 | ) | — | (0.55 | ) | 11.61 | (44.20 | ) | 0.56 | 6 | 0.56 | 6 | 0.64 | 2 | 75 | 16 | ||||||||||||||||||||||||||||||||||||||
12-31-2007 | 21.73 | 0.10 | 2,3 | 2.44 | 2.54 | (0.18 | ) | (2.44 | ) | — | (2.62 | ) | 21.65 | 11.93 | 0.37 | 6 | 0.37 | 6 | 0.43 | 2 | 102 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 19.98 | 0.13 | 2,3 | 1.81 | 1.94 | (0.06 | ) | (0.13 | ) | — | (0.19 | ) | 21.73 | 9.80 | 0.38 | 8 | 0.38 | 8 | 0.62 | 2 | 99 | 3 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.59 | (0.01 | )2,3 | 0.90 | 0.89 | — | — | — | — | 16.48 | 5.71 | 4,5 | 0.77 | 6,7 | 0.77 | 6,7 | (0.15 | )2,7 | 1,099 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.22 | 0.02 | 2,3 | 2.38 | 2.40 | (0.03 | ) | — | — | (0.03 | ) | 15.59 | 18.14 | 4 | 0.77 | 6 | 0.77 | 6 | 0.16 | 2 | 1,138 | 5 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.58 | 0.01 | 2,3 | 3.80 | 3.81 | (0.01 | ) | (2.16 | ) | — | (2.17 | ) | 13.22 | 38.68 | 0.78 | 6 | 0.78 | 6 | 0.08 | 2 | 1,148 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 21.57 | 0.07 | 2,3 | (9.54 | ) | (9.47 | ) | (0.08 | ) | (0.44 | ) | — | (0.52 | ) | 11.58 | (44.28 | ) | 0.69 | 6 | 0.69 | 6 | 0.37 | 2 | 974 | 16 | ||||||||||||||||||||||||||||||||||||||
12-31-2007 | 21.64 | 0.06 | 2,3 | 2.43 | 2.49 | (0.12 | ) | (2.44 | ) | — | (2.56 | ) | 21.57 | 11.73 | 0.52 | 6 | 0.52 | 6 | 0.28 | 2 | 1,739 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 19.90 | 0.07 | 2,3 | 1.84 | 1.91 | (0.04 | ) | (0.13 | ) | — | (0.17 | ) | 21.64 | 9.64 | 0.53 | 8 | 0.53 | 8 | 0.33 | 2 | 1,485 | 3 | |||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.57 | 0.03 | 2,3 | 0.90 | 0.93 | — | — | — | — | 16.50 | 5.97 | 4,5 | 0.27 | 6,7 | 0.27 | 6,7 | 0.40 | 2,7 | 100 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.20 | 0.11 | 2,3 | 2.36 | 2.47 | (0.10 | ) | — | — | (0.10 | ) | 15.57 | 18.69 | 4 | 0.27 | 6 | 0.27 | 6 | 0.78 | 2 | 89 | 5 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.57 | 0.11 | 2,3 | 3.76 | 3.87 | (0.08 | ) | (2.16 | ) | — | (2.24 | ) | 13.20 | 39.32 | 0.28 | 6 | 0.28 | 6 | 0.89 | 2 | 62 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-20089 | 21.53 | 0.53 | 2,3 | (9.87 | ) | (9.34 | ) | (0.18 | ) | (0.44 | ) | — | (0.62 | ) | 11.57 | (43.75 | ) | 0.29 | 6 | 0.29 | 6 | 3.80 | 2 | 10 | 16 | ||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 3. Based on the average daily shares outstanding. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.80%, 0.29% – 0.80%, 0.29% – 0.82%, 0.25% – 0.73% and 0.33% – 0.89%, based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 7. Annualized. 8. Does not include expenses of the investment companies in which the Portfolio invests. 9. The inception date for Series III shares is 1-2-08. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
American Growth-Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.90 | — | 2,3,10 | 0.64 | 0.64 | — | — | — | — | 15.54 | 4.30 | 4,8 | 0.62 | 5,9 | 0.62 | 5,9 | — | 2,9,11 | 230 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.55 | 0.14 | 2,3 | 1.37 | 1.51 | (0.16 | ) | — | — | (0.16 | ) | 14.90 | 11.13 | 4 | 0.62 | 5 | 0.62 | 5 | 1.04 | 2 | 240 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.53 | 0.23 | 2,3 | 3.02 | 3.25 | (0.15 | ) | (1.08 | ) | — | (1.23 | ) | 13.55 | 30.79 | 0.63 | 5 | 0.63 | 5 | 1.88 | 2 | 257 | 18 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 19.53 | 0.22 | 2,3 | (7.57 | ) | (7.35 | ) | (0.24 | ) | (0.41 | ) | — | (0.65 | ) | 11.53 | (38.08 | ) | 0.55 | 5 | 0.55 | 5 | 1.39 | 2 | 19 | 15 | ||||||||||||||||||||||||||||||||||||||
12-31-2007 | 20.19 | 0.26 | 2,3 | 0.66 | 0.92 | (0.60 | ) | (0.98 | ) | — | (1.58 | ) | 19.53 | 4.64 | 0.37 | 5 | 0.37 | 5 | 1.24 | 2 | 29 | 5 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 17.81 | 0.25 | 2,3 | 2.36 | 2.61 | (0.21 | ) | (0.02 | ) | — | (0.23 | ) | 20.19 | 14.80 | 0.38 | 6 | 0.38 | 6 | 1.35 | 2 | 20 | 2 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.88 | (0.01 | )2,3 | 0.64 | 0.63 | — | — | — | — | 15.51 | 4.23 | 4,8 | 0.77 | 5,9 | 0.77 | 5,9 | (0.14 | )2,9 | 893 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.54 | 0.13 | 2,3 | 1.35 | 1.48 | (0.14 | ) | — | — | (0.14 | ) | 14.88 | 10.91 | 4 | 0.77 | 5 | 0.77 | 5 | 0.92 | 2 | 928 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.52 | 0.12 | 2,3 | 3.11 | 3.23 | (0.13 | ) | (1.08 | ) | — | (1.21 | ) | 13.54 | 30.67 | 0.78 | 5 | 0.78 | 5 | 1.04 | 2 | 943 | 18 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 19.50 | 0.20 | 2,3 | (7.56 | ) | (7.36 | ) | (0.21 | ) | (0.41 | ) | — | (0.62 | ) | 11.52 | (38.17 | ) | 0.69 | 5 | 0.69 | 5 | 1.22 | 2 | 836 | 15 | ||||||||||||||||||||||||||||||||||||||
12-31-2007 | 20.14 | 0.22 | 2,3 | 0.66 | 0.88 | (0.54 | ) | (0.98 | ) | — | (1.52 | ) | 19.50 | 4.48 | 0.52 | 5 | 0.52 | 5 | 1.05 | 2 | 1,440 | 5 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 17.77 | 0.22 | 2,3 | 2.35 | 2.57 | (0.18 | ) | (0.02 | ) | — | (0.20 | ) | 20.14 | 14.62 | 0.53 | 6 | 0.53 | 6 | 1.17 | 2 | 1,237 | 2 | |||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.87 | 0.03 | 2,3 | 0.64 | 0.67 | — | — | — | — | 15.54 | 4.51 | 4,8 | 0.27 | 5,9 | 0.27 | 5,9 | 0.37 | 2,9 | 82 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.52 | 0.21 | 2,3 | 1.35 | 1.56 | (0.21 | ) | — | — | (0.21 | ) | 14.87 | 11.51 | 4 | 0.27 | 5 | 0.27 | 5 | 1.51 | 2 | 79 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.50 | 0.26 | 2,3 | 3.03 | 3.29 | (0.19 | ) | (1.08 | ) | — | (1.27 | ) | 13.52 | 31.26 | 0.28 | 5 | 0.28 | 5 | 2.15 | 2 | 70 | 18 | |||||||||||||||||||||||||||||||||||||||||
12-31-20087 | 19.30 | 0.84 | 2,3 | (7.93 | ) | (7.09 | ) | (0.30 | ) | (0.41 | ) | — | (0.71 | ) | 11.50 | (37.18 | )8 | 0.29 | 5,9 | 0.29 | 5,9 | 6.24 | 2,9 | 12 | 15 | ||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 3. Based on the average daily shares outstanding. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.80%, 0.29% – 0.80%, 0.29% – 0.82%, 0.25% – 0.73% and 0.33% – 0.89%, based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 6. Does not include expenses of the investment companies in which the Portfolio invests. 7. The inception date for Series III shares is 1-2-08. 8. Not annualized. 9. Annualized. 10. Less than ($0.005) per share. 11. Less than (0.005)%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American High-Income Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.95 | 0.30 | 3,4 | 0.17 | 0.47 | — | — | — | — | 11.42 | 4.29 | 5,6 | 0.65 | 7,8 | 0.65 | 7,8 | 5.48 | 4,8 | 1 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20102 | 11.68 | 0.67 | 3,4 | (0.62 | ) | 0.05 | (0.78 | ) | — | — | (0.78 | ) | 10.95 | 0.41 | 5,6 | 0.65 | 7 | 0.65 | 7 | 5.94 | 8 | — | 9 | 19 | |||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.93 | 0.10 | 3,4 | 0.37 | 0.47 | — | — | — | — | 11.40 | 4.30 | 5,6 | 0.80 | 7,8 | 0.80 | 7,8 | 1.74 | 4,8 | 61 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.21 | 0.77 | 3,4 | 0.71 | 1.48 | (0.76 | ) | — | — | (0.76 | ) | 10.93 | 14.52 | 5 | 0.81 | 7 | 0.80 | 7 | 7.07 | 4 | 62 | 19 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.81 | 0.66 | 3,4 | 2.34 | 3.00 | (0.60 | ) | — | — | (0.60 | ) | 10.21 | 38.42 | 5 | 0.84 | 7 | 0.78 | 7 | 7.15 | 4 | 58 | 19 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 11.33 | 0.68 | 3,4 | (3.46 | ) | (2.78 | ) | (0.74 | ) | — | — | (0.74 | ) | 7.81 | (24.39 | )5 | 0.86 | 7 | 0.78 | 7 | 6.45 | 4 | 34 | 26 | |||||||||||||||||||||||||||||||||||||||
12-31-200710 | 12.50 | 1.58 | 3,4 | (2.01 | ) | (0.43 | ) | (0.74 | ) | — | — | (0.74 | ) | 11.33 | (3.41 | )6 | 0.96 | 7,8 | 0.96 | 7,8 | 19.47 | 4,8 | 46 | 3 | |||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.91 | 0.13 | 3,4 | 0.37 | 0.50 | — | — | — | — | 11.41 | 4.58 | 5,6 | 0.30 | 7,8 | 0.30 | 7,8 | 2.27 | 4,8 | 44 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.19 | 0.97 | 3,4 | 0.57 | 1.54 | (0.82 | ) | — | — | (0.82 | ) | 10.91 | 15.09 | 5 | 0.31 | 7 | 0.30 | 7 | 8.91 | 4 | 42 | 19 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.80 | 2.33 | 3,4 | 0.71 | 3.04 | (0.65 | ) | — | — | (0.65 | ) | 10.19 | 39.05 | 5 | 0.34 | 7 | 0.28 | 7 | 22.94 | 4 | 17 | 19 | |||||||||||||||||||||||||||||||||||||||||
12-31-200811 | 11.32 | 2.53 | 3,4 | (5.26 | ) | (2.73 | ) | (0.79 | ) | — | — | (0.79 | ) | 7.80 | (23.93 | )5,6 | 0.36 | 7,8 | 0.28 | 7,8 | 26.70 | 4,8 | — | 9 | 26 | ||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. The inception date for Series I shares is 11-5-10. 3. Based on the average daily shares outstanding. 4. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 5. Total returns would have been lower had certain expenses not been reduced during the periods shown. 6. Not annualized. 7. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.80%, 0.29% – 0.80%, 0.29% – 0.82%, 0.25% – 0.73% and 0.33% – 0.89%, based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 8. Annualized. 9. Less than $500,000. 10. The inception date for Series II shares is 5-1-07. 11. The inception date for Series III shares is 1-2-08. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
American International Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.33 | — | 2,3,4 | 0.68 | 0.68 | — | — | — | — | 17.01 | 4.16 | 5,6 | 0.62 | 7,8 | 0.62 | 7,8 | (0.05 | )3,8 | 109 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.52 | 0.26 | 2,3 | 0.81 | 1.07 | (0.26 | ) | — | — | (0.26 | ) | 16.33 | 6.88 | 5 | 0.62 | 7 | 0.62 | 7 | 1.73 | 3 | 117 | 12 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 14.31 | 0.17 | 2,3 | 4.60 | 4.77 | (0.15 | ) | (3.41 | ) | — | (3.56 | ) | 15.52 | 42.59 | 0.63 | 7 | 0.63 | 7 | 1.19 | 3 | 101 | �� | 10 | ||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 26.71 | 0.39 | 2,3 | (11.51 | ) | (11.12 | ) | (0.51 | ) | (0.77 | ) | — | (1.28 | ) | 14.31 | (42.37 | ) | 0.55 | 7 | 0.55 | 7 | 1.86 | 3 | 69 | 18 | ||||||||||||||||||||||||||||||||||||||
12-31-2007 | 24.92 | 0.33 | 2,3 | 4.37 | 4.70 | (0.43 | ) | (2.48 | ) | — | (2.91 | ) | 26.71 | 19.58 | 0.37 | 7 | 0.37 | 7 | 1.23 | 3 | 106 | 10 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 21.44 | 0.36 | 2,3 | 3.57 | 3.93 | (0.21 | ) | (0.24 | ) | — | (0.45 | ) | 24.92 | 18.53 | 0.38 | 9 | 0.38 | 9 | 1.56 | 3 | 70 | 6 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.31 | (0.01 | )2,3 | 0.69 | 0.68 | — | — | — | — | 16.99 | 4.17 | 5,6 | 0.77 | 7,8 | 0.77 | 7,8 | (0.18 | )3,8 | 694 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.51 | 0.22 | 2,3 | 0.81 | 1.03 | (0.23 | ) | — | — | (0.23 | ) | 16.31 | 6.68 | 5 | 0.77 | 7 | 0.77 | 7 | 1.43 | 3 | 726 | 12 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 14.30 | 0.13 | 2,3 | 4.62 | 4.75 | (0.13 | ) | (3.41 | ) | — | (3.54 | ) | 15.51 | 42.41 | 0.78 | 7 | 0.78 | 7 | 0.91 | 3 | 760 | 10 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 26.67 | 0.31 | 2,3 | (11.43 | ) | (11.12 | ) | (0.48 | ) | (0.77 | ) | — | (1.25 | ) | 14.30 | (42.47 | ) | 0.69 | 7 | 0.69 | 7 | 1.46 | 3 | 637 | 18 | ||||||||||||||||||||||||||||||||||||||
12-31-2007 | 24.86 | 0.27 | 2,3 | 4.38 | 4.65 | (0.36 | ) | (2.48 | ) | — | (2.84 | ) | 26.67 | 19.41 | 0.52 | 7 | 0.52 | 7 | 1.01 | 3 | 1,168 | 10 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 21.40 | 0.30 | 2,3 | 3.58 | 3.88 | (0.18 | ) | (0.24 | ) | — | (0.42 | ) | 24.86 | 18.32 | 0.53 | 9 | 0.53 | 9 | 1.30 | 3 | 951 | 6 | |||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.28 | 0.03 | 2,3 | 0.68 | 0.71 | — | — | — | — | 16.99 | 4.36 | 5,6 | 0.27 | 7,8 | 0.27 | 7,8 | 0.40 | 3,8 | 42 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.47 | 0.40 | 2,3 | 0.72 | 1.12 | (0.31 | ) | — | — | (0.31 | ) | 16.28 | 7.25 | 5 | 0.27 | 0.27 | 2.64 | 3 | 33 | 12 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 14.27 | 0.64 | 2,3 | 4.18 | 4.82 | (0.21 | ) | (3.41 | ) | — | (3.62 | ) | 15.47 | 43.14 | 0.28 | 7 | 0.28 | 7 | 4.36 | 3 | 10 | 10 | |||||||||||||||||||||||||||||||||||||||||
12-31-200810 | 26.60 | 1.07 | 2,3 | (12.03 | ) | (10.96 | ) | (0.60 | ) | (0.77 | ) | — | (1.37 | ) | 14.27 | (41.97 | )6 | 0.29 | 7,8 | 0.29 | 7,8 | 6.08 | 3,8 | — | 11 | 18 | |||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 4. Less than ($0.005) per share. 5. Total returns would have been lower had certain expenses not been reduced during the periods shown. 6. Not annualized. 7. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.80%, 0.29% – 0.80%, 0.29% – 0.82%, 0.25% – 0.73% and 0.33% – 0.89%, based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 8. Annualized. 9. Does not include expenses of the investment companies in which the Portfolio invests. 10. The inception date for Series III shares is 1-2-08. 11. Less than $500,000. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American New World Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.75 | 0.03 | 2,3 | 0.09 | 0.12 | — | — | — | — | 13.87 | 0.87 | 4,5 | 0.65 | 6,7 | 0.65 | 6,7 | 0.50 | 2,7 | 9 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.84 | 0.28 | 2,3 | 1.78 | 2.06 | (0.15 | ) | — | — | (0.15 | ) | 13.75 | 17.42 | 4 | 0.66 | 6 | 0.65 | 6 | 2.26 | 2 | 8 | 26 | |||||||||||||||||||||||||||||||||||||||||
12-31-20098 | 8.94 | 0.24 | 2,3 | 2.78 | 3.02 | (0.12 | ) | — | — | (0.12 | ) | 11.84 | 33.73 | 4,5 | 0.66 | 6,7 | 0.63 | 6,7 | 3.27 | 2,7 | 2 | 22 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.74 | 0.02 | 2,3 | 0.09 | 0.11 | — | — | — | — | 13.85 | 0.80 | 4,5 | 0.80 | 6,7 | 0.80 | 6,7 | 0.29 | 2,7 | 88 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.84 | 0.14 | 2,3 | 1.89 | 2.03 | (0.13 | ) | — | — | (0.13 | ) | 13.74 | 17.18 | 4 | 0.81 | 6 | 0.80 | 6 | 1.12 | 2 | 95 | 26 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.15 | 0.12 | 2,3 | 3.80 | 3.92 | (0.10 | ) | (0.13 | ) | — | (0.23 | ) | 11.84 | 48.82 | 4 | 0.84 | 6 | 0.78 | 6 | 1.17 | 2 | 77 | 22 | ||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.76 | 0.10 | 2,3 | (6.40 | ) | (6.30 | ) | (0.13 | ) | (0.18 | ) | — | (0.31 | ) | 8.15 | (42.66 | )4 | 0.83 | 6 | 0.78 | 6 | 0.82 | 2 | 41 | 60 | ||||||||||||||||||||||||||||||||||||||
12-31-20079 | 12.50 | 0.56 | 2,3 | 2.02 | 2.58 | (0.23 | ) | (0.09 | ) | — | (0.32 | ) | 14.76 | 20.73 | 5 | 0.88 | 6,7 | 0.88 | 6,7 | 5.79 | 2,7 | 83 | 8 | ||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.72 | 0.06 | 2,3 | 0.08 | 0.14 | — | — | — | — | 13.86 | 1.02 | 4,5 | 0.30 | 6,7 | 0.30 | 6,7 | 0.85 | 2,7 | 3 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.81 | 0.22 | 2,3 | 1.89 | 2.11 | (0.20 | ) | — | — | (0.20 | ) | 13.72 | 17.84 | 4 | 0.31 | 6 | 0.30 | 6 | 1.76 | 2 | 3 | 26 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.13 | 0.24 | 2,3 | 3.73 | 3.97 | (0.16 | ) | (0.13 | ) | — | (0.29 | ) | 11.81 | 49.55 | 4 | 0.34 | 6 | 0.28 | 6 | 2.31 | 2 | 2 | 22 | ||||||||||||||||||||||||||||||||||||||||
12-31-200810 | 14.71 | 0.47 | 2,3 | (6.68 | ) | (6.21 | ) | (0.19 | ) | (0.18 | ) | — | (0.37 | ) | 8.13 | (42.16 | )4,5 | 0.33 | 6,7 | 0.28 | 6,7 | 4.60 | 2,7 | — | 11 | 60 | |||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 3. Based on the average daily shares outstanding. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.80%, 0.29% – 0.80%, 0.29% – 0.82%, 0.25% – 0.73% and 0.33% – 0.89%, based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 7. Annualized. 8. The inception date for Series I shares is 5-6-09. 9. The inception date for Series II shares is 5-1-07. 10. The inception date for Series III shares is 1-2-08. 11. Less than $500,000. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Balanced Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.34 | 0.12 | 2 | 0.68 | 0.80 | — | — | — | — | 17.14 | 4.90 | 3,4 | 0.98 | 5 | 0.95 | 5 | 1.46 | 5 | 1 | 15 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.83 | 0.20 | 2 | 1.64 | 1.84 | (0.12 | ) | (0.21 | ) | — | (0.33 | ) | 16.34 | 12.58 | 3 | 1.02 | 1.02 | 1.33 | 1 | 35 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20097 | 12.50 | 0.11 | 2 | 2.58 | 2.69 | (0.13 | ) | (0.23 | ) | — | (0.36 | ) | 14.83 | 21.52 | 3,4 | 1.23 | 5 | 1.06 | 5 | 1.12 | 5 | — | 8 | 80 | 6 | ||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.34 | 0.13 | 2 | 0.67 | 0.80 | — | — | — | — | 17.14 | 4.90 | 3,4 | 0.93 | 5 | 0.90 | 5 | 1.53 | 5 | 127 | 15 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.83 | 0.21 | 2 | 1.64 | 1.85 | (0.13 | ) | (0.21 | ) | — | (0.34 | ) | 16.34 | 12.64 | 3 | 0.97 | 0.97 | 1.37 | 96 | 35 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20097 | 12.50 | 0.11 | 2 | 2.59 | 2.70 | (0.14 | ) | (0.23 | ) | — | (0.37 | ) | 14.83 | 21.58 | 3,4 | 1.18 | 5 | 1.01 | 5 | 1.18 | 5 | 33 | 80 | 6 | |||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The Portfolio turnover rates including the effect of “TBA” (to be announced) for the periods ended were as follows: 58% for 12-31-10 and 89% for 12-31-09. 7. The inception date for Series I and Series NAV shares is 4-30-09. 8. Less than $500,000. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Blue Chip Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 20.25 | — | 2,3 | 1.33 | 1.33 | — | — | — | — | 21.58 | 6.57 | 4,5 | 0.86 | 6 | 0.83 | 6 | 0.02 | 6 | 317 | 18 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 17.45 | — | 2,7 | 2.82 | 2.82 | (0.02 | ) | — | — | (0.02 | ) | 20.25 | 16.15 | 4 | 0.87 | 0.84 | (0.01 | ) | 328 | 44 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.23 | 0.02 | 2 | 5.22 | 5.24 | (0.02 | ) | — | — | (0.02 | ) | 17.45 | 42.89 | 4 | 0.89 | 0.86 | 0.11 | 335 | 47 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 21.70 | 0.03 | 2 | (9.14 | ) | (9.11 | ) | (0.05 | ) | (0.31 | ) | — | (0.36 | ) | 12.23 | (42.53 | )4 | 0.90 | 0.87 | 0.18 | 281 | 58 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 19.39 | 0.08 | 2 | 2.38 | 2.46 | (0.15 | ) | — | — | (0.15 | ) | 21.70 | 12.75 | 4,8 | 0.88 | 0.85 | 0.40 | 593 | 34 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 17.73 | 0.10 | 2 | 1.60 | 1.70 | (0.04 | ) | — | — | (0.04 | ) | 19.39 | 9.58 | 4,9 | 0.88 | 0.86 | 0.53 | 668 | 37 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 20.15 | (0.02 | )2 | 1.32 | 1.30 | — | — | — | — | 21.45 | 6.45 | 4,5 | 1.06 | 6 | 1.03 | 6 | (0.18 | )6 | 136 | 18 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 17.39 | (0.04 | )2 | 2.81 | 2.77 | (0.01 | ) | — | — | (0.01 | ) | 20.15 | 15.94 | 4 | 1.07 | 1.04 | (0.21 | ) | 137 | 44 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.21 | (0.01 | )2 | 5.20 | 5.19 | (0.01 | ) | — | — | (0.01 | ) | 17.39 | 42.56 | 4 | 1.09 | 1.06 | (0.09 | ) | 131 | 47 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 21.65 | — | 2,7 | (9.11 | ) | (9.11 | ) | (0.02 | ) | (0.31 | ) | — | (0.33 | ) | 12.21 | (42.63 | )4 | 1.10 | 1.07 | (0.02 | ) | 102 | 58 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 19.32 | 0.04 | 2 | 2.37 | 2.41 | (0.08 | ) | — | — | (0.08 | ) | 21.65 | 12.51 | 4,8 | 1.08 | 1.05 | 0.21 | 176 | 34 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 17.68 | 0.06 | 2 | 1.59 | 1.65 | (0.01 | ) | — | — | (0.01 | ) | 19.32 | 9.31 | 4,9 | 1.08 | 1.06 | 0.32 | 176 | 37 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 20.22 | 0.01 | 2 | 1.31 | 1.32 | — | — | — | — | 21.54 | 6.53 | 4,5 | 0.81 | 6 | 0.78 | 6 | 0.07 | 6 | 1,403 | 18 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 17.41 | 0.01 | 2 | 2.82 | 2.83 | (0.02 | ) | — | — | (0.02 | ) | 20.22 | 16.25 | 4 | 0.82 | 0.79 | 0.05 | 1,361 | 44 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.20 | 0.03 | 2 | 5.21 | 5.24 | (0.03 | ) | — | — | (0.03 | ) | 17.41 | 42.97 | 4 | 0.84 | 0.81 | 0.18 | 1,135 | 47 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 21.66 | 0.04 | 2 | (9.12 | ) | (9.08 | ) | (0.07 | ) | (0.31 | ) | — | (0.38 | ) | 12.20 | (42.52 | )4 | 0.85 | 0.82 | 0.23 | 1,299 | 58 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 19.36 | 0.10 | 2 | 2.37 | 2.47 | (0.17 | ) | — | — | (0.17 | ) | 21.66 | 12.81 | 4,8 | 0.83 | 0.80 | 0.46 | 2,491 | 34 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 17.71 | 0.10 | 2 | 1.59 | 1.69 | (0.04 | ) | — | — | (0.04 | ) | 19.36 | 9.59 | 4,9 | 0.83 | 0.81 | 0.56 | 1,880 | 37 | ||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Less than $0.005 per share. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Annualized. 7. Less than ($0.005) per share. 8. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: $0.01, less than $0.005 and $0.01 for Series I, Series II and Series NAV. The total returns excluding the payment from affiliates was 12.70%, 12.51% and 12.76% for Series I, Series II and Series NAV, respectively. 9. John Hancock Life Insurance Company made a voluntary payment to the portfolio. Excluding this payment, the impact on total return would have been less than 0.01%. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Capital Appreciation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.94 | 0.01 | 2 | 0.81 | 0.82 | — | — | — | — | 10.76 | 8.25 | 3,4 | 0.78 | 5 | 0.78 | 5 | 0.13 | 5 | 212 | 29 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.90 | 0.01 | 2 | 1.04 | 1.05 | (0.01 | ) | — | — | (0.01 | ) | 9.94 | 11.83 | 3 | 0.79 | 0.79 | 0.16 | 217 | 77 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.27 | 0.02 | 2 | 2.63 | 2.65 | (0.02 | ) | — | — | (0.02 | ) | 8.90 | 42.29 | 3 | 0.80 | 0.80 | 0.26 | 136 | 85 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 10.05 | 0.04 | 2 | (3.78 | ) | (3.74 | ) | (0.04 | ) | — | — | (0.04 | ) | 6.27 | (37.22 | ) | 0.81 | 0.81 | 0.41 | 114 | 97 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 9.07 | 0.03 | 2 | 1.02 | 1.05 | (0.03 | ) | (0.04 | ) | — | (0.07 | ) | 10.05 | 11.61 | 3,7 | 0.82 | 0.82 | 0.31 | 227 | 73 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 10.02 | 0.01 | 2 | 0.20 | 0.21 | — | (1.16 | ) | — | (1.16 | ) | 9.07 | 2.26 | 3,8 | 0.83 | 0.83 | 0.11 | 263 | 114 | 6 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.85 | — | 2,9 | 0.81 | 0.81 | — | — | — | — | 10.66 | 8.22 | 3,4 | 0.98 | 5 | 0.98 | 5 | (0.08 | )5 | 83 | 29 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.83 | — | 2,9 | 1.02 | 1.02 | — | 9 | — | — | — | 9 | 9.85 | 11.58 | 3 | 0.99 | 0.99 | (0.05 | ) | 84 | 77 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.22 | — | 2,10 | 2.61 | 2.61 | — | 9 | — | — | — | 9 | 8.83 | 42.04 | 3 | 1.00 | 1.00 | 0.06 | 71 | 85 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 9.96 | 0.02 | 2 | (3.74 | ) | (3.72 | ) | (0.02 | ) | — | — | (0.02 | ) | 6.22 | (37.36 | ) | 1.01 | 1.01 | 0.21 | 52 | 97 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 8.99 | 0.01 | 2 | 1.01 | 1.02 | (0.01 | ) | (0.04 | ) | — | (0.05 | ) | 9.96 | 11.36 | 3,7 | 1.02 | 1.02 | 0.11 | 97 | 73 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 9.96 | (0.01 | )2 | 0.20 | 0.19 | — | (1.16 | ) | — | (1.16 | ) | 8.99 | 2.06 | 3,8 | 1.03 | 1.03 | (0.09 | ) | 113 | 114 | 6 | ||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.94 | 0.01 | 2 | 0.82 | 0.83 | — | — | — | — | 10.77 | 8.35 | 3,4 | 0.73 | 5 | 0.73 | 5 | 0.18 | 5 | 856 | 29 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.90 | 0.02 | 2 | 1.04 | 1.06 | (0.02 | ) | — | — | (0.02 | ) | 9.94 | 11.88 | 3 | 0.74 | 0.74 | 0.19 | 821 | 77 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.27 | 0.02 | 2 | 2.63 | 2.65 | (0.02 | ) | — | — | (0.02 | ) | 8.90 | 42.36 | 3 | 0.75 | 0.75 | 0.31 | 791 | 85 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 10.06 | 0.04 | 2 | (3.78 | ) | (3.74 | ) | (0.05 | ) | — | — | (0.05 | ) | 6.27 | (37.23 | ) | 0.76 | 0.76 | 0.46 | 526 | 97 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 9.08 | 0.03 | 2 | 1.03 | 1.06 | (0.04 | ) | (0.04 | ) | — | (0.08 | ) | 10.06 | 11.69 | 3,7 | 0.77 | 0.77 | 0.36 | 780 | 73 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 10.02 | 0.01 | 2 | 0.21 | 0.22 | — | (1.16 | ) | — | (1.16 | ) | 9.08 | 2.38 | 3,8 | 0.78 | 0.78 | 0.15 | 627 | 114 | 6 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. 7. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: less than $0.005 for Series I and Series II and $0.01 for Series NAV. The total returns excluding the payment from affiliates was 11.61%, 11.36% and 11.58% for Series I, Series II and Series NAV, respectively. 8. John Hancock Life Insurance Company made a voluntary payment to the portfolio. Excluding this payment, the impact on total return would have been less than 0.01%. 9. Less than ($0.005) per share. 10. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Capital Appreciation Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.50 | 0.09 | 2 | 0.59 | 0.68 | — | — | — | — | 12.18 | 5.91 | 3,5 | 0.95 | 6 | 0.91 | 6 | 1.54 | 6 | 1 | 56 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.47 | 0.16 | 2 | 1.41 | 1.57 | (0.18 | ) | (1.36 | ) | — | (1.54 | ) | 11.50 | 13.83 | 3 | 1.02 | 0.98 | 1.38 | 1 | 62 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.02 | 0.20 | 2 | 2.52 | 2.72 | (0.22 | ) | (0.05 | ) | — | (0.27 | ) | 11.47 | 30.06 | 3 | 1.05 | 1.01 | 1.93 | 1 | 91 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20084 | 12.50 | 0.15 | 2 | (3.56 | ) | (3.41 | ) | (0.07 | ) | — | — | (0.07 | ) | �� | 9.02 | (27.26 | )3,5 | 1.22 | 6 | 1.18 | 6 | 2.01 | 6 | — | 7 | 55 | 8 | ||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.49 | 0.08 | 2 | 0.59 | 0.67 | — | — | — | — | 12.16 | 5.83 | 3,5 | 1.15 | 6 | 1.11 | 6 | 1.34 | 6 | 336 | 56 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.46 | 0.14 | 2 | 1.40 | 1.54 | (0.15 | ) | (1.36 | ) | — | (1.51 | ) | 11.49 | 13.63 | 3 | 1.22 | 1.18 | 1.15 | 335 | 62 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.02 | 0.17 | 2 | 2.52 | 2.69 | (0.20 | ) | (0.05 | ) | — | (0.25 | ) | 11.46 | 29.84 | 3 | 1.25 | 1.21 | 1.70 | 337 | 91 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20084 | 12.50 | 0.16 | 2 | (3.58 | ) | (3.42 | ) | (0.06 | ) | — | — | (0.06 | ) | 9.02 | (27.37 | )3,5 | 1.42 | 6 | 1.38 | 6 | 2.46 | 6 | 141 | 55 | 8 | ||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.49 | 0.09 | 2 | 0.59 | 0.68 | — | — | — | — | 12.17 | 5.92 | 3,5 | 0.90 | 6 | 0.86 | 6 | 1.58 | 6 | 7 | 56 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.46 | 0.17 | 2 | 1.40 | 1.57 | (0.18 | ) | (1.36 | ) | — | (1.54 | ) | 11.49 | 13.90 | 3 | 0.97 | 0.93 | 1.42 | 5 | 62 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.02 | 0.19 | 2 | 2.52 | 2.71 | (0.22 | ) | (0.05 | ) | — | (0.27 | ) | 11.46 | 30.12 | 3 | 1.00 | 0.96 | 1.89 | 3 | 91 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20084 | 12.50 | 0.16 | 2 | (3.56 | ) | (3.40 | ) | (0.08 | ) | — | — | (0.08 | ) | 9.02 | (27.23 | )3,5 | 1.17 | 6 | 1.13 | 6 | 2.26 | 6 | 1 | 55 | 8 | ||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. The inception date for Series I, Series II and Series NAV shares is 4-28-08. 5. Not Annualized. 6. Annualized. 7. Less than $500,000. 8. The Portfolio turnover rate, including the effect of “TBA” (to be announced) securities for the period ended is 63%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Core Allocation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.93 | (0.01 | )2,3 | 0.80 | 0.79 | — | — | — | — | 16.72 | 4.96 | 4,5 | 0.17 | 6,7 | 0.17 | 6,7 | (0.17 | )3,7 | 12 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.76 | 0.31 | 2,3 | 1.31 | 1.62 | (0.23 | ) | (0.22 | ) | — | (0.45 | ) | 15.93 | 11.00 | 4 | 0.22 | 6 | 0.16 | 6 | 2.05 | 3 | 10 | 19 | ||||||||||||||||||||||||||||||||||||||||
12-31-20098 | 12.50 | 0.46 | 2,3 | 2.33 | 2.79 | (0.24 | ) | (0.29 | ) | — | (0.53 | ) | 14.76 | 22.25 | 4,5 | 0.50 | 6,7 | 0.12 | 6,7 | 4.77 | 3,7 | 4 | 18 | ||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.93 | (0.03 | )2,3 | 0.81 | 0.78 | — | — | — | — | 16.71 | 4.90 | 4,5 | 0.37 | 6,7 | 0.37 | 6,7 | (0.37 | )3,7 | 109 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.77 | 0.27 | 2,3 | 1.31 | 1.58 | (0.20 | ) | (0.22 | ) | — | (0.42 | ) | 15.93 | 10.72 | 4 | 0.42 | 6 | 0.36 | 6 | 1.76 | 3 | 76 | 19 | ||||||||||||||||||||||||||||||||||||||||
12-31-20098 | 12.50 | 0.37 | 2,3 | 2.40 | 2.77 | (0.21 | ) | (0.29 | ) | — | (0.50 | ) | 14.77 | 22.10 | 4,5 | 0.70 | 6,7 | 0.32 | 6,7 | 3.84 | 3,7 | 31 | 18 | ||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.92 | (0.01 | )2,3 | 0.81 | 0.80 | — | — | — | — | 16.72 | 5.03 | 4,5 | 0.12 | 6,7 | 0.12 | 6,7 | (0.12 | )3,7 | — | 10 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20109 | 15.56 | 0.23 | 2,3 | 0.59 | 0.82 | (0.24 | ) | (0.22 | ) | — | (0.46 | ) | 15.92 | 5.28 | 5 | 0.17 | 6,7 | 0.11 | 6,7 | 2.27 | 5,3 | — | 10 | 19 | |||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary between 0.48% – 0.99%, 0.48% – 1.00% and 0.49% – 1.06% based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10 and 12-31-09, respectively. 7. Annualized. 8. The inception date for Series I and Series II shares is 5-1-09. 9. The inception date for Series NAV shares is 4-30-10. 10. Less than $500,000. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Core Allocation Plus Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.89 | 0.07 | 2 | 0.48 | 0.55 | — | — | — | — | 11.44 | 5.05 | 3,4 | 1.04 | 5 | 1.04 | 5 | 1.30 | 5 | 28 | 72 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.13 | 0.15 | 2 | 0.90 | 1.05 | (0.12 | ) | (0.17 | ) | — | (0.29 | ) | 10.89 | 10.50 | 4 | 1.04 | 1.04 | 1.44 | 27 | 132 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.50 | 0.11 | 2 | 2.03 | 2.14 | (0.16 | ) | (0.35 | ) | — | (0.51 | ) | 10.13 | 25.20 | 4 | 1.12 | 1.12 | 1.16 | 25 | 174 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20087 | 12.50 | 0.12 | 2 | (4.06 | ) | (3.94 | ) | (0.06 | ) | — | — | (0.06 | ) | 8.50 | (31.50 | )3,4 | 1.63 | 1.63 | 1.12 | 11 | 97 | 6 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.90 | 0.06 | 2 | 0.47 | 0.53 | — | — | — | — | 11.43 | 4.86 | 3,4 | 1.24 | 5 | 1.24 | 5 | 1.10 | 5 | 162 | 72 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.14 | 0.13 | 2 | 0.90 | 1.03 | (0.10 | ) | (0.17 | ) | — | (0.27 | ) | 10.90 | 10.29 | 4 | 1.24 | 1.24 | 1.23 | 161 | 132 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.50 | 0.09 | 2 | 2.04 | 2.13 | (0.14 | ) | (0.35 | ) | — | (0.49 | ) | 10.14 | 25.10 | 4 | 1.32 | 1.32 | 0.98 | 157 | 174 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20087 | 12.50 | 0.09 | 2 | (4.05 | ) | (3.96 | ) | (0.04 | ) | — | — | (0.04 | ) | 8.50 | (31.67 | )3,4 | 1.83 | 1.83 | 0.92 | 56 | 97 | 6 | |||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.89 | 0.08 | 2 | 0.47 | 0.55 | — | — | — | — | 11.44 | 5.05 | 3,4 | 0.99 | 5 | 0.99 | 5 | 1.37 | 5 | 79 | 72 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.13 | 0.16 | 2 | 0.89 | 1.05 | (0.12 | ) | (0.17 | ) | — | (0.29 | ) | 10.89 | 10.55 | 4 | 0.99 | 0.99 | 1.51 | 56 | 132 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.49 | 0.12 | 2 | 2.03 | 2.15 | (0.16 | ) | (0.35 | ) | — | (0.51 | ) | 10.13 | 25.41 | 4 | 1.07 | 1.07 | 1.23 | 22 | 174 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20087 | 12.50 | 0.13 | 2 | (4.07 | ) | (3.94 | ) | (0.07 | ) | — | — | (0.07 | ) | 8.49 | (31.53 | )3,4 | 1.59 | 1.59 | 1.15 | 4 | 97 | 6 | |||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Not annualized. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Annualized. 6. The Portfolio turnover rate including the effect of “TBA” (to be announced) is 93%, 139%, 213% and 122% for the periods ended 6-30-11, 12-31-10, 12-31-09 and 12-31-08, respectively. 7. The inception date for Series I, Series II and Series NAV shares is 1-2-08. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Core Disciplined Diversification Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.86 | (0.03 | )3,4 | 0.78 | 0.75 | — | — | — | — | 17.61 | 4.45 | 5,8 | 0.35 | 6,7 | 0.37 | 6,7 | (0.37 | )4,7 | 201 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.32 | 0.36 | 3,4 | 1.50 | 1.86 | (0.25 | ) | (0.07 | ) | — | (0.32 | ) | 16.86 | 12.20 | 8 | 0.38 | 6 | 0.36 | 6 | 2.31 | 4 | 150 | 5 | ||||||||||||||||||||||||||||||||||||||||
12-31-20092 | 12.50 | 0.47 | 3,4 | 2.66 | 3.13 | (0.25 | ) | (0.06 | ) | — | (0.31 | ) | 15.32 | 25.02 | 5,8 | 0.54 | 6,7 | 0.32 | 6,7 | 4.74 | 4,7 | 62 | 8 | ||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.86 | (0.01 | )3,4 | 0.77 | 0.76 | — | — | — | — | 17.62 | 4.51 | 5,8 | 0.10 | 6,7 | 0.12 | 6,7 | (0.12 | )4,7 | — | 9 | 3 | ||||||||||||||||||||||||||||||||||||||||||
12-31-201010 | 16.15 | 0.29 | 3,4 | 0.78 | 1.07 | (0.29 | ) | (0.07 | ) | — | (0.36 | ) | 16.86 | 6.68 | 5,8 | 0.12 | 6,7 | 0.12 | 6,7 | 2.75 | 4,7 | — | 9 | 5 | |||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. The inception date for Series II shares is 5-1-09. 3. Based on the average daily shares outstanding. 4. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 5. Not annualized. 6. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.48% – 0.86%, 0.48% – 0.82% and 0.49% – 0.70% based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11,12-31-10 and 12-31-09, respectively. 7. Annualized. 8. Total returns would have been lower had certain expenses not been reduced during the periods shown. 9. Less than $500,000. 10. The inception date for Series NAV shares is 4-30-10. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Core Diversified Growth & Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.12 | (0.01 | )2,3 | 0.52 | 0.51 | — | — | — | — | 12.63 | 4.21 | 4,5 | 1.52 | 6,7 | 0.49 | 6,7 | (0.08 | )3,7 | 3 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.15 | 0.23 | 2,3 | 0.97 | 1.20 | (0.17 | ) | (0.06 | ) | — | (0.23 | ) | 12.12 | 10.82 | 4 | 2.54 | 6 | 0.47 | 6 | 2.03 | 3 | 2 | 27 | ||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.71 | 0.74 | 2,3 | 1.88 | 2.62 | (0.18 | ) | — | — | (0.18 | ) | 11.15 | 30.07 | 4 | 5.91 | 6 | 0.51 | 6 | 7.06 | 3 | 1 | 157 | |||||||||||||||||||||||||||||||||||||||||
12-31-20088 | 12.50 | 0.23 | 2,3 | (3.79 | ) | (3.56 | ) | (0.23 | ) | — | — | (0.23 | ) | 8.71 | (28.43 | )4,5 | 5.68 | 6.7 | 0.66 | 7,6 | 4.41 | 3,7 | — | 9 | 7 | ||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.12 | (0.02 | )2,3 | 0.52 | 0.50 | — | — | — | — | 12.62 | 4.13 | 4,5 | 1.72 | 6,7 | 0.69 | 6,7 | (0.31 | )3,7 | 1 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.15 | 0.15 | 2,3 | 1.03 | 1.18 | (0.15 | ) | (0.06 | ) | — | (0.21 | ) | 12.12 | 10.61 | 4 | 2.74 | 6 | 0.67 | 6 | 1.29 | 3 | 1 | 27 | ||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.71 | 0.14 | 2,3 | 2.46 | 2.60 | (0.16 | ) | — | — | (0.16 | ) | 11.15 | 29.87 | 4 | 6.06 | 6 | 0.77 | 6 | 1.47 | 3 | 1 | 157 | |||||||||||||||||||||||||||||||||||||||||
12-31-20088 | 12.50 | 0.22 | 2,3 | (3.79 | ) | (3.57 | ) | (0.22 | ) | — | — | (0.22 | ) | 8.71 | (28.49 | )4,5 | 5.83 | 6,7 | 0.82 | 6,7 | 4.26 | 3,7 | 1 | 7 | |||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.12 | 0.01 | 2,3 | 0.50 | 0.51 | — | — | — | — | 12.63 | 4.21 | 4,5 | 1.32 | 6,7 | 0.29 | 6,7 | 0.09 | 3,7 | — | 9 | 5 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.14 | 0.19 | 2,3 | 1.05 | 1.24 | (0.20 | ) | (0.06 | ) | — | (0.26 | ) | 12.12 | 11.12 | 4 | 2.31 | 6 | 0.27 | 6 | 1.69 | 3 | — | 9 | 27 | |||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.71 | 0.19 | 2,3 | 2.46 | 2.65 | (0.22 | ) | — | — | (0.22 | ) | 11.14 | 30.42 | 4 | 5.56 | 6 | 0.29 | 6 | 1.96 | 3 | — | 9 | 157 | ||||||||||||||||||||||||||||||||||||||||
12-31-20088 | 12.50 | 0.25 | 2,3 | (3.79 | ) | (3.54 | ) | (0.25 | ) | — | — | (0.25 | ) | 8.71 | (28.27 | )4,5 | 5.33 | 6,7 | 0.31 | 6,7 | 4.77 | 3,7 | — | 9 | 7 | ||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.11 | 0.01 | 2,3 | 0.52 | 0.53 | — | — | — | — | 12.64 | 4.38 | 4,5 | 1.17 | 6,7 | 0.14 | 6,7 | 0.24 | 3,7 | — | 9 | 5 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.13 | 0.21 | 2,3 | 1.04 | 1.25 | (0.21 | ) | (0.06 | ) | — | (0.27 | ) | 12.11 | 11.29 | 4 | 2.12 | 6 | 0.12 | 6 | 1.84 | 3 | — | 9 | 27 | |||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.70 | 0.21 | 2,3 | 2.46 | 2.67 | (0.24 | ) | — | — | (0.24 | ) | 11.13 | 30.79 | 4 | 5.32 | 6 | 0.07 | 6 | 2.19 | 3 | — | 9 | 157 | ||||||||||||||||||||||||||||||||||||||||
12-31-20088 | 12.50 | 0.26 | 2,3 | (3.80 | ) | (3.54 | ) | (0.26 | ) | — | — | (0.26 | ) | 8.70 | (28.24 | )4,5 | 5.09 | 6,7 | 0.06 | 6,7 | 5.02 | 3,7 | — | 9 | 7 | ||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.56%, 0.29% – 0.61%, 0.29% – 0.56% and 0.25% – 0.73% based on the mix of underlying funds held by the portfolio for periods ended 6-30-11, 12-31-10, 12-31-09 and 12-31-08, respectively. 7. Annualized. 8. The inception date for Series I, Series II, Series III and Series NAV shares is 7-1-08. 9. Less than $500,000. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Core Fundamental Holdings Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.73 | (0.01 | )2,3 | 0.62 | 0.61 | — | — | — | — | 16.34 | 3.88 | 4,5 | 0.44 | 6,10 | 0.45 | 6,10 | (0.08 | )3,6 | — | 7 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20108 | 15.31 | 0.27 | 2,3 | 0.52 | 0.79 | (0.25 | ) | (0.12 | ) | — | (0.37 | ) | 15.73 | 5.20 | 4,5 | 0.43 | 6,10 | 0.43 | 6,10 | 2.63 | 3,6 | — | 7 | 3 | |||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.74 | (0.02 | )2,3 | 0.60 | 0.58 | — | — | — | — | 16.32 | 3.68 | 4,5 | 0.64 | 6,10 | 0.65 | 6,10 | (0.26 | )3,6 | 268 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.67 | 0.29 | 2,3 | 1.12 | 1.41 | (0.22 | ) | (0.12 | ) | — | (0.34 | ) | 15.74 | 9.65 | 4 | 0.66 | 10 | 0.64 | 10 | 1.91 | 3 | 228 | 3 | ||||||||||||||||||||||||||||||||||||||||
12-31-20099 | 12.50 | 0.40 | 2,3 | 1.98 | 2.38 | (0.20 | ) | (0.01 | ) | — | (0.21 | ) | 14.67 | 19.05 | 4,5 | 0.74 | 6,10 | 0.60 | 6,10 | 4.21 | 3,6 | 105 | 11 | ||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.72 | 0.01 | 2,3 | 0.61 | 0.62 | — | — | — | — | 16.34 | 3.94 | 4,5 | 0.24 | 6,10 | 0.25 | 6,10 | 0.13 | 3,6 | 23 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.65 | 0.34 | 2,3 | 1.15 | 1.49 | (0.30 | ) | (0.12 | ) | — | (0.42 | ) | 15.72 | 10.08 | 4 | 0.26 | 10 | 0.24 | 10 | 2.28 | 3 | 20 | 3 | ||||||||||||||||||||||||||||||||||||||||
12-31-20099 | 12.50 | 0.42 | 2,3 | 2.00 | 2.42 | (0.26 | ) | (0.01 | ) | — | (0.27 | ) | 14.65 | 19.35 | 4,5 | 0.34 | 6,10 | 0.20 | 6,10 | 4.42 | 3,6 | 9 | 11 | ||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Annualized. 7. Less than $500,000. 8. The inception date for Series I shares is 4-30-10. 9. The inception date for Series II and Series III shares is 5-1-09. 10. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.50%, 0.29% – 0.53% and 0.29% – 0.54% based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10 and 12-31-09, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Core Global Diversification Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.01 | — | 2,3,4 | 0.64 | 0.64 | — | — | — | — | 16.65 | 4.00 | 5,6 | 0.44 | 7,8 | 0.45 | 7,8 | (0.01 | )3,8 | — | 9 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-201010 | 15.50 | 0.30 | 2,3 | 0.68 | 0.98 | (0.28 | ) | (0.19 | ) | — | (0.47 | ) | 16.01 | 6.40 | 5,6 | 0.43 | 7,8 | 0.42 | 7 | 2.89 | 3,8 | — | 9 | 10 | |||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.02 | (0.02 | )2,3 | 0.64 | 0.62 | — | — | — | — | 16.64 | 3.87 | 5,6 | 0.64 | 7,8 | 0.65 | 7,8 | (0.26 | )3,8 | 328 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.21 | 0.32 | 2,3 | 0.93 | 1.25 | (0.25 | ) | (0.19 | ) | — | (0.44 | ) | 16.02 | 8.29 | 5 | 0.65 | 7 | 0.64 | 7 | 2.12 | 3 | 279 | 10 | ||||||||||||||||||||||||||||||||||||||||
12-31-200911 | 12.50 | 0.45 | 2,3 | 2.46 | 2.91 | (0.20 | ) | — | 12 | — | (0.20 | ) | 15.21 | 23.26 | 5,6 | 0.74 | 7,8 | 0.60 | 7,8 | 4.49 | 3,8 | 129 | 20 | ||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.00 | 0.01 | 2,3 | 0.65 | 0.66 | — | — | — | — | 16.66 | 4.13 | 5,6 | 0.24 | 7,8 | 0.25 | 7,8 | 0.14 | 3,8 | 19 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.19 | 0.39 | 2,3 | 0.92 | 1.31 | (0.31 | ) | (0.19 | ) | — | (0.50 | ) | 16.00 | 8.71 | 5 | 0.25 | 7 | 0.24 | 7 | 2.54 | 3 | 16 | 10 | ||||||||||||||||||||||||||||||||||||||||
12-31-200911 | 12.50 | 0.50 | 2,3 | 2.45 | 2.95 | (0.26 | ) | — | 12 | — | (0.26 | ) | 15.19 | 23.58 | 5,6 | 0.34 | 7,8 | 0.20 | 7,8 | 5.02 | 3,8 | 6 | 20 | ||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 4. Less than ($0.005) per share. 5. Total returns would have been lower had certain expenses not been reduced during the periods shown. 6. Not annualized. 7. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.29% – 0.56%, 0.29% – 0.61% and 0.29% – 0.56% based on the mix of underlying funds held by the portfolio for the periods ended 6-30-11, 12-31-10 and 12-31-09. 8. Annualized. 9. Less than $500,000. 10. The inception date for Series I shares is 4-30-10. 11. The inception date for Series II and Series III shares is 5-1-09. 12. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Disciplined Diversification Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.32 | 0.11 | 2 | 0.43 | 0.54 | — | — | — | — | 12.86 | 4.38 | 3,4 | 0.91 | 5 | 0.91 | 5 | 1.71 | 5 | — | 6 | 4 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.03 | 0.17 | 2 | 1.31 | 1.48 | (0.19 | ) | — | — | (0.19 | ) | 12.32 | 13.40 | 3 | 0.92 | 0.87 | 1.45 | — | 6 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.90 | 0.16 | 2 | 2.26 | 2.42 | (0.21 | ) | (0.08 | ) | — | (0.29 | ) | 11.03 | 27.22 | 3 | 0.94 | 0.75 | 1.72 | — | 6 | 62 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20087 | 12.50 | 0.19 | 2 | (3.67 | ) | (3.48 | ) | (0.11 | ) | (0.01 | ) | — | (0.12 | ) | 8.90 | (27.87 | )4 | 1.04 | 5 | 0.75 | 5 | 2.63 | 5 | 1 | 7 | ||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.33 | 0.09 | 2 | 0.44 | 0.53 | — | — | — | — | 12.86 | 4.30 | 3,4 | 1.11 | 5 | 1.11 | 5 | 1.50 | 5 | 235 | 4 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.04 | 0.15 | 2 | 1.30 | 1.45 | (0.16 | ) | — | — | (0.16 | ) | 12.33 | 13.18 | 3 | 1.12 | 1.07 | 1.33 | 240 | 5 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.91 | 0.16 | 2 | 2.24 | 2.40 | (0.19 | ) | (0.08 | ) | — | (0.27 | ) | 11.04 | 26.96 | 3 | 1.14 | 0.95 | 1.58 | 221 | 62 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20087 | 12.50 | 0.15 | 2 | (3.64 | ) | (3.49 | ) | (0.09 | ) | (0.01 | ) | — | (0.10 | ) | 8.91 | (27.96 | )4 | 1.24 | 5 | 0.95 | 5 | 2.13 | 5 | 117 | 7 | ||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.32 | 0.11 | 2 | 0.43 | 0.54 | — | — | — | — | 12.86 | 4.38 | 3,4 | 0.86 | 5 | 0.86 | 5 | 1.78 | 5 | 136 | 4 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.03 | 0.18 | 2 | 1.30 | 1.48 | (0.19 | ) | — | — | (0.19 | ) | 12.32 | 13.45 | 3 | 0.87 | 0.82 | 1.57 | 104 | 5 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.90 | 0.17 | 2 | 2.25 | 2.42 | (0.21 | ) | (0.08 | ) | — | (0.29 | ) | 11.03 | 27.27 | 3 | 0.89 | 0.70 | 1.66 | 46 | 62 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20087 | 12.50 | 0.16 | 2 | (3.64 | ) | (3.48 | ) | (0.11 | ) | (0.01 | ) | — | (0.12 | ) | 8.90 | (27.83 | )4 | 0.99 | 5 | 0.70 | 5 | 2.40 | 5 | 2 | 7 | ||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Less than $500,000. 7. The inception date for Series I, Series II and Series NAV shares is 4-28-08. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Emerging Markets Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.99 | 0.08 | 2 | (0.65 | ) | (0.57 | ) | — | — | — | — | 15.42 | (3.56 | )3,4 | 1.13 | 5 | 1.13 | 5 | 1.21 | 5 | 9 | 11 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.52 | 0.09 | 2 | 2.94 | 3.03 | (0.20 | ) | (0.36 | ) | — | (0.56 | ) | 15.99 | 23.02 | 3 | 1.12 | 1.12 | 0.65 | 11 | 21 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.74 | 0.07 | 2 | 6.73 | 6.80 | (0.01 | ) | (0.01 | ) | — | (0.02 | ) | 13.52 | 101.12 | 3 | 1.13 | 1.13 | 0.68 | 8 | 28 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.64 | 0.25 | 2 | (7.86 | ) | (7.61 | ) | (0.26 | ) | (0.03 | ) | — | (0.29 | ) | 6.74 | (52.17 | )3 | 1.14 | 1.14 | 2.53 | 3 | 19 | |||||||||||||||||||||||||||||||||||||||||
12-31-20076 | 12.50 | 0.14 | 2 | 2.41 | 2.55 | (0.09 | ) | (0.32 | ) | — | (0.41 | ) | 14.64 | 20.57 | 3,4 | 1.14 | 5 | 1.13 | 5 | 1.46 | 5 | 1 | 9 | ||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.98 | 0.10 | 2 | (0.67 | ) | (0.57 | ) | — | — | — | — | 15.41 | (3.57 | )3,4 | 1.08 | 5 | 1.07 | 5 | 1.31 | 5 | 1,067 | 11 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.51 | 0.11 | 2 | 2.92 | 3.03 | (0.20 | ) | (0.36 | ) | — | (0.56 | ) | 15.98 | 23.10 | 3 | 1.07 | 1.07 | 0.80 | 1,088 | 21 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.73 | 0.08 | 2 | 6.72 | 6.80 | (0.01 | ) | (0.01 | ) | — | (0.02 | ) | 13.51 | 101.36 | 3 | 1.08 | 1.08 | 0.84 | 1,028 | 28 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.56 | 0.27 | 2 | (7.80 | ) | (7.53 | ) | (0.27 | ) | (0.03 | ) | — | (0.30 | ) | 6.73 | (51.93 | )3 | 1.09 | 1.09 | 2.42 | 300 | 19 | |||||||||||||||||||||||||||||||||||||||||
12-31-20076 | 12.50 | 0.15 | 2 | 2.33 | 2.48 | (0.10 | ) | (0.32 | ) | — | (0.42 | ) | 14.56 | 19.94 | 3,4 | 1.09 | 5 | 1.08 | 5 | 1.61 | 5 | 517 | 9 | ||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The inception date for Series I and Series NAV shares is 5-1-07. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Equity-Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.87 | 0.12 | 2 | 0.53 | 0.65 | — | — | — | — | 14.52 | 4.69 | 3,4 | 0.86 | 5 | 0.83 | 5 | 1.71 | 5 | 361 | 12 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.27 | 0.23 | 2 | 1.62 | 1.85 | (0.25 | ) | — | — | (0.25 | ) | 13.87 | 15.12 | 3 | 0.87 | 0.84 | 1.84 | 348 | 14 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.96 | 0.22 | 2 | 2.32 | 2.54 | (0.23 | ) | — | — | (0.23 | ) | 12.27 | 25.72 | 3 | 0.90 | 0.86 | 2.17 | 352 | 17 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 16.47 | 0.34 | 2 | (6.14 | ) | (5.80 | ) | (0.35 | ) | (0.36 | ) | — | (0.71 | ) | 9.96 | (35.96 | )3 | 0.91 | 0.87 | 2.48 | 344 | 32 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 18.52 | 0.32 | 2 | 0.28 | 0.60 | (0.54 | ) | (2.11 | ) | — | (2.65 | ) | 16.47 | 3.35 | 3,7 | 0.89 | 0.86 | 1.73 | 694 | 25 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 16.87 | 0.27 | 2 | 2.75 | 3.02 | (0.27 | ) | (1.10 | ) | — | (1.37 | ) | 18.52 | 19.02 | 3,8 | 0.89 | 0.87 | 1.60 | 830 | 16 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.84 | 0.11 | 2 | 0.52 | 0.63 | — | — | — | — | 14.47 | 4.55 | 3,4 | 1.06 | 5 | 1.03 | 5 | 1.53 | 5 | 201 | 12 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.24 | 0.21 | 2 | 1.61 | 1.82 | (0.22 | ) | — | — | (0.22 | ) | 13.84 | 14.91 | 3 | 1.07 | 1.04 | 1.64 | 178 | 14 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.93 | 0.20 | 2 | 2.32 | 2.52 | (0.21 | ) | — | — | (0.21 | ) | 12.24 | 25.54 | 3 | 1.10 | 1.06 | 1.96 | 172 | 17 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 16.42 | 0.32 | 2 | (6.14 | ) | (5.82 | ) | (0.31 | ) | (0.36 | ) | — | (0.67 | ) | 9.93 | (36.16 | )3 | 1.11 | 1.07 | 2.30 | 147 | 32 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 18.44 | 0.28 | 2 | 0.29 | 0.57 | (0.48 | ) | (2.11 | ) | — | (2.59 | ) | 16.42 | 3.16 | 3,7 | 1.09 | 1.06 | 1.54 | 278 | 25 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 16.81 | 0.24 | 2 | 2.73 | 2.97 | (0.24 | ) | (1.10 | ) | — | (1.34 | ) | 18.44 | 18.76 | 3,8 | 1.09 | 1.07 | 1.40 | 320 | 16 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.83 | 0.13 | 2 | 0.52 | 0.65 | — | — | — | — | 14.48 | 4.70 | 3,4 | 0.81 | 5 | 0.78 | 5 | 1.76 | 5 | 1,595 | 12 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.23 | 0.24 | 2 | 1.62 | 1.86 | (0.26 | ) | — | — | (0.26 | ) | 13.83 | 15.23 | 3 | 0.82 | 0.79 | 1.90 | 1,427 | 14 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.93 | 0.22 | 2 | 2.32 | 2.54 | (0.24 | ) | — | — | (0.24 | ) | 12.23 | 25.75 | 3 | 0.85 | 0.81 | 2.13 | 1,390 | 17 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 16.43 | 0.35 | 2 | (6.13 | ) | (5.78 | ) | (0.36 | ) | (0.36 | ) | — | (0.72 | ) | 9.93 | (35.94 | )3 | 0.86 | 0.82 | 2.55 | 808 | 32 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 18.49 | 0.33 | 2 | 0.28 | 0.61 | (0.56 | ) | (2.11 | ) | — | (2.67 | ) | 16.43 | 3.39 | 3,7 | 0.84 | 0.81 | 1.79 | 1,431 | 25 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 16.85 | 0.28 | 2 | 2.74 | 3.02 | (0.28 | ) | (1.10 | ) | — | (1.38 | ) | 18.49 | 19.05 | 3,8 | 0.84 | 0.82 | 1.65 | 1,290 | 16 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. 7. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: less than $0.005 per share for Series I and Series NAV and $0.01 for Series II. The total returns excluding the payment from affiliates was 3.35%, 3.10% and 3.39% for Series I, Series II and Series NAV, respectively. 8. An affiliate of the Portfolio made a voluntary payment to the portfolio. Excluding this payment, the impact on total return would have been less than 0.01%. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Financial Services Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.84 | 0.08 | 2 | 0.12 | 0.20 | — | — | — | — | 12.04 | 1.69 | 3,4 | 0.93 | 5 | 0.93 | 5 | 1.28 | 5 | 115 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.58 | 0.09 | 2 | 1.21 | 1.30 | (0.04 | ) | — | — | (0.04 | ) | 11.84 | 12.25 | 3 | 0.93 | 0.93 | 0.80 | 125 | 15 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.53 | 0.05 | 2 | 3.06 | 3.11 | (0.06 | ) | — | — | (0.06 | ) | 10.58 | 41.41 | 3 | 0.96 | 0.96 | 0.63 | 45 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.54 | 0.10 | 2 | (6.34 | ) | (6.24 | ) | (0.09 | ) | (0.68 | ) | — | (0.77 | ) | 7.53 | (44.65 | )3 | 0.95 | 0.95 | 0.91 | 33 | 11 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 18.78 | 0.13 | 2 | (1.45 | ) | (1.32 | ) | (0.24 | ) | (2.68 | ) | — | (2.92 | ) | 14.54 | (6.82 | )3,6 | 0.91 | 0.91 | 0.68 | 52 | 12 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.31 | 0.10 | 2 | 3.43 | 3.53 | (0.06 | ) | — | 7 | — | (0.06 | ) | 18.78 | 23.12 | 3 | 0.91 | 0.91 | 0.58 | 80 | 12 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.79 | 0.06 | 2 | 0.13 | 0.19 | — | — | — | — | 11.98 | 1.61 | 3,4 | 1.13 | 5 | 1.13 | 5 | 1.08 | 5 | 29 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.54 | 0.06 | 2 | 1.20 | 1.26 | (0.01 | ) | — | — | (0.01 | ) | 11.79 | 12.00 | 3 | 1.13 | 1.13 | 0.58 | 32 | 15 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.51 | 0.04 | 2 | 3.04 | 3.08 | (0.05 | ) | — | — | (0.05 | ) | 10.54 | 40.98 | 3 | 1.16 | 1.16 | 0.43 | 34 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.48 | 0.08 | 2 | (6.30 | ) | (6.22 | ) | (0.07 | ) | (0.68 | ) | — | (0.75 | ) | 7.51 | (44.75 | )3 | 1.15 | 1.15 | 0.71 | 26 | 11 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 18.67 | 0.09 | 2 | (1.43 | ) | (1.34 | ) | (0.17 | ) | (2.68 | ) | — | (2.85 | ) | 14.48 | (6.93 | )3,6 | 1.11 | 1.11 | 0.49 | 43 | 12 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.24 | 0.06 | 2 | 3.40 | 3.46 | (0.03 | ) | — | 7 | — | (0.03 | ) | 18.67 | 22.77 | 3 | 1.11 | 1.11 | 0.38 | 62 | 12 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.82 | 0.08 | 2 | 0.12 | 0.20 | — | — | — | — | 12.02 | 1.69 | 3,4 | 0.88 | 5 | 0.88 | 5 | 1.35 | 5 | 22 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.57 | 0.09 | 2 | 1.20 | 1.29 | (0.04 | ) | — | — | (0.04 | ) | 11.82 | 12.22 | 3 | 0.88 | 0.88 | 0.83 | 23 | 15 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.52 | 0.06 | 2 | 3.06 | 3.12 | (0.07 | ) | — | — | (0.07 | ) | 10.57 | 41.53 | 3 | 0.91 | 0.91 | 0.68 | 25 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.53 | 0.11 | 2 | (6.34 | ) | (6.23 | ) | (0.10 | ) | (0.68 | ) | — | (0.78 | ) | 7.52 | (44.63 | )3 | 0.90 | 0.90 | 0.97 | 20 | 11 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 18.77 | 0.14 | 2 | (1.45 | ) | (1.31 | ) | (0.25 | ) | (2.68 | ) | — | (2.93 | ) | 14.53 | (6.74 | )3,6 | 0.86 | 0.86 | 0.75 | 42 | 12 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.31 | 0.10 | 2 | 3.43 | 3.53 | (0.07 | ) | — | 7 | — | (0.07 | ) | 18.77 | 23.16 | 3 | 0.86 | 0.86 | 0.63 | 55 | 12 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: Less than $0.005 per share for Series I and Series NAV and $0.01 for Series II. The total returns excluding the payment from affiliates was (6.82)%, (6.99)% and (6.74)% for Series I, Series II and Series NAV, respectively. 7. Less than ($0.005) per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Franklin Templeton Founding Allocation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.95 | (0.01 | )2,3 | 0.69 | 0.68 | — | — | — | — | 10.63 | 6.83 | 4,5 | 0.12 | 6,7 | 0.12 | 6,7 | (0.12 | )3,6 | 48 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.33 | 0.37 | 2,3 | 0.62 | 0.99 | (0.37 | ) | — | �� | — | (0.37 | ) | 9.95 | 10.67 | 4 | 0.12 | 7 | 0.10 | 7 | 3.87 | 3 | 47 | 5 | ||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.36 | 0.39 | 2,3 | 1.93 | 2.32 | (0.35 | ) | — | — | (0.35 | ) | 9.33 | 31.47 | 4 | 0.12 | 7 | 0.08 | 7 | 4.68 | 3 | 43 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-20088 | 11.16 | 0.59 | 2,3 | (3.94 | ) | (3.35 | ) | (0.27 | ) | (0.18 | ) | — | (0.45 | ) | 7.36 | (30.39 | )4,5 | 0.15 | 6,7 | 0.08 | 6,7 | 7.77 | 3,6 | 12 | 4 | ||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.97 | (0.02 | )2,3 | 0.69 | 0.67 | — | — | — | — | 10.64 | 6.72 | 4,5 | 0.32 | 6,7 | 0.32 | 6,7 | (0.32 | )3,6 | 1,333 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.35 | 0.33 | 2,3 | 0.65 | 0.98 | (0.36 | ) | — | — | (0.36 | ) | 9.97 | 10.44 | 4 | 0.32 | 7 | 0.30 | 7 | 3.51 | 3 | 1,335 | 5 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.38 | 0.32 | 2,3 | 1.98 | 2.30 | (0.33 | ) | — | — | (0.33 | ) | 9.35 | 31.12 | 4 | 0.32 | 7 | 0.28 | 7 | 3.89 | 3 | 1,358 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.05 | 0.29 | 2,3 | (4.53 | ) | (4.24 | ) | (0.25 | ) | (0.18 | ) | — | (0.43 | ) | 7.38 | (35.55 | )4 | 0.33 | 7 | 0.28 | 7 | 2.94 | 3 | 1,111 | 4 | ||||||||||||||||||||||||||||||||||||||
12-31-20079 | 12.50 | 0.12 | 2,3 | �� | (0.50 | ) | (0.38 | ) | (0.07 | ) | — | — | (0.07 | ) | 12.05 | (3.08 | )4,5 | 0.33 | 6,7 | 0.28 | 6,7 | 1.47 | 3,6 | 1,139 | 2 | ||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.95 | — | 2,3,10 | 0.68 | 0.68 | — | — | — | — | 10.63 | 6.83 | 4,5 | 0.07 | 6,7 | 0.07 | 6,7 | (0.07 | )3,6 | 9 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.33 | 0.41 | 2,3 | 0.59 | 1.00 | (0.38 | ) | — | — | (0.38 | ) | 9.95 | 10.72 | 4 | 0.07 | 7 | 0.05 | 7 | 4.37 | 3 | 8 | 5 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.36 | 0.53 | 2,3 | 1.79 | 2.32 | (0.35 | ) | — | — | (0.35 | ) | 9.33 | 31.54 | 4 | 0.07 | 7 | 0.03 | 7 | 6.34 | 3 | 5 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-200811 | 11.26 | 0.60 | 2,3 | (4.22 | ) | (3.62 | ) | (0.28 | ) | — | — | (0.28 | ) | 7.36 | (32.08 | )4,5 | 0.08 | 6,7 | 0.03 | 6,7 | 10.86 | 3,6 | 1 | 4 | |||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Annualized. 7. Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary between 0.85% – 1.03%, 0.85% – 1.03%, 0.86% – 1.03%, 0.87% – 1.06% and 0.86% – 1.06% based on the mix of underlying funds held by the portfolio, for periods ended 6-30-11, 12-31-10, 12-31-09, 12-31-08 and 12-31-07, respectively. 8. The inception date for Series I shares is 1-28-08. 9. The inception date for Series II shares is 5-1-07. 10. Less than ($0.005) per share. 11. The inception date for Series NAV shares is 4-28-08. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.90 | 0.06 | 2 | 0.70 | 0.76 | — | — | — | — | 13.66 | 5.89 | 3,4 | 0.76 | 5 | 0.76 | 5 | 0.95 | 5 | 140 | 118 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.90 | 0.13 | 2 | 2.01 | 2.14 | (0.14 | ) | — | — | (0.14 | ) | 12.90 | 19.65 | 3 | 0.76 | 0.76 | 1.18 | 142 | 120 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.61 | 0.12 | 2 | 2.30 | 2.42 | (0.13 | ) | — | — | (0.13 | ) | 10.90 | 28.27 | 3 | 0.75 | 0.75 | 1.26 | 133 | 147 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 15.35 | 0.18 | 2 | (6.81 | ) | (6.63 | ) | (0.11 | ) | — | — | (0.11 | ) | 8.61 | (43.18 | )3 | 0.79 | 0.79 | 1.42 | 127 | 151 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 17.36 | 0.22 | 2 | 0.41 | 0.63 | (0.21 | ) | (2.43 | ) | — | (2.64 | ) | 15.35 | 3.78 | 3,6 | 0.80 | 0.80 | 1.26 | 271 | 159 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 16.55 | 0.15 | 2 | 2.28 | 2.43 | (0.17 | ) | (1.45 | ) | — | (1.62 | ) | 17.36 | 15.17 | 3 | 0.81 | 0.81 | 0.91 | 301 | 141 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.90 | 0.05 | 2 | 0.69 | 0.74 | — | — | — | — | 13.64 | 5.74 | 3,4 | 0.96 | 5 | 0.96 | 5 | 0.75 | 5 | 68 | 118 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.90 | 0.11 | 2 | 2.00 | 2.11 | (0.11 | ) | — | — | (0.11 | ) | 12.90 | 19.40 | 3 | 0.96 | 0.96 | 0.97 | 71 | 120 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.61 | 0.10 | 2 | 2.30 | 2.40 | (0.11 | ) | — | — | (0.11 | ) | 10.90 | 28.02 | 3 | 0.95 | 0.95 | 1.06 | 69 | 147 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 15.32 | 0.15 | 2 | (6.77 | ) | (6.62 | ) | (0.09 | ) | — | — | (0.09 | ) | 8.61 | (43.24 | )3 | 0.99 | 0.99 | 1.21 | 63 | 151 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 17.33 | 0.17 | 2 | 0.42 | 0.59 | (0.17 | ) | (2.43 | ) | — | (2.60 | ) | 15.32 | 3.57 | 3,6 | 1.00 | 1.00 | 0.97 | 132 | 159 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 16.53 | 0.12 | 2 | 2.26 | 2.38 | (0.13 | ) | (1.45 | ) | — | (1.58 | ) | 17.33 | 14.91 | 3 | 1.01 | 1.01 | 0.71 | 6 | 141 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.95 | 0.07 | 2 | 0.69 | 0.76 | — | — | — | — | 13.71 | 5.87 | 3,4 | 0.71 | 5 | 0.71 | 5 | 0.99 | 5 | 1,179 | 118 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.94 | 0.14 | 2 | 2.01 | 2.15 | (0.14 | ) | — | — | (0.14 | ) | 12.95 | 19.73 | 3 | 0.71 | 0.71 | 1.22 | 1,171 | 120 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.64 | 0.12 | 2 | 2.32 | 2.44 | (0.14 | ) | — | — | (0.14 | ) | 10.94 | 28.36 | 3 | 0.70 | 0.70 | 1.31 | 1,100 | 147 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 15.41 | 0.19 | 2 | (6.84 | ) | (6.65 | ) | (0.12 | ) | — | — | (0.12 | ) | 8.64 | (43.16 | )3 | 0.74 | 0.74 | 1.62 | 958 | 151 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 17.41 | 0.24 | 2 | 0.41 | 0.65 | (0.22 | ) | (2.43 | ) | — | (2.65 | ) | 15.41 | 3.88 | 3,6 | 0.75 | 0.75 | 1.35 | 1 | 159 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 16.59 | 0.16 | 2 | 2.29 | 2.45 | (0.18 | ) | (1.45 | ) | — | (1.63 | ) | 17.41 | 15.24 | 3 | 0.76 | 0.76 | 0.92 | — | 7 | 141 | ||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Payments from affiliates increased the end of period net asset value per share and the total return by the following amounts: less than $0.005 for all Series. The total returns excluding the payments from affiliates were $3.78%, 3.57% and 3.88% for Series I, Series II and Series NAV, respectively. 7. Less than $500,000. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.84 | 0.07 | 2 | 0.61 | 0.68 | — | — | — | — | 10.52 | 6.91 | 3,4 | 0.78 | 5 | 0.78 | 5 | 1.33 | 5 | — | 6 | 92 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.83 | 0.13 | 2 | 1.06 | 1.19 | (0.18 | ) | — | — | (0.18 | ) | 9.84 | 13.56 | 3 | 0.78 | 0.78 | 1.43 | — | 6 | 154 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.24 | 0.13 | 2 | 1.63 | 1.76 | (0.17 | ) | — | — | (0.17 | ) | 8.83 | 24.47 | 3 | 0.78 | 0.78 | 1.69 | 1 | 150 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.77 | 0.20 | 2 | (5.46 | ) | (5.26 | ) | (0.27 | ) | — | — | (0.27 | ) | 7.24 | (41.20 | )3 | 0.75 | 0.75 | 1.74 | — | 6 | 176 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.24 | 0.25 | 2 | (0.96 | ) | (0.71 | ) | (0.31 | ) | (1.45 | ) | — | (1.76 | ) | 12.77 | (5.13 | )3 | 0.74 | 0.74 | 1.72 | 1 | 159 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.16 | 0.23 | 2 | 2.55 | 2.78 | (0.28 | ) | (2.42 | ) | — | (2.70 | ) | 15.24 | 21.09 | 3 | 0.78 | 0.78 | 1.59 | 1 | 155 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.90 | 0.06 | 2 | 0.62 | 0.68 | — | — | — | — | 10.58 | 6.87 | 3,4 | 0.98 | 5 | 0.98 | 5 | 1.16 | 5 | 14 | 92 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.90 | 0.13 | 2 | 1.03 | 1.16 | (0.16 | ) | — | — | (0.16 | ) | 9.90 | 13.11 | 3 | 0.98 | 0.98 | 1.39 | 14 | 154 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.28 | 0.11 | 2 | 1.66 | 1.77 | (0.15 | ) | — | — | (0.15 | ) | 8.90 | 24.50 | 3 | 0.98 | 0.98 | 1.50 | 14 | 150 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.83 | 0.18 | 2 | (5.49 | ) | (5.31 | ) | (0.24 | ) | — | — | (0.24 | ) | 7.28 | (41.36 | )3 | 0.95 | 0.95 | 1.65 | 13 | 176 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.28 | 0.20 | 2 | (0.95 | ) | (0.75 | ) | (0.25 | ) | (1.45 | ) | — | (1.70 | ) | 12.83 | (5.33 | )3 | 0.94 | 0.94 | 1.34 | 27 | 159 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.18 | 0.20 | 2 | 2.57 | 2.77 | (0.25 | ) | (2.42 | ) | — | (2.67 | ) | 15.28 | 20.97 | 3 | 0.98 | 0.98 | 1.37 | 5 | 155 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.83 | 0.07 | 2 | 0.62 | 0.69 | — | — | — | — | 10.52 | 7.02 | 3,4 | 0.73 | 5 | 0.73 | 5 | 1.40 | 5 | 236 | 92 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.83 | 0.14 | 2 | 1.05 | 1.19 | (0.19 | ) | — | — | (0.19 | ) | 9.83 | 13.51 | 3 | 0.73 | 0.73 | 1.60 | 189 | 154 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.24 | 0.13 | 2 | 1.63 | 1.76 | (0.17 | ) | — | — | (0.17 | ) | 8.83 | 24.53 | 3 | 0.73 | 0.73 | 1.78 | 260 | 150 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.77 | 0.21 | 2 | (5.46 | ) | (5.25 | ) | (0.28 | ) | — | — | (0.28 | ) | 7.24 | (41.15 | )3 | 0.70 | 0.70 | 1.91 | 331 | 176 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.25 | 0.25 | 2 | (0.96 | ) | (0.71 | ) | (0.32 | ) | (1.45 | ) | — | (1.77 | ) | 12.77 | (5.10 | )3 | 0.69 | 0.69 | 1.72 | 802 | 159 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.15 | 0.23 | 2 | 2.57 | 2.80 | (0.28 | ) | (2.42 | ) | — | (2.70 | ) | 15.25 | 21.29 | 3 | 0.73 | 0.73 | 1.62 | 513 | 155 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized 6. Less than $500,000. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Fundamental Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.31 | 0.08 | 2 | 0.32 | 0.40 | — | — | — | — | 14.71 | 2.80 | 3,4 | 0.85 | 5 | 0.85 | 5 | 1.13 | 5 | 401 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.79 | 0.11 | 2 | 1.56 | 1.67 | (0.15 | ) | — | — | (0.15 | ) | 14.31 | 13.10 | 3 | 0.85 | 0.85 | 0.87 | 429 | 16 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.79 | 0.10 | 2 | 3.00 | 3.10 | (0.10 | ) | — | — | (0.10 | ) | 12.79 | 31.78 | 3 | 0.83 | 0.83 | 0.92 | 448 | 22 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 16.50 | 0.13 | 2 | (6.55 | ) | (6.42 | ) | (0.12 | ) | (0.17 | ) | — | (0.29 | ) | 9.79 | (39.32 | )3 | 0.86 | 0.86 | 1.04 | 406 | 28 | 6 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 16.82 | 0.19 | 2 | 0.47 | 0.66 | (0.28 | ) | (0.70 | ) | — | (0.98 | ) | 16.50 | 4.04 | 3 | 0.85 | 0.85 | 1.13 | 177 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.32 | 0.13 | 2 | 2.01 | 2.14 | (0.12 | ) | (0.52 | ) | — | (0.64 | ) | 16.82 | 14.51 | 3 | 0.86 | 0.86 | 0.86 | 204 | 18 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.29 | 0.07 | 2 | 0.31 | 0.38 | — | — | — | — | 14.67 | 2.66 | 3,4 | 1.05 | 5 | 1.05 | 5 | 0.93 | 5 | 319 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.77 | 0.09 | 2 | 1.55 | 1.64 | (0.12 | ) | — | — | (0.12 | ) | 14.29 | 12.88 | 3 | 1.05 | 1.05 | 0.67 | 334 | 16 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.77 | 0.08 | 2 | 3.00 | 3.08 | (0.08 | ) | — | — | (0.08 | ) | 12.77 | 31.59 | 3 | 1.03 | 1.03 | 0.71 | 344 | 22 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 16.45 | 0.12 | 2 | (6.55 | ) | (6.43 | ) | (0.08 | ) | (0.17 | ) | — | (0.25 | ) | 9.77 | (39.46 | )3 | 1.06 | 1.06 | 0.84 | 282 | 28 | 6 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 16.74 | 0.16 | 2 | 0.47 | 0.63 | (0.22 | ) | (0.70 | ) | — | (0.92 | ) | 16.45 | 3.87 | 3 | 1.05 | 1.05 | 0.92 | 445 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.26 | 0.10 | 2 | 2.00 | 2.10 | (0.10 | ) | (0.52 | ) | — | (0.62 | ) | 16.74 | 14.24 | 3 | 1.06 | 1.06 | 0.66 | 391 | 18 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.27 | 0.09 | 2 | 0.31 | 0.40 | — | — | — | — | 14.67 | 2.80 | 3,4 | 0.80 | 5 | 0.80 | 5 | 1.19 | 5 | 1,004 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.75 | 0.12 | 2 | 1.56 | 1.68 | (0.16 | ) | — | — | (0.16 | ) | 14.27 | 13.20 | 3 | 0.80 | 0.80 | 0.92 | 990 | 16 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.76 | 0.10 | 2 | 3.00 | 3.10 | (0.11 | ) | — | — | (0.11 | ) | 12.75 | 31.84 | 3 | 0.78 | 0.78 | 0.95 | 1,034 | 22 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 16.45 | 0.15 | 2 | (6.55 | ) | (6.40 | ) | (0.12 | ) | (0.17 | ) | — | (0.29 | ) | 9.76 | (39.27 | )3 | 0.81 | 0.81 | 1.11 | 684 | 28 | 6 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 16.78 | 0.20 | 2 | 0.46 | 0.66 | (0.29 | ) | (0.70 | ) | — | (0.99 | ) | 16.45 | 4.08 | 3 | 0.80 | 0.80 | 1.18 | 789 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.29 | 0.14 | 2 | 2.01 | 2.15 | (0.14 | ) | (0.52 | ) | — | (0.66 | ) | 16.78 | 14.56 | 3 | 0.81 | 0.81 | 0.91 | 612 | 18 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Global Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.48 | 0.21 | 2 | 1.09 | 1.30 | — | — | — | — | 15.78 | 8.98 | 3,4 | 0.95 | 5 | 0.94 | 5 | 2.72 | 5 | 182 | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.64 | 0.22 | 2 | 0.84 | 1.06 | (0.22 | ) | — | — | (0.22 | ) | 14.48 | 7.76 | 3 | 0.96 | 0.94 | 1.64 | 178 | 8 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.54 | 0.18 | 2 | 3.12 | 3.30 | (0.20 | ) | — | — | (0.20 | ) | 13.64 | 31.37 | 3 | 0.96 | 0.93 | 1.58 | 182 | 10 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.91 | 0.33 | 2 | (7.40 | ) | (7.07 | ) | (0.30 | ) | — | — | (0.30 | ) | 10.54 | (39.51 | )3 | 1.00 | 0.99 | 2.26 | 131 | 12 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 19.20 | 0.26 | 2 | (0.02 | ) | 0.24 | (0.45 | ) | (1.08 | ) | — | (1.53 | ) | 17.91 | 1.28 | 3,6 | 0.97 | 0.96 | 1.35 | 303 | 40 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 16.17 | 0.27 | 2 | 2.99 | 3.26 | (0.23 | ) | — | — | (0.23 | ) | 19.20 | 20.32 | 3 | 1.01 | 0.99 | 1.58 | 359 | 27 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.44 | 0.19 | 2 | 1.09 | 1.28 | — | — | — | — | 15.72 | 8.86 | 3,4 | 1.15 | 5 | 1.14 | 5 | 2.51 | 5 | 35 | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.60 | 0.19 | 2 | 0.84 | 1.03 | (0.19 | ) | — | — | (0.19 | ) | 14.44 | 7.55 | 3 | 1.16 | 1.14 | 1.45 | 34 | 8 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.51 | 0.16 | 2 | 3.10 | 3.26 | (0.17 | ) | — | — | (0.17 | ) | 13.60 | 31.10 | 3 | 1.16 | 1.13 | 1.41 | 36 | 10 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.84 | 0.30 | 2 | (7.37 | ) | (7.07 | ) | (0.26 | ) | — | — | (0.26 | ) | 10.51 | (39.64 | )3 | 1.20 | 1.19 | 2.04 | 31 | 12 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 19.10 | 0.25 | 2 | (0.05 | ) | 0.20 | (0.38 | ) | (1.08 | ) | — | (1.46 | ) | 17.84 | 1.09 | 3,6 | 1.17 | 1.16 | 1.27 | 65 | 40 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 16.09 | 0.24 | 2 | 2.97 | 3.21 | (0.20 | ) | — | — | (0.20 | ) | 19.10 | 20.09 | 3 | 1.21 | 1.19 | 1.38 | 41 | 27 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.47 | 0.21 | 2 | 1.09 | 1.30 | — | — | — | — | 15.77 | 8.98 | 3,4 | 0.90 | 5 | 0.89 | 5 | 2.76 | 5 | 476 | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.63 | 0.23 | 2 | 0.83 | 1.06 | (0.22 | ) | — | — | (0.22 | ) | 14.47 | 7.83 | 3 | 0.91 | 0.89 | 1.69 | 472 | 8 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.53 | 0.19 | 2 | 3.11 | 3.30 | (0.20 | ) | — | — | (0.20 | ) | 13.63 | 31.46 | 3 | 0.91 | 0.88 | 1.67 | 473 | 10 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.90 | 0.32 | 2 | (7.38 | ) | (7.06 | ) | (0.31 | ) | — | — | (0.31 | ) | 10.53 | (39.49 | )3 | 0.95 | 0.94 | 2.22 | 375 | 12 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 19.20 | 0.21 | 2 | 0.04 | 7 | 0.25 | (0.47 | ) | (1.08 | ) | — | (1.55 | ) | 17.90 | 1.32 | 3,6 | 0.92 | 0.91 | 1.12 | 384 | 40 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 16.17 | 0.27 | 2 | 3.00 | 3.27 | (0.24 | ) | — | — | (0.24 | ) | 19.20 | 20.42 | 3 | 0.96 | 0.96 | 1.56 | 2 | 27 | ||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts:$0.03, $0.04 and less than $0.005 for Series I, Series II and Series NAV. The total returns excluding the payments from affiliates were 1.11%, 0.87% and 1.32% for Series I, Series II and Series NAV, respectively. 7. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the fund. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Growth Equity Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.50 | — | 2,3 | 0.49 | 0.49 | — | — | — | — | 11.99 | 4.26 | 4,6 | 0.79 | 7 | 0.79 | 7 | 0.01 | 7 | 479 | 49 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.85 | 0.03 | 2 | 1.65 | 1.68 | (0.03 | ) | — | — | (0.03 | ) | 11.50 | 17.07 | 4 | 0.79 | 0.79 | 0.26 | 461 | 86 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.45 | 0.03 | 2 | 2.40 | 2.43 | (0.03 | ) | — | — | (0.03 | ) | 9.85 | 32.59 | 4 | 0.79 | 0.79 | 0.35 | 550 | 109 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20085 | 12.50 | 0.02 | 2 | (5.06 | ) | (5.04 | ) | (0.01 | ) | — | — | (0.01 | ) | 7.45 | (40.36 | )4,6 | 0.80 | 7 | 0.80 | 7 | 0.23 | 7 | 299 | 74 | |||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Less than ($0.0005) per share. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. The inception date for Class NAV shares is 4-28-08. 6. Not annualized. 7. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Health Sciences Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.55 | (0.04 | )2 | 2.88 | 2.84 | — | — | — | — | 18.39 | 18.26 | 3,4 | 1.18 | 5 | 1.12 | 5 | (0.52 | )5 | 69 | 19 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.44 | (0.05 | )2,6 | 2.16 | 2.11 | — | — | — | — | 15.55 | 15.70 | 3 | 1.17 | 1.12 | (0.37 | )6 | 53 | 38 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.35 | (0.05 | )2 | 3.29 | 3.24 | — | (0.15 | ) | — | (0.15 | ) | 13.44 | 31.81 | 3 | 1.19 | 1.14 | (0.48 | ) | 55 | 35 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 15.10 | (0.07 | )2 | (4.37 | ) | (4.44 | ) | — | (0.31 | ) | — | (0.31 | ) | 10.35 | (29.90 | )3 | 1.22 | 1.17 | (0.58 | ) | 91 | 51 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.71 | (0.08 | )2,8 | 2.67 | 2.59 | — | (3.20 | ) | — | (3.20 | ) | 15.10 | 17.67 | 3,7 | 1.19 | 1.14 | (0.52 | )8 | 143 | 50 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.97 | (0.12 | )2 | 1.35 | 1.23 | — | (1.49 | ) | — | (1.49 | ) | 15.71 | 8.51 | 3 | 1.19 | 1.16 | (0.77 | ) | 133 | 52 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.23 | (0.06 | )2 | 2.83 | 2.77 | — | — | — | — | 18.00 | 18.19 | 3,4 | 1.38 | 5 | 1.32 | 5 | (0.73 | )5 | 67 | 19 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.19 | (0.08 | )2,6 | 2.12 | 2.04 | — | — | — | — | 15.23 | 15.47 | 3 | 1.37 | 1.32 | (0.56 | )6 | 58 | 38 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.18 | (0.08 | )2 | 3.24 | 3.16 | — | (0.15 | ) | — | (0.15 | ) | 13.19 | 31.55 | 3 | 1.39 | 1.34 | (0.69 | ) | 54 | 35 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.89 | (0.10 | )2 | (4.30 | ) | (4.40 | ) | — | (0.31 | ) | — | (0.31 | ) | 10.18 | (30.06 | )3 | 1.42 | 1.37 | (0.77 | ) | 48 | 51 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.56 | (0.11 | )2,8 | 2.64 | 2.53 | — | (3.20 | ) | — | (3.20 | ) | 14.89 | 17.44 | 3,7 | 1.39 | 1.34 | (0.72 | )8 | 81 | 50 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.86 | (0.15 | )2 | 1.34 | 1.19 | — | (1.49 | ) | — | (1.49 | ) | 15.56 | 8.30 | 3 | 1.39 | 1.36 | (0.97 | ) | 81 | 52 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.60 | (0.04 | )2 | 2.90 | 2.86 | — | — | — | — | 18.46 | 18.33 | 3,4 | 1.13 | 5 | 1.07 | 5 | (0.47 | )5 | 36 | 19 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.47 | (0.04 | )2,6 | 2.17 | 2.13 | — | — | — | — | 15.60 | 15.81 | 3 | 1.12 | 1.07 | (0.31 | )6 | 28 | 38 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.37 | (0.05 | )2 | 3.30 | 3.25 | — | (0.15 | ) | — | (0.15 | ) | 13.47 | 31.85 | 3 | 1.14 | 1.09 | (0.45 | ) | 26 | 35 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 15.12 | (0.07 | )2 | (4.37 | ) | (4.44 | ) | — | (0.31 | ) | — | (0.31 | ) | 10.37 | (29.86 | )3 | 1.17 | 1.12 | (0.53 | ) | 21 | 51 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.72 | (0.08 | )2,8 | 2.68 | 2.60 | — | (3.20 | ) | — | (3.20 | ) | 15.12 | 17.73 | 3,7 | 1.14 | 1.09 | (0.48 | )8 | 34 | 50 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.98 | (0.11 | )2 | 1.34 | 1.23 | — | (1.49 | ) | — | (1.49 | ) | 15.72 | 8.50 | 3 | 1.14 | 1.11 | (0.72 | ) | 30 | 52 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Net investment income per share and the percentage of average net assets reflects special dividends received by the Portfolio, which amounted to $0.08 and 0.60%, respectively. 7. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: $0.01, $0.01 and less than $0.005 for Series I, Series II and Series NAV. The total returns excluding the payment from affiliates was 17.60%, 17.37% and 17.73% for Series I, Series II and Series NAV, respectively. 8. Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflects special dividends received by the Portfolio which amounted to the following amounts: $0.03, $0.03 and $0.02 for Series I, Series II and Series NAV, and percentage of average net assets was 0.18%, 0.18% and 0.17% for Series I, Series II and Series NAV, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Heritage Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.21 | (0.01 | )2 | 1.15 | 1.14 | — | — | — | — | 14.35 | 8.63 | 3 | 0.91 | 4 | 0.91 | 4 | (0.17 | )4 | 146 | 52 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.37 | (0.03 | )2 | 2.87 | 2.84 | — | — | — | — | 13.21 | 27.39 | 3 | 0.92 | 0.92 | (0.26 | ) | 141 | 174 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.83 | (0.03 | )2 | 1.88 | 1.85 | — | (0.31 | ) | — | (0.31 | ) | 10.37 | 21.64 | 3 | 0.96 | 0.96 | (0.32 | ) | 134 | 175 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.81 | (0.07 | )2 | (8.44 | ) | (8.51 | ) | — | (0.47 | ) | — | (0.47 | ) | 8.83 | (48.88 | )3 | 1.03 | 1.02 | (0.50 | ) | 46 | 205 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 14.26 | (0.08 | )2 | 5.54 | 5.46 | — | (1.91 | ) | — | (1.91 | ) | 17.81 | 38.44 | 3 | 0.96 | 0.96 | (0.49 | ) | 158 | 121 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.12 | (0.04 | )2 | 1.18 | 1.14 | — | — | — | — | 14.26 | 8.69 | 3 | 1.02 | 1.02 | (0.30 | ) | 120 | 219 | |||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Annualized. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | �� | Less distributions | Ratios to average net assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
International Core Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.77 | 0.17 | 2 | 0.59 | 0.76 | — | — | — | — | 10.53 | 7.78 | 3,4 | 1.06 | 5 | 1.06 | 5 | 3.44 | 5 | 61 | 17 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.08 | 0.16 | 2 | 0.71 | 0.87 | (0.18 | ) | — | — | (0.18 | ) | 9.77 | 9.58 | 3 | 1.07 | 1.07 | 1.76 | 60 | 43 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.12 | 0.18 | 2 | 1.22 | 1.40 | (0.20 | ) | (0.24 | ) | — | (0.44 | ) | 9.08 | 18.64 | 3 | 1.04 | 1.04 | 2.17 | 64 | 43 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.39 | 0.30 | 2 | (5.79 | ) | (5.49 | ) | (0.62 | ) | (0.16 | ) | — | (0.78 | ) | 8.12 | (38.62 | )3 | 1.11 | 1.11 | 2.52 | 64 | 63 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.16 | 0.32 | 2 | 1.33 | 1.65 | (0.35 | ) | (2.07 | ) | — | (2.42 | ) | 14.39 | 11.49 | 3,6 | 1.07 | 1.07 | 2.07 | 129 | 39 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 12.78 | 0.28 | 2 | 2.79 | 3.07 | (0.08 | ) | (0.61 | ) | — | (0.69 | ) | 15.16 | 24.69 | 3 | 1.04 | 1.04 | 2.01 | 141 | 39 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.85 | 0.17 | 2 | 0.58 | 0.75 | — | — | — | — | 10.60 | 7.61 | 3,4 | 1.26 | 5 | 1.26 | 5 | 3.28 | 5 | 30 | 17 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.15 | 0.14 | 2 | 0.72 | 0.86 | (0.16 | ) | — | — | (0.16 | ) | 9.85 | 9.38 | 3 | 1.27 | 1.27 | 1.56 | 28 | 43 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.18 | 0.16 | 2 | 1.23 | 1.39 | (0.18 | ) | (0.24 | ) | — | (0.42 | ) | 9.15 | 18.38 | 3 | 1.24 | 1.24 | 1.93 | 28 | 43 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.46 | 0.27 | 2 | (5.80 | ) | (5.53 | ) | (0.59 | ) | (0.16 | ) | — | (0.75 | ) | 8.18 | (38.70 | )3 | 1.31 | 1.31 | 2.32 | 26 | 63 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.21 | 0.29 | 2 | 1.33 | 1.62 | (0.30 | ) | (2.07 | ) | — | (2.37 | ) | 14.46 | 11.21 | 3,6 | 1.27 | 1.27 | 1.85 | 53 | 39 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 12.82 | 0.24 | 2 | 2.82 | 3.06 | (0.06 | ) | (0.61 | ) | — | (0.67 | ) | 15.21 | 24.54 | 3 | 1.24 | 1.24 | 1.76 | 46 | 39 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.74 | 0.18 | 2 | 0.58 | 0.76 | — | — | — | — | 10.50 | 7.80 | 3,4 | 1.01 | 5 | 1.01 | 5 | 3.49 | 5 | 728 | 17 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.05 | 0.16 | 2 | 0.71 | 0.87 | (0.18 | ) | — | — | (0.18 | ) | 9.74 | 9.67 | 3 | 1.02 | 1.02 | 1.80 | 769 | 43 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.10 | 0.18 | 2 | 1.22 | 1.40 | (0.21 | ) | (0.24 | ) | — | (0.45 | ) | 9.05 | 18.62 | 3 | 0.99 | 0.99 | 2.18 | 690 | 43 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.36 | 0.31 | 2 | (5.78 | ) | (5.47 | ) | (0.63 | ) | (0.16 | ) | — | (0.79 | ) | 8.10 | (38.58 | )3 | 1.06 | 1.06 | 2.65 | 627 | 63 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.14 | 0.32 | 2 | 1.34 | 1.66 | (0.37 | ) | (2.07 | ) | — | (2.44 | ) | 14.36 | 11.54 | 3,6 | 1.02 | 1.02 | 2.06 | 1,487 | 39 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 12.76 | 0.27 | 2 | 2.80 | 3.07 | (0.08 | ) | (0.61 | ) | — | (0.69 | ) | 15.14 | 24.73 | 3 | 0.99 | 0.99 | 1.95 | 1,160 | 39 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Payments from affiliates increased the end of period net asset value per share by the following amount: $0.01, less than $0.005 and $0.01 for Series I, Series II and Series NAV, respectively. The total returns excluding the payments from affiliates were 11.42%, 11.21% and 11.46% for Series I, Series II and Series NAV, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
International Growth Stock Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.64 | 0.22 | 2 | 0.67 | 0.89 | — | — | — | — | 14.53 | 6.52 | 3,4 | 0.97 | 5 | 0.97 | 5 | 3.11 | 5 | 187 | 19 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20106 | 12.50 | — | 2,7 | 1.14 | 1.14 | — | — | — | — | 13.64 | 9.12 | 3,4 | 1.05 | 5 | 1.05 | 5 | 0.02 | 5 | 157 | 8 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The inception date for Series NAV shares is 9-16-10. 7. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
International Opportunities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.58 | 0.06 | 2 | (0.11 | ) | (0.05 | ) | — | — | — | — | 12.53 | (0.40 | )3,4 | 1.01 | 5 | 1.01 | 5 | 1.01 | 5 | 4 | 56 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.23 | 0.09 | 2 | 1.43 | 1.52 | (0.17 | ) | — | — | (0.17 | ) | 12.58 | 13.58 | 3 | 1.01 | 1.01 | 0.78 | 5 | 123 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.24 | 0.08 | 2 | 3.01 | 3.09 | (0.10 | ) | — | — | (0.10 | ) | 11.23 | 37.55 | 3 | 0.98 | 0.98 | 0.78 | 5 | 119 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.66 | 0.20 | 2 | (8.83 | ) | (8.63 | ) | (0.17 | ) | (0.62 | ) | — | (0.79 | ) | 8.24 | (50.56 | )3 | 1.08 | 1.07 | 1.51 | 4 | 128 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 18.15 | 0.23 | 2 | 3.10 | 3.33 | (0.29 | ) | (3.53 | ) | — | (3.82 | ) | 17.66 | 20.10 | 3 | 1.04 | 1.04 | 1.22 | 10 | 122 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.53 | 0.12 | 2 | 3.47 | 3.59 | (0.10 | ) | (0.87 | ) | — | (0.97 | ) | 18.15 | 23.83 | 3 | 1.07 | 1.07 | 0.74 | 6 | 102 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.63 | 0.05 | 2 | (0.11 | ) | (0.06 | ) | — | — | — | — | 12.57 | (0.48 | )3,4 | 1.21 | 5 | 1.21 | 5 | 0.83 | 5 | 33 | 56 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.27 | 0.07 | 2 | 1.43 | 1.50 | (0.14 | ) | — | — | (0.14 | ) | 12.63 | 13.39 | 3 | 1.21 | 1.21 | 0.63 | 39 | 123 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.27 | 0.06 | 2 | 3.02 | 3.08 | (0.08 | ) | — | — | (0.08 | ) | 11.27 | 37.27 | 3 | 1.18 | 1.18 | 0.66 | 39 | 119 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.69 | 0.16 | 2 | (8.82 | ) | (8.66 | ) | (0.14 | ) | (0.62 | ) | — | (0.76 | ) | 8.27 | (50.66 | )3 | 1.28 | 1.27 | 1.14 | 32 | 128 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 18.17 | 0.23 | 2 | 3.05 | 3.28 | (0.23 | ) | (3.53 | ) | — | (3.76 | ) | 17.69 | 19.77 | 3 | 1.24 | 1.24 | 1.24 | 84 | 122 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.51 | 0.07 | 2 | 3.53 | 3.60 | (0.07 | ) | (0.87 | ) | — | (0.94 | ) | 18.17 | 23.90 | 3 | 1.25 | 1.25 | 0.43 | 44 | 102 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.58 | 0.07 | 2 | (0.12 | ) | (0.05 | ) | — | — | — | — | 12.53 | (0.40 | )3,4 | 0.96 | 5 | 0.96 | 5 | 1.12 | 5 | 442 | 56 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.22 | 0.10 | 2 | 1.43 | 1.53 | (0.17 | ) | — | — | (0.17 | ) | 12.58 | 13.75 | 3 | 0.96 | 0.96 | 0.93 | 445 | 123 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.24 | 0.09 | 2 | 3.00 | 3.09 | (0.11 | ) | — | — | (0.11 | ) | 11.22 | 37.50 | 3 | 0.93 | 0.93 | 0.94 | 538 | 119 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.66 | 0.18 | 2 | (8.80 | ) | (8.62 | ) | (0.18 | ) | (0.62 | ) | — | (0.80 | ) | 8.24 | (50.51 | )3 | 1.03 | 1.02 | 1.36 | 474 | 128 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 18.17 | 0.26 | 2 | 3.07 | 3.33 | (0.31 | ) | (3.53 | ) | — | (3.84 | ) | 17.66 | 20.10 | 3 | 0.99 | 0.99 | 1.43 | 870 | 122 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.54 | 0.11 | 2 | 3.50 | 3.61 | (0.11 | ) | (0.87 | ) | — | (0.98 | ) | 18.17 | 23.96 | 3 | 1.00 | 1.00 | 0.66 | 666 | 102 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
International Small Company Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.50 | 0.10 | 2 | 0.20 | 0.30 | — | — | — | — | 10.80 | 2.86 | 3,4 | 1.15 | 5 | 1.15 | 5 | 1.90 | 5 | 56 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.78 | 0.09 | 2 | 1.89 | 1.98 | (0.26 | ) | — | — | (0.26 | ) | 10.50 | 22.70 | 3 | 1.15 | 1.15 | 1.03 | 62 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20096 | 9.00 | — | 2,7 | (0.15 | ) | (0.15 | ) | (0.07 | ) | — | — | (0.07 | ) | 8.78 | (1.66 | )3,4 | 1.11 | 5 | 1.11 | 5 | (0.12 | )5 | 65 | 133 | 8 | ||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.50 | 0.09 | 2 | 0.20 | 0.29 | — | — | — | — | 10.79 | 2.76 | 3,4 | 1.35 | 5 | 1.35 | 5 | 1.70 | 5 | 34 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.78 | 0.08 | 2 | 1.88 | 1.96 | (0.24 | ) | — | — | (0.24 | ) | 10.50 | 22.45 | 3 | 1.35 | 1.35 | 0.82 | 36 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20096 | 9.00 | — | 2,7 | (0.15 | ) | (0.15 | ) | (0.07 | ) | — | — | (0.07 | ) | 8.78 | (1.66 | )3,4 | 1.31 | 5 | 1.31 | 5 | (0.33 | )5 | 34 | 133 | 8 | ||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.50 | 0.11 | 2 | 0.19 | 0.30 | — | — | — | — | 10.80 | 2.86 | 3,4 | 1.11 | 5 | 1.10 | 5 | 2.00 | 5 | 40 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.79 | 0.06 | 2 | 1.91 | 1.97 | (0.26 | ) | — | — | (0.26 | ) | 10.50 | 22.63 | 3 | 1.10 | 1.10 | 0.64 | 32 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.53 | 0.09 | 2 | 2.38 | 2.47 | (0.09 | ) | (0.12 | ) | — | (0.21 | ) | 8.79 | 39.44 | 3 | 1.06 | 1.06 | 1.20 | 131 | 133 | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.18 | 0.18 | 2 | (5.71 | ) | (5.53 | ) | (0.12 | ) | — | — | (0.12 | ) | 6.53 | (45.35 | )3 | 1.11 | 1.11 | 1.89 | 238 | 10 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.24 | 0.15 | 2 | 0.52 | 0.67 | (0.22 | ) | (1.51 | ) | — | (1.73 | ) | 12.18 | 5.43 | 3 | 1.11 | 1.10 | 1.08 | 227 | 29 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20069 | 12.50 | 0.08 | 2 | 0.66 | 0.74 | — | — | — | — | 13.24 | 5.92 | 3,4 | 1.12 | 5 | 1.12 | 5 | 0.96 | 5 | 235 | 51 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The inception date for Series I and Series II shares is 11-16-09. 7. Less than ($0.005) per share. 8. Excludes merger activity. 9. The inception date for Series NAV shares is 4-28-06. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
International Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.10 | 0.23 | 2 | 0.58 | 0.81 | — | — | — | — | 12.91 | 6.69 | 3,4 | 0.97 | 5 | 0.97 | 5 | 3.66 | 5 | 155 | 15 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.42 | 0.24 | 2 | 0.67 | 0.91 | (0.23 | ) | — | — | (0.23 | ) | 12.10 | 7.98 | 3 | 0.99 | 0.98 | 2.10 | 162 | 20 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.06 | 0.22 | 2 | 2.83 | 3.05 | (0.22 | ) | (0.47 | ) | — | (0.69 | ) | 11.42 | 35.77 | 3 | 0.94 | 0.93 | 2.26 | 175 | 25 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.14 | 0.47 | 2 | (7.61 | ) | (7.14 | ) | (0.50 | ) | (0.44 | ) | — | (0.94 | ) | 9.06 | (42.67 | )3 | 1.04 | 1.02 | 3.47 | 165 | 18 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 19.38 | 0.43 | 2 | 1.26 | 1.69 | (0.84 | ) | (3.09 | ) | — | (3.93 | ) | 17.14 | 9.53 | 3,7 | 1.02 | 1.00 | 2.32 | 387 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.99 | 0.46 | 2 | 4.05 | 4.51 | (0.33 | ) | (0.79 | ) | — | (1.12 | ) | 19.38 | 29.59 | 3 | 0.98 | 0.97 | 2.67 | 453 | 38 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.08 | 0.22 | 2 | 0.58 | 0.80 | — | — | — | — | 12.88 | 6.62 | 3,4 | 1.17 | 5 | 1.17 | 5 | 3.51 | 5 | 134 | 15 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.40 | 0.21 | 2 | 0.67 | 0.88 | (0.20 | ) | — | — | (0.20 | ) | 12.08 | 7.77 | 3 | 1.19 | 1.18 | 1.91 | 134 | 20 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.04 | 0.20 | 2 | 2.83 | 3.03 | (0.20 | ) | (0.47 | ) | — | (0.67 | ) | 11.40 | 35.59 | 3 | 1.14 | 1.13 | 2.04 | 139 | 25 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.09 | 0.44 | 2 | (7.59 | ) | (7.15 | ) | (0.46 | ) | (0.44 | ) | — | (0.90 | ) | 9.04 | (42.81 | )3 | 1.24 | 1.22 | 3.27 | 118 | 18 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 19.30 | 0.39 | 2 | 1.26 | 1.65 | (0.77 | ) | (3.09 | ) | — | (3.86 | ) | 17.09 | 9.36 | 3,7 | 1.22 | 1.20 | 2.12 | 259 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.94 | 0.42 | 2 | 4.03 | 4.45 | (0.30 | ) | (0.79 | ) | — | (1.09 | ) | 19.30 | 29.27 | 3 | 1.18 | 1.17 | 2.46 | 252 | 38 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.03 | 0.24 | 2 | 0.57 | 0.81 | — | — | — | — | 12.84 | 6.73 | 3,4 | 0.92 | 5 | 0.92 | 5 | 3.76 | 5 | 796 | 15 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.36 | 0.24 | 2 | 0.66 | 0.90 | (0.23 | ) | — | — | (0.23 | ) | 12.03 | 8.00 | 3 | 0.94 | 0.93 | 2.19 | 750 | 20 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.01 | 0.21 | 2 | 2.83 | 3.04 | (0.22 | ) | (0.47 | ) | — | (0.69 | ) | 11.36 | 35.94 | 3 | 0.89 | 0.88 | 2.22 | 536 | 25 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.06 | 0.47 | 2 | (7.58 | ) | (7.11 | ) | (0.50 | ) | (0.44 | ) | — | (0.94 | ) | 9.01 | (42.64 | )3 | 0.99 | 0.97 | 3.49 | 582 | 18 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 19.31 | 0.43 | 2 | 1.26 | 1.69 | (0.85 | ) | (3.09 | ) | — | (3.94 | ) | 17.06 | 9.61 | 3,7 | 0.97 | 0.95 | 2.32 | 1,103 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.94 | 0.46 | 2 | 4.04 | 4.50 | (0.34 | ) | (0.79 | ) | — | (1.13 | ) | 19.31 | 29.61 | 3 | 0.93 | 0.92 | 2.67 | 921 | 38 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. 7. Payments from affiliates increased the end of period net asset value per share by the following amount: $0.01 for Series I, Series II and Series NAV. The total return excluding the payments from affiliates were 9.46%, 9.29% and 9.54% for Series I, Series II and Series NAV, respectively. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Large Cap Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.41 | 0.09 | 2 | 0.57 | 0.66 | — | — | — | — | 13.07 | 5.32 | 3,4 | 0.85 | 5 | 0.85 | 5 | 1.39 | 5 | 150 | 41 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.98 | 0.11 | 2 | 1.44 | 1.55 | (0.12 | ) | — | — | (0.12 | ) | 12.41 | 14.20 | 3 | 0.84 | 0.84 | 0.98 | 156 | 61 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.55 | 0.10 | 2 | 2.51 | 2.61 | (0.18 | ) | — | — | (0.18 | ) | 10.98 | 30.85 | 3 | 0.86 | 0.86 | 1.10 | 158 | 56 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.44 | 0.17 | 2 | (5.88 | ) | (5.71 | ) | (0.18 | ) | — | — | (0.18 | ) | 8.55 | (39.52 | )3 | 0.80 | 0.80 | 1.36 | 145 | 71 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.74 | 0.17 | 2 | 0.05 | 6 | 0.22 | (0.20 | ) | (1.32 | ) | — | (1.52 | ) | 14.44 | 1.40 | 3,7 | 0.80 | 0.79 | 1.08 | 295 | 43 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 14.13 | 0.16 | 2 | 1.82 | 1.98 | (0.03 | ) | (0.34 | ) | — | (0.37 | ) | 15.74 | 14.36 | 3 | 0.85 | 0.85 | 1.14 | 1 | 31 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.39 | 0.08 | 2 | 0.56 | 0.64 | — | — | — | — | 13.03 | 5.17 | 3,4 | 1.05 | 5 | 1.05 | 5 | 1.20 | 5 | 11 | 41 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.95 | 0.09 | 2 | 1.45 | 1.54 | (0.10 | ) | — | — | (0.10 | ) | 12.39 | 14.09 | 3 | 1.04 | 1.04 | 0.78 | 10 | 61 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.53 | 0.08 | 2 | 2.50 | 2.58 | (0.16 | ) | — | — | (0.16 | ) | 10.95 | 30.55 | 3 | 1.06 | 1.06 | 0.90 | 10 | 56 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.40 | 0.14 | 2 | (5.86 | ) | (5.72 | ) | (0.15 | ) | — | — | (0.15 | ) | 8.53 | (39.67 | )3 | 1.00 | 1.00 | 1.15 | 9 | 71 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.66 | 0.14 | 2 | 0.06 | 6 | 0.20 | (0.14 | ) | (1.32 | ) | — | (1.46 | ) | 14.40 | 1.27 | 3,7 | 1.00 | 1.00 | 0.88 | 20 | 43 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 14.09 | 0.12 | 2 | 1.83 | 1.95 | (0.04 | ) | (0.34 | ) | — | (0.38 | ) | 15.66 | 14.15 | 3 | 1.08 | 1.08 | 0.80 | 2 | 31 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.38 | 0.09 | 2 | 0.57 | 0.66 | — | — | — | — | 13.04 | 5.33 | 3,4 | 0.80 | 5 | 0.80 | 5 | 1.46 | 5 | 12 | 41 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.95 | 0.12 | 2 | 1.44 | 1.56 | (0.13 | ) | — | — | (0.13 | ) | 12.38 | 14.30 | 3 | 0.79 | 0.79 | 1.04 | 13 | 61 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.52 | 0.14 | 2 | 2.48 | 2.62 | (0.19 | ) | — | — | (0.19 | ) | 10.95 | 31.02 | 3 | 0.81 | 0.81 | 1.73 | 11 | 56 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.41 | 0.17 | 2 | (5.88 | ) | (5.71 | ) | (0.18 | ) | — | — | (0.18 | ) | 8.52 | (39.55 | )3 | 0.75 | 0.75 | 1.38 | 147 | 71 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.70 | 0.17 | 2 | 0.07 | 6 | 0.24 | (0.21 | ) | (1.32 | ) | — | (1.53 | ) | 14.41 | 1.53 | 3,7 | 0.78 | 0.77 | 1.09 | 370 | 43 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 14.12 | 0.15 | 2 | 1.83 | 1.98 | (0.06 | ) | (0.34 | ) | — | (0.40 | ) | 15.70 | 14.38 | 3 | 0.83 | 0.83 | 1.03 | 209 | 31 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the fund. 7. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: $0.07, $0.07 and $0.06 for Series I, Series II and Series NAV, respectively. The total returns excluding the payment from affiliates was 0.90%, 0.78% and 1.11% for Series I, Series II and Series NAV, respectively. 8. Excludes merger activity. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Balanced PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111,2 | 12.50 | (0.01 | )3,4 | (0.17 | ) | (0.18 | ) | — | — | — | — | 12.32 | (1.44 | )5,6 | 274.79 | 7,8 | 0.40 | 7,8 | (0.41 | )4,8 | — | 9 | — | ||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. The inception date for Series II shares is 4-29-11. 3. Based on the average daily shares outstanding. 4. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 5. Total returns would have been lower had certain expenses not been reduced during the periods shown. 6. Not annualized. 7. Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Fund. The range of expense ratios of the underlying funds held by the Fund was 0.73% – 1.10% for the period ended 6-30.11. 8. Annualized. 9. Less than $500,000. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Conservative PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111,2 | 12.50 | (0.01 | )3,4 | (0.04 | ) | (0.05 | ) | — | — | — | — | 12.45 | (0.40 | )5,6 | 271.20 | 7,8 | 0.39 | 7,8 | (0.39 | )4,7 | — | 9 | — | ||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. The inception date for Series II shares is 4-29-11. 3. Based on the average daily shares outstanding. 4. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 5. Not annualized. 6. Total returns would have been lower had certain expenses not been reduced during the periods shown. 7. Annualized. 8. Ratios do not include expense indirectly incurred from underlying funds whose expense ratios can vary between 0.73% – 1.10%, based on the mix of underlying funds held by the portfolio for the period ended 6-31-11. 9. Less than $500,000. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Growth PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111,2 | 12.50 | (0.01 | )3,4 | (0.24 | ) | (0.25 | ) | — | — | — | — | 12.25 | (2.00 | )5,6 | 277.67 | 7,8 | 0.40 | 7,8 | (0.39 | )7,8 | — | 9 | — | ||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. The inception date for Series II shares is 4-29-11. 3. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 4. Based on the average daily shares outstanding. 5. Not annualized. 6. Total return would have been lower had certain expenses not been reduced during the period shown. 7. Annualized. 8. Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolio was 0.73% – 1.10% for the period ended 6-30-11. 9. Less than $500,000. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Moderate PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111,2 | 12.50 | (0.01 | )3,4 | (0.11 | ) | (0.12 | ) | — | — | — | — | 12.38 | (0.96 | )5,6 | 253.50 | 6,7,8 | 0.40 | 7,8 | (0.40 | )4,8 | — | 9 | — | ||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. The inception date for Series II shares is 4-29-11. 3. Based on the average daily shares outstanding. 4. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests. 5. Total returns would have been lower had certain expenses not been reduced during the periods shown. 6. Not annualized. 7. Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Fund. The range of expense ratios of the underlying funds held by the Fund was 0.73% – 1.10% for the period ended 6-30-11. 8. Annualized. 9. Less than $500,000. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Mid Cap Stock Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.13 | (0.02 | )2 | 1.40 | 1.38 | — | — | — | — | 15.51 | 9.77 | 3,4 | 0.93 | 5 | 0.93 | 5 | (0.31 | )5 | 226 | 56 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.48 | (0.03 | )2 | 2.68 | 2.65 | — | 6 | — | — | — | 14.13 | 23.08 | 3 | 0.93 | 0.93 | (0.23 | ) | 221 | 115 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.74 | (0.01 | )2 | 2.75 | 2.74 | — | — | — | — | 11.48 | 31.35 | 3 | 0.94 | 0.94 | (0.09 | ) | 203 | 175 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 15.98 | (0.02 | )2 | (6.84 | ) | (6.86 | ) | — | (0.38 | ) | — | (0.38 | ) | 8.74 | (43.76 | )3 | 0.94 | 0.94 | (0.12 | ) | 186 | 130 | 7 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 16.97 | (0.03 | )2 | 3.63 | 3.60 | — | (4.59 | ) | — | (4.59 | ) | 15.98 | 23.57 | 3,8 | 0.94 | 0.93 | (0.20 | ) | 355 | 133 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.57 | — | 2,9 | 2.07 | 2.07 | — | (0.67 | ) | — | (0.67 | ) | 16.97 | 13.55 | 3,10 | 0.93 | 0.93 | — | 11 | 361 | 123 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.84 | (0.04 | )2 | 1.38 | 1.34 | — | — | — | — | 15.18 | 9.68 | 3,4 | 1.13 | 5 | 1.13 | 5 | (0.51 | )5 | 141 | 56 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.27 | (0.05 | )2 | 2.62 | 2.57 | — | — | — | — | 13.84 | 22.80 | 3 | 1.13 | 1.13 | (0.43 | ) | 135 | 115 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.59 | (0.03 | )2 | 2.71 | 2.68 | — | — | — | — | 11.27 | 31.20 | 3 | 1.14 | 1.14 | (0.30 | ) | 124 | 175 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 15.76 | (0.04 | )2 | (6.75 | ) | (6.79 | ) | — | (0.38 | ) | — | (0.38 | ) | 8.59 | (43.93 | )3 | 1.14 | 1.14 | (0.32 | ) | 107 | 130 | 7 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 16.82 | (0.07 | )2 | 3.60 | 3.53 | — | (4.59 | ) | — | (4.59 | ) | 15.76 | 23.35 | 3,8 | 1.14 | 1.13 | (0.40 | ) | 206 | 133 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.47 | (0.03 | )2 | 2.05 | 2.02 | — | (0.67 | ) | — | (0.67 | ) | 16.82 | 13.31 | 3,10 | 1.13 | 1.13 | (0.18 | ) | 183 | 123 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.19 | (0.02 | )2 | 1.42 | 1.40 | — | — | — | — | 15.59 | 9.87 | 3,4 | 0.88 | 5 | 0.88 | 5 | (0.26 | )5 | 483 | 56 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.53 | (0.02 | )2 | 2.68 | 2.66 | — | 6 | — | — | — | 14.19 | 23.07 | 3 | 0.88 | 0.88 | (0.18 | ) | 466 | 115 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.77 | — | 2,6 | 2.76 | 2.76 | — | — | — | — | 11.53 | 31.47 | 3 | 0.89 | 0.89 | (0.05 | ) | 440 | 175 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 16.03 | (0.01 | )2 | (6.87 | ) | (6.88 | ) | — | (0.38 | ) | — | (0.38 | ) | 8.77 | (43.75 | )3 | 0.89 | 0.89 | (0.07 | ) | 296 | 130 | 7 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 17.01 | (0.02 | )2 | 3.63 | 3.61 | — | 6 | (4.59 | ) | — | (4.59 | ) | 16.03 | 23.59 | 3,8 | 0.89 | 0.88 | (0.13 | ) | 702 | 133 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 15.59 | 0.02 | 2 | 2.07 | 2.09 | — | (0.67 | ) | — | (0.67 | ) | 17.01 | 13.66 | 3,10 | 0.88 | 0.88 | 0.09 | 473 | 123 | ||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Less than ($0.005) per share. 7. Excludes merger activity. 8. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: $0.01 for Series I, Series II and Series NAV. The total returns excluding the payments from affiliates were 23.49%, 23.27% and 23.51% for Series I, Series II and Series NAV, respectively. 9. Less than $0.005 per share. 10. John Hancock Life Insurance Company made a voluntary payment to the portfolio. Excluding this payment, the impact on total return would have been less than 0.01%. 11. Less than 0.005%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Mid Cap Value Equity Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.36 | 0.04 | 2 | 0.73 | 0.77 | — | — | — | — | 13.13 | 6.23 | 3,4 | 0.92 | 5 | 0.92 | 5 | 0.58 | 5 | 142 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.12 | 0.08 | 2 | 2.25 | 2.33 | (0.09 | ) | — | — | (0.09 | ) | 12.36 | 23.12 | 3 | 0.93 | 0.93 | 0.76 | 141 | 60 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.48 | 0.12 | 2 | 2.82 | 2.94 | (0.09 | ) | (0.21 | ) | — | (0.30 | ) | 10.12 | 40.42 | 3 | 0.95 | 0.95 | 1.39 | 136 | 34 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.91 | 0.11 | 2 | (6.13 | ) | (6.02 | ) | (0.12 | ) | (0.29 | ) | — | (0.41 | ) | 7.48 | (44.21 | )3 | 1.01 | 1.01 | 0.92 | 47 | 51 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.07 | 0.15 | 2 | 1.25 | 1.40 | (0.18 | ) | (0.38 | ) | — | (0.56 | ) | 13.91 | 10.72 | 3 | 0.92 | 0.92 | 1.03 | 146 | 30 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20066 | 12.50 | 0.09 | 2 | 0.48 | 0.57 | — | — | — | — | 13.07 | 4.56 | 3,4 | 0.99 | 5 | 0.99 | 5 | 1.07 | 5 | 112 | 25 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The inception date for Series NAV shares is 4-28-06. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Mid Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.12 | 0.04 | 2 | 0.59 | 0.63 | — | — | — | — | 11.75 | 5.67 | 3,4 | 1.04 | 5 | 0.99 | 5 | 0.75 | 5 | 316 | 25 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.80 | 0.19 | 2 | 1.39 | 1.58 | (0.22 | ) | (0.04 | ) | — | (0.26 | ) | 11.12 | 16.16 | 4 | 1.05 | 1.00 | 1.88 | 301 | 43 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.74 | 0.06 | 2 | 3.05 | 3.11 | (0.05 | ) | — | — | (0.05 | ) | 9.80 | 46.21 | 4 | 1.06 | 1.02 | 0.76 | 260 | 62 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 10.69 | 0.13 | 2 | (3.77 | ) | (3.64 | ) | (0.11 | ) | (0.20 | ) | — | (0.31 | ) | 6.74 | (34.72 | )4 | 1.13 | 1.08 | 1.56 | 33 | 85 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.67 | 0.22 | 2 | (0.11 | ) | 0.11 | (0.28 | ) | (2.81 | ) | — | (3.09 | ) | 10.69 | 0.51 | 4 | 1.09 | 1.04 | 1.70 | 11 | 69 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 12.36 | 0.09 | 2 | 2.27 | 2.36 | (0.03 | ) | (1.02 | ) | — | (1.05 | ) | 13.67 | 20.31 | 4 | 1.10 | 1.06 | 0.72 | 6 | 59 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.12 | 0.03 | 2 | 0.60 | 0.63 | — | — | — | — | 11.75 | 5.67 | 3,4 | 1.24 | 5 | 1.19 | 5 | 0.54 | 5 | 100 | 25 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.81 | 0.17 | 2 | 1.37 | 1.54 | (0.19 | ) | (0.04 | ) | — | (0.23 | ) | 11.12 | 15.79 | 4 | 1.25 | 1.20 | 1.65 | 106 | 43 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.74 | 0.04 | 2 | 3.06 | 3.10 | (0.03 | ) | — | — | (0.03 | ) | 9.81 | 46.02 | 4 | 1.26 | 1.22 | 0.52 | 105 | 62 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 10.68 | 0.08 | 2 | (3.73 | ) | (3.65 | ) | (0.09 | ) | (0.20 | ) | — | (0.29 | ) | 6.74 | (34.88 | )4 | 1.33 | 1.28 | 0.91 | 8 | 85 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.64 | 0.21 | 2 | (0.12 | ) | 0.09 | (0.24 | ) | (2.81 | ) | — | (3.05 | ) | 10.68 | 0.31 | 4 | 1.29 | 1.24 | 1.60 | 16 | 69 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 12.34 | 0.06 | 2 | 2.27 | 2.33 | (0.01 | ) | (1.02 | ) | — | (1.03 | ) | 13.64 | 20.05 | 4 | 1.30 | 1.27 | 0.49 | 17 | 59 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.08 | 0.05 | 2 | 0.59 | 0.64 | — | — | — | — | 11.72 | 5.78 | 3,4 | 0.99 | 5 | 0.94 | 5 | 0.80 | 5 | 398 | 25 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.77 | 0.19 | 2 | 1.38 | 1.57 | (0.22 | ) | (0.04 | ) | — | (0.26 | ) | 11.08 | 16.16 | 4 | 1.00 | 0.95 | 1.90 | 393 | 43 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.72 | 0.07 | 2 | 3.04 | 3.11 | (0.06 | ) | — | — | (0.06 | ) | 9.77 | 46.27 | 4 | 1.01 | 0.97 | 0.88 | 375 | 62 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 10.67 | 0.11 | 2 | (3.74 | ) | (3.63 | ) | (0.12 | ) | (0.20 | ) | — | (0.32 | ) | 6.72 | (34.74 | )4 | 1.08 | 1.03 | 1.16 | 75 | 85 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.65 | 0.24 | 2 | (0.11 | ) | 0.13 | (0.30 | ) | (2.81 | ) | — | (3.11 | ) | 10.67 | 0.60 | 4 | 1.04 | 0.99 | 1.87 | 159 | 69 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 12.35 | 0.09 | 2 | 2.27 | 2.36 | (0.04 | ) | (1.02 | ) | — | (1.06 | ) | 13.65 | 20.34 | 4 | 1.06 | 1.03 | 0.70 | 167 | 59 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Not annualized. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Annualized. 6. Excludes merger activity. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Mutual Shares Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.84 | 0.11 | 2 | 0.48 | 0.59 | — | — | — | — | 10.43 | 6.00 | 4,5 | 1.08 | 6 | 1.08 | 6 | 2.09 | 6 | 191 | 16 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.05 | 0.26 | 2,3 | 0.78 | 1.04 | (0.25 | ) | — | — | (0.25 | ) | 9.84 | 11.52 | 4 | 1.08 | 1.08 | 2.76 | 3 | 173 | 30 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.33 | 0.12 | 2 | 1.81 | 1.93 | (0.21 | ) | — | — | (0.21 | ) | 9.05 | 27.16 | 4 | 1.08 | 1.08 | 1.45 | 123 | 58 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20087 | 10.91 | 0.11 | 2 | (3.60 | ) | (3.49 | ) | (0.09 | ) | — | — | (0.09 | ) | 7.33 | (31.98 | )4,5 | 1.13 | 6 | 1.11 | 6 | 1.38 | 6 | 18 | 44 | |||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.84 | 0.11 | 2 | 0.48 | 0.59 | — | — | — | — | 10.43 | 6.00 | 4,5 | 1.03 | 6 | 1.03 | 6 | 2.12 | 6 | 471 | 16 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.06 | 0.26 | 2,3 | 0.78 | 1.04 | (0.26 | ) | — | — | (0.26 | ) | 9.84 | 11.49 | 4 | 1.03 | 1.03 | 2.78 | 3 | 469 | 30 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.33 | 0.13 | 2 | 1.81 | 1.94 | (0.21 | ) | — | — | (0.21 | ) | 9.06 | 27.31 | 4 | 1.03 | 1.03 | 1.72 | 468 | 58 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 11.95 | 0.16 | 2 | (4.69 | ) | (4.53 | ) | (0.09 | ) | — | — | (0.09 | ) | 7.33 | (37.86 | )4 | 1.07 | 1.06 | 1.67 | 373 | 44 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20078 | 12.50 | 0.12 | 2 | (0.67 | ) | (0.55 | ) | — | — | — | — | 11.95 | (4.40 | )4,5 | 1.22 | 6 | 1.06 | 6 | 1.52 | 6 | 379 | 48 | |||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Net investment income per share and the percentage of average net assets reflects special dividends received by the Portfolio, which amounted to $0.11 and 1.22%, respectively. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Annualized. 7. The inception date for Series I shares is 1-28-08. 8. The inception date for Series NAV shares is 5-1-07. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Natural Resources Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.77 | 0.04 | 2 | (0.06 | ) | (0.02 | ) | — | — | — | — | 12.75 | (0.16 | )3,4 | 1.10 | 5 | 1.10 | 5 | 0.60 | 5 | 18 | 42 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.15 | 0.06 | 2 | 1.63 | 1.69 | (0.07 | ) | — | — | (0.07 | ) | 12.77 | 15.21 | 3 | 1.08 | 1.08 | 0.52 | 18 | 82 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 13.43 | 0.07 | 2 | 3.23 | 3.30 | (0.13 | ) | (5.45 | ) | — | (5.58 | ) | 11.15 | 59.19 | 3 | 1.08 | 1.08 | 0.73 | 17 | 30 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 28.81 | 0.16 | 2 | (14.58 | ) | (14.42 | ) | (0.15 | ) | (0.81 | ) | — | (0.96 | ) | 13.43 | (51.61 | )3 | 1.13 | 1.13 | 0.66 | 14 | 24 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 31.83 | 0.17 | 2 | 11.67 | 11.84 | (0.42 | ) | (14.44 | ) | — | (14.86 | ) | 28.81 | 40.68 | 3,6 | 1.13 | 1.13 | 0.47 | 35 | 35 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 31.50 | 0.32 | 2 | 6.47 | 6.79 | (0.19 | ) | (6.27 | ) | — | (6.46 | ) | 31.83 | 22.30 | 3 | 1.11 | 1.11 | 1.02 | 19 | 28 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.62 | 0.03 | 2 | (0.05 | ) | (0.02 | ) | — | — | — | — | 12.60 | (0.16 | )3,4 | 1.30 | 5 | 1.30 | 5 | 0.40 | 5 | 175 | 42 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.03 | 0.03 | 2 | 1.61 | 1.64 | (0.05 | ) | — | — | (0.05 | ) | 12.62 | 14.87 | 3 | 1.28 | 1.28 | 0.32 | 191 | 82 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 13.33 | 0.05 | 2 | 3.18 | 3.23 | (0.08 | ) | (5.45 | ) | — | (5.53 | ) | 11.03 | 58.90 | 3 | 1.26 | 1.26 | 0.50 | 188 | 30 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 28.54 | 0.11 | 2 | (14.43 | ) | (14.32 | ) | (0.08 | ) | (0.81 | ) | — | (0.89 | ) | 13.33 | (51.71 | )3 | 1.33 | 1.33 | 0.43 | 112 | 24 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 31.59 | 0.09 | 2 | 11.60 | 11.69 | (0.30 | ) | (14.44 | ) | — | (14.74 | ) | 28.54 | 40.44 | 3,6 | 1.33 | 1.33 | 0.27 | 302 | 35 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 31.32 | 0.26 | 2 | 6.42 | 6.68 | (0.14 | ) | (6.27 | ) | — | (6.41 | ) | 31.59 | 22.03 | 3 | 1.31 | 1.31 | 0.83 | 237 | 28 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.56 | 0.04 | 2 | (0.05 | ) | (0.01 | ) | — | — | — | — | 12.55 | (0.08 | )3,4 | 1.05 | 5 | 1.05 | 5 | 0.65 | 5 | 85 | 42 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.97 | 0.06 | 2 | 1.61 | 1.67 | (0.08 | ) | — | — | (0.08 | ) | 12.56 | 15.25 | 3 | 1.03 | 1.03 | 0.57 | 80 | 82 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 13.33 | 0.06 | 2 | 3.17 | 3.23 | (0.14 | ) | (5.45 | ) | — | (5.59 | ) | 10.97 | 59.22 | 3 | 1.09 | 1.09 | 0.62 | 73 | 30 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 28.63 | 0.17 | 2 | (14.49 | ) | (14.32 | ) | (0.17 | ) | (0.81 | ) | — | (0.98 | ) | 13.33 | (51.60 | )3 | 1.08 | 1.08 | 0.71 | 244 | 24 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 31.70 | 0.19 | 2 | 11.63 | 11.82 | (0.45 | ) | (14.44 | ) | — | (14.89 | ) | 28.63 | 40.81 | 3,6 | 1.08 | 1.08 | 0.54 | 808 | 35 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 31.40 | 0.31 | 2 | 6.46 | 6.77 | (0.20 | ) | (6.27 | ) | — | (6.47 | ) | 31.70 | 22.31 | 3 | 1.06 | 1.06 | 1.02 | 826 | 28 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: less than $0.005 for Series I, Series II and Series NAV. The total returns excluding the payments from affiliates were 40.68%, 40.44% and 40.81% for Series I, Series II and Series NAV, respectively. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Real Estate Securities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.37 | 0.15 | 2 | 1.20 | 1.35 | — | — | — | — | 12.72 | 11.87 | 3,4 | 0.79 | 5 | 0.79 | 5 | 2.43 | 5 | 111 | 41 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.96 | 0.21 | 2 | 2.39 | 2.60 | (0.19 | ) | — | — | (0.19 | ) | 11.37 | 29.19 | 3 | 0.78 | 0.78 | 2.09 | 106 | 99 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.10 | 0.22 | 2 | 1.88 | 2.10 | (0.24 | ) | — | — | (0.24 | ) | 8.96 | 30.17 | 3 | 0.79 | 0.79 | 3.17 | 94 | 113 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.40 | 0.27 | 2 | (5.03 | ) | (4.76 | ) | (0.38 | ) | (0.16 | ) | — | (0.54 | ) | 7.10 | (39.42 | )3 | 0.80 | 0.80 | 2.45 | 89 | 84 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 27.64 | 0.35 | 2 | (3.13 | ) | (2.78 | ) | (0.63 | ) | (11.83 | ) | — | (12.46 | ) | 12.40 | (15.61 | )3 | 0.78 | 0.78 | 1.68 | 188 | 77 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 24.87 | 0.62 | 2 | 7.42 | 8.04 | (0.50 | ) | (4.77 | ) | — | (5.27 | ) | 27.64 | 38.10 | 3,6 | 0.78 | 0.78 | 2.48 | 313 | 67 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.39 | 0.13 | 2 | 1.21 | 1.34 | — | — | — | — | 12.73 | 11.76 | 3,4 | 0.99 | 5 | 0.99 | 5 | 2.23 | 5 | 84 | 41 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.98 | 0.19 | 2 | 2.39 | 2.58 | (0.17 | ) | — | — | (0.17 | ) | 11.39 | 28.87 | 3 | 0.98 | 0.98 | 1.90 | 82 | 99 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.11 | 0.20 | 2 | 1.90 | 2.10 | (0.23 | ) | — | — | (0.23 | ) | 8.98 | 30.04 | 3 | 0.99 | 0.99 | 2.93 | 71 | 113 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.40 | 0.25 | 2 | (5.03 | ) | (4.78 | ) | (0.35 | ) | (0.16 | ) | — | (0.51 | ) | 7.11 | (39.58 | )3 | 1.00 | 1.00 | 2.26 | 61 | 84 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 27.59 | 0.32 | 2 | (3.14 | ) | (2.82 | ) | (0.54 | ) | (11.83 | ) | — | (12.37 | ) | 12.40 | (15.77 | )3 | 0.98 | 0.98 | 1.55 | 123 | 77 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 24.84 | 0.57 | 2 | 7.41 | 7.98 | (0.46 | ) | (4.77 | ) | — | (5.23 | ) | 27.59 | 37.82 | 3,6 | 0.98 | 0.98 | 2.30 | 169 | 67 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.30 | 0.15 | 2 | 1.20 | 1.35 | — | — | — | — | 12.65 | 11.95 | 3,4 | 0.74 | 5 | 0.74 | 5 | 2.49 | 5 | 232 | 41 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.91 | 0.22 | 2 | 2.37 | 2.59 | (0.20 | ) | — | — | (0.20 | ) | 11.30 | 29.20 | 3 | 0.73 | 0.73 | 2.14 | 211 | 99 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.06 | 0.22 | 2 | 1.88 | 2.10 | (0.25 | ) | — | — | (0.25 | ) | 8.91 | 30.26 | 3 | 0.74 | 0.74 | 3.21 | 177 | 113 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.34 | 0.28 | 2 | (5.01 | ) | (4.73 | ) | (0.39 | ) | (0.16 | ) | — | (0.55 | ) | 7.06 | (39.39 | )3 | 0.75 | 0.75 | 2.52 | 153 | 84 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 27.58 | 0.37 | 2 | (3.13 | ) | (2.76 | ) | (0.65 | ) | (11.83 | ) | — | (12.48 | ) | 12.34 | (15.56 | )3 | 0.73 | 0.73 | 1.79 | 301 | 77 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 24.83 | 0.59 | 2 | 7.44 | 8.03 | (0.51 | ) | (4.77 | ) | — | (5.28 | ) | 27.58 | 38.17 | 3,6 | 0.73 | 0.73 | 2.31 | 437 | 67 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. John Hancock Life Insurance Company made a voluntary payment to the portfolio. Excluding this payment, the impact on total return would have been less than 0.01%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Science & Technology Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.91 | (0.04 | )2 | 0.94 | 0.90 | — | — | — | — | 17.81 | 5.32 | 3,4 | 1.15 | 5 | 1.12 | 5 | (0.40 | )5 | 372 | 52 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.57 | (0.06 | )2 | 3.40 | 3.34 | — | — | — | — | 16.91 | 24.61 | 3 | 1.16 | 1.13 | (0.40 | ) | 370 | 117 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.25 | (0.01 | )2 | 5.33 | 5.32 | — | — | — | — | 13.57 | 64.48 | 3 | 1.15 | 1.12 | (0.13 | ) | 321 | 128 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.85 | (0.03 | )2 | (6.57 | ) | (6.60 | ) | — | — | — | — | 8.25 | (44.44 | )3 | 1.20 | 1.18 | (0.21 | ) | 151 | 132 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 12.42 | (0.06 | )2 | 2.49 | 2.43 | — | — | — | — | 14.85 | 19.57 | 3,6 | 1.19 | 1.16 | (0.40 | ) | 338 | 128 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 11.77 | (0.06 | )2 | 0.71 | 0.65 | — | — | — | — | 12.42 | 5.52 | 3 | 1.18 | 1.16 | (0.48 | ) | 347 | 194 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.68 | (0.05 | )2 | 0.91 | 0.86 | — | — | — | — | 17.54 | 5.16 | 3,4 | 1.35 | 5 | 1.32 | 5 | (0.61 | )5 | 55 | 52 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.41 | (0.08 | )2 | 3.35 | 3.27 | — | — | — | — | 16.68 | 24.38 | 3 | 1.36 | 1.33 | (0.60 | ) | 61 | 117 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.16 | (0.04 | )2 | 5.29 | 5.25 | — | — | — | — | 13.41 | 64.34 | 3 | 1.35 | 1.32 | (0.33 | ) | 57 | 128 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.73 | (0.05 | )2 | (6.52 | ) | (6.57 | ) | — | — | — | — | 8.16 | (44.60 | )3 | 1.40 | 1.38 | (0.41 | ) | 30 | 132 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 12.35 | (0.08 | )2 | 2.46 | 2.38 | — | — | — | — | 14.73 | 19.27 | 3,6 | 1.39 | 1.36 | (0.60 | ) | 70 | 128 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 11.72 | (0.08 | )2 | 0.71 | 0.63 | — | — | — | — | 12.35 | 5.38 | 3 | 1.39 | 1.36 | (0.68 | ) | 61 | 194 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.97 | (0.03 | )2 | 0.93 | 0.90 | — | — | — | — | 17.87 | 5.30 | 3,4 | 1.10 | 5 | 1.07 | 5 | (0.35 | )5 | 13 | 52 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.61 | (0.05 | )2 | 3.41 | 3.36 | — | — | — | — | 16.97 | 24.69 | 3 | 1.11 | 1.08 | (0.36 | ) | 12 | 117 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.27 | (0.01 | )2 | 5.35 | 5.34 | — | — | — | — | 13.61 | 64.57 | 3 | 1.10 | 1.07 | (0.07 | ) | 7 | 128 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.88 | (0.02 | )2 | (6.59 | ) | (6.61 | ) | — | — | — | — | 8.27 | (44.42 | )3 | 1.15 | 1.13 | (0.16 | ) | 3 | 132 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 12.44 | (0.05 | )2 | 2.49 | 2.44 | — | — | — | — | 14.88 | 19.61 | 3,6 | 1.14 | 1.11 | (0.34 | ) | 4 | 128 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 11.78 | (0.04 | )2 | 0.70 | 0.66 | — | — | — | — | 12.44 | 5.60 | 3 | 1.15 | 1.12 | (0.51 | ) | 1 | 194 | |||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: $0.02, $0.01 and $0.01 for Series I, Series II and Series NAV, respectively. The total returns excluding the payments from affiliates were 19.40%, 19.19% and 19.53% for Series I, Series II and Series NAV, respectively. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Small Cap Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.12 | (0.03 | )2 | 1.38 | 1.35 | — | — | — | — | 11.47 | 13.34 | 3,4 | 1.15 | 5 | 1.15 | 5 | (0.59 | )5 | 108 | 67 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.29 | (0.06 | )2 | 1.89 | 1.83 | — | — | — | — | 10.12 | 22.07 | 3 | 1.15 | 1.15 | (0.69 | ) | 77 | 139 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.16 | (0.04 | )2 | 2.17 | 2.13 | — | — | — | — | 8.29 | 34.58 | 3 | 1.15 | 1.15 | (0.54 | ) | 55 | 200 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 10.33 | (0.02 | )2 | (4.05 | ) | (4.07 | ) | — | (0.10 | ) | — | (0.10 | ) | 6.16 | (39.68 | )3 | 1.19 | 1.19 | (0.28 | ) | 31 | 191 | 6 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 11.53 | (0.02 | )2 | 1.46 | 1.44 | — | (2.64 | ) | — | (2.64 | ) | 10.33 | 13.99 | 3,7 | 1.18 | 1.17 | (0.20 | ) | 29 | 104 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 10.16 | (0.08 | )2 | 1.45 | 1.37 | — | — | — | — | 11.53 | 13.48 | 3,8 | 1.22 | 1.22 | (0.73 | ) | 23 | 162 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.98 | (0.04 | )2 | 1.36 | 1.32 | — | — | — | — | 11.30 | 13.23 | 3,4 | 1.35 | 5 | 1.35 | 5 | (0.80 | )5 | 46 | 67 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.20 | (0.08 | )2 | 1.86 | 1.78 | — | — | — | — | 9.98 | 21.71 | 3 | 1.35 | 1.35 | (0.89 | ) | 36 | 139 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.10 | (0.05 | )2 | 2.15 | 2.10 | — | — | — | — | 8.20 | 34.43 | 3 | 1.35 | 1.35 | (0.74 | ) | 33 | 200 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 10.25 | (0.04 | )2 | (4.01 | ) | (4.05 | ) | — | (0.10 | ) | — | (0.10 | ) | 6.10 | (39.80 | )3 | 1.39 | 1.39 | (0.47 | ) | 27 | 191 | 6 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 11.48 | (0.05 | )2 | 1.46 | 1.41 | — | (2.64 | ) | — | (2.64 | ) | 10.25 | 13.77 | 3,7 | 1.38 | 1.37 | (0.41 | ) | 40 | 104 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 10.14 | (0.10 | )2 | 1.44 | 1.34 | — | — | — | — | 11.48 | 13.21 | 3,8 | 1.40 | 1.40 | (0.95 | ) | 31 | 162 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.15 | (0.03 | )2 | 1.39 | 1.36 | — | — | — | — | 11.51 | 13.40 | 3,4 | 1.10 | 5 | 1.10 | 5 | (0.55 | )5 | 311 | 67 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.31 | (0.06 | )2 | 1.90 | 1.84 | — | — | — | — | 10.15 | 22.14 | 3 | 1.10 | 1.10 | (0.64 | ) | 291 | 139 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.18 | (0.03 | )2 | 2.16 | 2.13 | — | — | — | — | 8.31 | 34.47 | 3 | 1.10 | 1.10 | (0.49 | ) | 276 | 200 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 10.34 | (0.02 | )2 | (4.04 | ) | (4.06 | ) | — | (0.10 | ) | — | (0.10 | ) | 6.18 | (39.54 | )3 | 1.14 | 1.14 | (0.23 | ) | 181 | 191 | 6 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 11.54 | (0.02 | )2 | 1.46 | 1.44 | — | (2.64 | ) | — | (2.64 | ) | 10.34 | 13.98 | 3,7 | 1.13 | 1.12 | (0.16 | ) | 245 | 104 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 10.17 | (0.08 | )2 | 1.45 | 1.37 | — | — | — | — | 11.54 | 13.47 | 3,8 | 1.15 | 1.14 | (0.70 | ) | 241 | 162 | |||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. 7. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: less than $0.005 for all Series. The total returns excluding the payments from affiliates were 13.99%, 13.77% and 13.98% for Series I, Series II and Series NAV, respectively. 8. John Hancock Life Insurance Company made a voluntary payment to the portfolio. Excluding this payment, the impact on total return would have been less than 0.01%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Small Cap Opportunities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 19.58 | — | 2,8 | 1.59 | 1.59 | — | — | — | — | 21.17 | 8.12 | 3,4 | 1.10 | 5 | 1.01 | 5 | (0.02 | )5 | 41 | 18 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.10 | 0.02 | 2 | 4.46 | 4.48 | — | — | — | — | 19.58 | 29.67 | 3 | 1.10 | 1.02 | 0.11 | 45 | 37 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.28 | (0.01 | )2 | 3.83 | 3.82 | — | — | — | — | 15.10 | 33.87 | 3 | 1.27 | 1.19 | (0.08 | ) | 36 | 54 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 20.65 | 0.17 | 2 | (8.62 | ) | (8.45 | ) | (0.35 | ) | (0.52 | ) | (0.05 | ) | (0.92 | ) | 11.28 | (42.13 | )3 | 1.11 | 1.11 | 1.03 | 33 | 107 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 24.40 | 0.30 | 2 | (2.11 | ) | (1.81 | ) | (0.46 | ) | (1.48 | ) | — | (1.94 | ) | 20.65 | (7.66 | )3,6 | 1.08 | 1.08 | 1.23 | 73 | 41 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 22.82 | 0.29 | 2 | 2.09 | 2.38 | (0.17 | ) | (0.63 | ) | — | (0.80 | ) | 24.40 | 10.45 | 3 | 1.07 | 1.07 | 1.23 | 110 | 36 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 19.44 | (0.02 | )2 | 1.59 | 1.57 | — | — | — | — | 21.01 | 8.08 | 3,4 | 1.30 | 5 | 1.21 | 5 | (0.21 | )5 | 41 | 18 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.03 | (0.01 | )2 | 4.42 | 4.41 | — | — | — | — | 19.44 | 29.34 | 3 | 1.30 | 1.22 | (0.08 | ) | 40 | 37 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.25 | (0.04 | )2 | 3.82 | 3.78 | — | — | — | — | 15.03 | 33.60 | 3 | 1.47 | 1.39 | (0.28 | ) | 31 | 54 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 20.57 | 0.14 | 2 | (8.58 | ) | (8.44 | ) | (0.31 | ) | (0.52 | ) | (0.05 | ) | (0.88 | ) | 11.25 | (42.25 | )3 | 1.31 | 1.31 | 0.83 | 26 | 107 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 24.26 | 0.25 | 2 | (2.09 | ) | (1.84 | ) | (0.37 | ) | (1.48 | ) | — | (1.85 | ) | 20.57 | (7.80 | )3,6 | 1.28 | 1.28 | 1.05 | 54 | 41 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 22.71 | 0.24 | 2 | 2.07 | 2.31 | (0.13 | ) | (0.63 | ) | — | (0.76 | ) | 24.26 | 10.19 | 3 | 1.27 | 1.27 | 1.03 | 76 | 36 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 19.47 | — | 2,7 | 1.59 | 1.59 | — | — | — | — | 21.06 | 8.17 | 3,4 | 1.05 | 5 | 0.96 | 5 | 0.04 | 5 | 97 | 18 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.01 | 0.03 | 2 | 4.43 | 4.46 | — | — | — | — | 19.47 | 29.71 | 3 | 1.05 | 0.97 | 0.16 | 98 | 37 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.20 | — | 2,7 | 3.81 | 3.81 | — | — | — | — | 15.01 | 34.02 | 3 | 1.22 | 1.14 | — | 9 | 86 | 54 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 20.53 | 0.17 | 2 | (8.57 | ) | (8.40 | ) | (0.36 | ) | (0.52 | ) | (0.05 | ) | (0.93 | ) | 11.20 | (42.13 | )3 | 1.06 | 1.06 | 1.04 | 86 | 107 | ||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 24.28 | 0.32 | 2 | (2.11 | ) | (1.79 | ) | (0.48 | ) | (1.48 | ) | — | (1.96 | ) | 20.53 | (7.61 | )3,6 | 1.03 | 1.03 | 1.34 | 243 | 41 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 22.72 | 0.32 | 2 | 2.05 | 2.37 | (0.18 | ) | (0.63 | ) | — | (0.81 | ) | 24.28 | 10.47 | 3 | 1.02 | 1.02 | 1.39 | 272 | 36 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: $0.01, $0.02 and $0.01 for Series I, Series II and Series NAV, respectively. The total returns excluding the payment from affiliates was (7.70%), (7.89%) and (7.65%) for Series I, Series II and Series NAV, respectively. 7. Less than $0.005 per share. 8. Less than ($0.005) per share. 9. Less than 0.005%. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Small Cap Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 18.89 | 0.03 | 2 | 1.10 | 1.13 | — | — | — | — | 20.02 | 5.98 | 3,4 | 1.13 | 5 | 1.13 | 5 | 0.36 | 5 | 247 | 11 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.04 | 0.15 | 2 | 3.76 | 3.91 | (0.06 | ) | — | — | (0.06 | ) | 18.89 | 26.04 | 3 | 1.15 | 1.15 | 0.92 | 217 | 23 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.76 | 0.09 | 2 | 3.27 | 3.36 | (0.08 | ) | — | — | (0.08 | ) | 15.04 | 28.65 | 3 | 1.16 | 1.16 | 0.73 | 137 | 29 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 16.20 | 0.16 | 2 | (4.37 | ) | (4.21 | ) | (0.18 | ) | (0.05 | ) | — | (0.23 | ) | 11.76 | (26.08 | )3 | 1.17 | 1.17 | 1.08 | 96 | 42 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 20.58 | 0.18 | 2 | (0.59 | ) | (0.41 | ) | (0.18 | ) | (3.79 | ) | — | (3.97 | ) | 16.20 | (2.93 | )3 | 1.16 | 1.16 | 0.92 | 117 | 46 | 6 | ||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 20.94 | 0.17 | 2 | 3.36 | 3.53 | (0.01 | ) | (3.88 | ) | — | (3.89 | ) | 20.58 | 19.26 | 3,7 | 1.19 | 1.19 | 0.88 | 74 | 49 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 18.85 | 0.01 | 2 | 1.10 | 1.11 | — | — | — | — | 19.96 | 5.89 | 3,4 | 1.33 | 5 | 1.33 | 5 | 0.15 | 5 | 49 | 11 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.00 | 0.11 | 2 | 3.77 | 3.88 | (0.03 | ) | — | — | (0.03 | ) | 18.85 | 25.86 | 3 | 1.35 | 1.35 | 0.65 | 53 | 23 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.73 | 0.06 | 2 | 3.26 | 3.32 | (0.05 | ) | — | — | (0.05 | ) | 15.00 | 28.39 | 3 | 1.36 | 1.36 | 0.51 | 40 | 29 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 16.16 | 0.13 | 2 | (4.36 | ) | (4.23 | ) | (0.15 | ) | (0.05 | ) | — | (0.20 | ) | 11.73 | (26.31 | )3 | 1.37 | 1.37 | 0.87 | 48 | 42 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 20.50 | 0.12 | 2 | (0.56 | ) | (0.44 | ) | (0.11 | ) | (3.79 | ) | — | (3.90 | ) | 16.16 | (3.08 | )3 | 1.36 | 1.36 | 0.63 | 69 | 46 | 6 | ||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 20.90 | 0.09 | 2 | 3.39 | 3.48 | — | (3.88 | ) | — | (3.88 | ) | 20.50 | 19.03 | 3,7 | 1.37 | 1.37 | 0.48 | 69 | 49 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 18.86 | 0.04 | 2 | 1.09 | 1.13 | — | — | — | — | 19.99 | 5.99 | 3,4 | 1.08 | 5 | 1.08 | 5 | 0.40 | 5 | 324 | 11 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.01 | 0.15 | 2 | 3.77 | 3.92 | (0.07 | ) | — | — | (0.07 | ) | 18.86 | 26.15 | 3 | 1.10 | 1.10 | 0.91 | 313 | 23 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.73 | 0.10 | 2 | 3.27 | 3.37 | (0.09 | ) | — | — | (0.09 | ) | 15.01 | 28.79 | 3 | 1.11 | 1.11 | 0.77 | 287 | 29 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 16.18 | 0.16 | 2 | (4.37 | ) | (4.21 | ) | (0.19 | ) | (0.05 | ) | — | (0.24 | ) | 11.73 | (26.12 | )3 | 1.12 | 1.12 | 1.10 | 134 | 42 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 20.57 | 0.17 | 2 | (0.57 | ) | (0.40 | ) | (0.20 | ) | (3.79 | ) | — | (3.99 | ) | 16.18 | (2.86 | )3 | 1.11 | 1.11 | 0.87 | 237 | 46 | 6 | ||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 20.94 | 0.13 | 2 | 3.40 | 3.53 | (0.02 | ) | (3.88 | ) | — | (3.90 | ) | 20.57 | 19.32 | 3,7 | 1.11 | 1.11 | 0.67 | 278 | 49 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. 7. John Hancock Life Insurance Company made a voluntary payment to the portfolio. Excluding this payment, the impact on total return would have been less than 0.01%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Small Company Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 15.78 | (0.04 | )2 | 1.95 | 1.91 | — | — | — | — | 17.69 | 12.10 | 3,4 | 1.06 | 5 | 1.06 | 5 | (0.51 | )5 | 111 | 15 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.48 | (0.06 | )2 | 3.36 | 3.30 | — | — | — | — | 15.78 | 26.44 | 3 | 1.10 | 1.10 | (0.44 | ) | 108 | 34 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.54 | (0.02 | )2,6 | 2.96 | 2.94 | — | — | — | — | 12.48 | 30.82 | 3 | 1.13 | 1.13 | (0.21 | )6 | 103 | 49 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 15.81 | (0.05 | )2 | (5.97 | ) | (6.02 | ) | — | (0.25 | ) | — | (0.25 | ) | 9.54 | (38.57 | )3 | 1.13 | 1.13 | (0.41 | ) | 138 | 40 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.11 | (0.09 | )2 | 1.64 | 1.55 | — | (0.85 | ) | — | (0.85 | ) | 15.81 | 10.34 | 3 | 1.08 | 1.08 | (0.57 | ) | 268 | 37 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.29 | (0.10 | )2 | 1.94 | 1.84 | — | (0.02 | ) | — | (0.02 | ) | 15.11 | 13.83 | 3 | 1.11 | 1.11 | (0.68 | ) | 106 | 49 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflects a special dividend received by the Portfolio which amounted to $0.02 and 0.23%, respectively. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Small Company Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 17.07 | 0.04 | 2 | 0.99 | 1.03 | — | — | — | — | 18.10 | 6.03 | 3,4 | 1.12 | 5 | 1.07 | 5 | 0.42 | 5 | 101 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.26 | 0.09 | 2 | 2.93 | 3.02 | (0.21 | ) | — | — | (0.21 | ) | 17.07 | 21.36 | 3 | 1.13 | 1.07 | 0.60 | 105 | 9 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.97 | 0.08 | 2 | 2.99 | 3.07 | (0.05 | ) | (1.73 | ) | — | (1.78 | ) | 14.26 | 27.69 | 3 | 1.13 | 1.08 | 0.63 | 109 | 11 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 18.24 | 0.08 | 2 | (4.92 | ) | (4.84 | ) | (0.13 | ) | (0.30 | ) | — | (0.43 | ) | 12.97 | (27.05 | )3 | 1.13 | 1.08 | 0.48 | 108 | 30 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 21.89 | 0.05 | 2 | (0.23 | ) | (0.18 | ) | (0.03 | ) | (3.44 | ) | — | (3.47 | ) | 18.24 | (1.20 | )3,7 | 1.11 | 1.06 | 0.23 | 200 | 18 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 22.21 | 0.04 | 2 | 3.27 | 3.31 | (0.02 | ) | (3.61 | ) | — | (3.63 | ) | 21.89 | 15.42 | 3 | 1.12 | 1.08 | 0.19 | 275 | 16 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.93 | 0.02 | 2 | 0.98 | 1.00 | — | — | — | — | 17.93 | 5.91 | 3,4 | 1.32 | 5 | 1.27 | 5 | 0.22 | 5 | 91 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.14 | 0.06 | 2 | 2.91 | 2.97 | (0.18 | ) | — | — | (0.18 | ) | 16.93 | 21.15 | 3 | 1.33 | 1.27 | 0.41 | 93 | 9 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.88 | 0.05 | 2 | 2.97 | 3.02 | (0.03 | ) | (1.73 | ) | — | (1.76 | ) | 14.14 | 27.48 | 3 | 1.33 | 1.28 | 0.43 | 91 | 11 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 18.11 | 0.05 | 2 | (4.90 | ) | (4.85 | ) | (0.08 | ) | (0.30 | ) | — | (0.38 | ) | 12.88 | (27.26 | )3 | 1.33 | 1.28 | 0.28 | 82 | 30 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 21.76 | 0.01 | 2 | (0.22 | ) | (0.21 | ) | — | (3.44 | ) | — | (3.44 | ) | 18.11 | (1.35 | )3,7 | 1.31 | 1.26 | 0.03 | 145 | 18 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 22.13 | — | 2,8 | 3.24 | 3.24 | — | (3.61 | ) | — | (3.61 | ) | 21.76 | 15.16 | 3 | 1.32 | 1.28 | (0.01 | ) | 195 | 16 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 17.03 | 0.04 | 2 | 0.99 | 1.03 | — | — | — | — | 18.06 | 6.05 | 3,4 | 1.07 | 5 | 1.02 | 5 | 0.48 | 5 | 224 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.23 | 0.10 | 2 | 2.92 | 3.02 | (0.22 | ) | — | — | (0.22 | ) | 17.03 | 21.39 | 3 | 1.08 | 1.02 | 0.66 | 215 | 9 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.94 | 0.08 | 2 | 3.00 | 3.08 | (0.06 | ) | (1.73 | ) | — | (1.79 | ) | 14.23 | 27.82 | 3 | 1.08 | 1.03 | 0.68 | 205 | 11 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 18.21 | 0.09 | 2 | (4.92 | ) | (4.83 | ) | (0.14 | ) | (0.30 | ) | — | (0.44 | ) | 12.94 | (27.04 | )3 | 1.08 | 1.03 | 0.58 | 283 | 30 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 21.86 | 0.07 | 2 | (0.23 | ) | (0.16 | ) | (0.05 | ) | (3.44 | ) | — | (3.49 | ) | 18.21 | (1.14 | )3,7 | 1.06 | 1.01 | 0.35 | 294 | 18 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 22.18 | 0.06 | 2 | 3.26 | 3.32 | (0.03 | ) | (3.61 | ) | — | (3.64 | ) | 21.86 | 15.50 | 3 | 1.06 | 1.03 | 0.26 | 234 | 16 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. 7. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: less than $0.005 for Series I, Series II and Series NAV. The total returns excluding the payments from affiliates were (1.20%), (1.35%) and (1.14%) for Series I, Series II and Series NAV, respectively. 8. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Smaller Company Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 17.59 | (0.05 | )2 | 1.34 | 1.29 | — | — | — | — | 18.88 | 7.33 | 3,4 | 1.16 | 5 | 1.03 | 5 | (0.57 | )5 | 98 | 42 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.30 | (0.08 | )2 | 3.61 | 3.53 | — | (0.24 | ) | — | (0.24 | ) | 17.59 | 25.04 | 3 | 1.16 | 1.04 | (0.53 | ) | 101 | 79 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20096 | 13.59 | — | 2,7 | 0.71 | 0.71 | — | — | — | — | 14.30 | 5.22 | 3,4 | 1.12 | 5 | 1.01 | 5 | (0.26 | )5 | 95 | 95 | 8 | ||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 17.55 | (0.07 | )2 | 1.33 | 1.26 | — | — | — | — | 18.81 | 7.18 | 3,4 | 1.36 | 5 | 1.23 | 5 | (0.77 | )5 | 26 | 42 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.29 | (0.11 | )2 | 3.61 | 3.50 | — | (0.24 | ) | — | (0.24 | ) | 17.55 | 24.85 | 3 | 1.36 | 1.24 | (0.72 | ) | 26 | 79 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20096 | 13.59 | (0.01 | )2 | 0.71 | 0.70 | — | — | — | — | 14.29 | 5.15 | 3,4 | 1.32 | 5 | 1.21 | 5 | (0.46 | )5 | 24 | 95 | 8 | ||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 17.60 | (0.05 | )2 | 1.34 | 1.29 | — | — | — | — | 18.89 | 7.33 | 3,4 | 1.11 | 5 | 0.98 | 5 | (0.52 | )5 | 128 | 42 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.30 | (0.07 | )2 | 3.61 | 3.54 | — | (0.24 | ) | — | (0.24 | ) | 17.60 | 25.12 | 3 | 1.11 | 0.99 | (0.48 | ) | 123 | 79 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.61 | (0.06 | )2 | 3.75 | 3.69 | — | — | — | — | 14.30 | 34.78 | 3 | 1.34 | 1.23 | (0.51 | ) | 114 | 95 | 8 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20086 | 12.50 | (0.01 | )2 | (1.88 | ) | (1.89 | ) | — | — | — | — | 10.61 | (15.12 | )3,4 | 1.30 | 5 | 1.18 | 5 | (0.30 | )5 | 93 | 16 | |||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The inception dates for Series I, Series II and Series NAV shares are 11-16-09, 11-16-09 and 10-7-08, respectively. 7. Less than ($0.005) per share. 8. Excludes merger activity. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Strategic Allocation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111,2 | 12.50 | (0.01 | )3 | (0.32 | ) | (0.33 | ) | — | — | — | — | 12.17 | (2.64 | )4,5 | 1.48 | 6 | 0.75 | 6 | (0.37 | )6 | 10 | 58 | |||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. The inception date for Series NAV shares is 4-28-11. 3. Based on the average daily shares outstanding. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
U.S. Equity Trust (formerly U.S. Multi Sector Trust) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.89 | 0.10 | 2 | 0.73 | 0.83 | — | — | — | — | 12.72 | 6.98 | 3,4 | 0.79 | 5 | 0.79 | 5 | 1.56 | 5 | 832 | 19 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.18 | 0.15 | 2 | 0.73 | 0.88 | (0.17 | ) | — | — | (0.17 | ) | 11.89 | 7.92 | 3 | 0.79 | 0.79 | 1.34 | 809 | 66 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.45 | 0.16 | 2 | 1.71 | 1.87 | (0.14 | ) | — | — | (0.14 | ) | 11.18 | 19.94 | 3 | 0.80 | 0.80 | 1.61 | 968 | 33 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.38 | 0.16 | 2 | (3.81 | ) | (3.65 | ) | (0.28 | ) | — | — | (0.28 | ) | 9.45 | (27.30 | )3 | 0.81 | 0.80 | 1.34 | 507 | 77 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 14.00 | 0.18 | 2 | 0.15 | 0.33 | (0.23 | ) | (0.72 | ) | — | (0.95 | ) | 13.38 | 2.38 | 3 | 0.80 | 0.79 | 1.24 | 1,702 | 65 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.05 | 0.14 | 2 | 0.86 | 1.00 | (0.02 | ) | (0.03 | ) | — | (0.05 | ) | 14.00 | 7.63 | 3 | 0.81 | 0.81 | 1.06 | 1,408 | 61 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Annualized. 5. Not annualized. |
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Utilities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.62 | 0.27 | 2 | 0.96 | 1.23 | — | — | — | — | 12.85 | 10.59 | 4,5 | 0.96 | 6 | 0.96 | 6 | 4.45 | 6 | 133 | 25 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.42 | 0.36 | 2 | 1.10 | 1.46 | (0.26 | ) | — | — | (0.26 | ) | 11.62 | 14.03 | 4 | 0.95 | 0.95 | 3.39 | 116 | 56 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.16 | 0.35 | 2,3 | 2.35 | 2.70 | (0.44 | ) | — | — | (0.44 | ) | 10.42 | 33.64 | 4 | 0.95 | 0.95 | 3.94 | 3 | 114 | 70 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.34 | 0.30 | 2 | (5.67 | ) | (5.37 | ) | (0.35 | ) | (0.46 | ) | — | (0.81 | ) | 8.16 | (38.64 | )4 | 1.02 | 1.02 | 2.49 | 94 | 68 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 14.66 | 0.32 | 2 | 3.44 | 3.76 | (0.31 | ) | (3.77 | ) | — | (4.08 | ) | 14.34 | 27.40 | 7 | 1.02 | 1.01 | 2.07 | 188 | 92 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.18 | 0.29 | 2 | 3.25 | 3.54 | (0.33 | ) | (1.73 | ) | — | (2.06 | ) | 14.66 | 31.00 | 4 | 1.00 | 1.00 | 2.24 | 134 | 98 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.53 | 0.26 | 2 | 0.95 | 1.21 | — | — | — | — | 12.74 | 10.49 | 4,5 | 1.16 | 6 | 1.16 | 6 | 4.21 | 6 | 32 | 25 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.35 | 0.34 | 2 | 1.08 | 1.42 | (0.24 | ) | — | — | (0.24 | ) | 11.53 | 13.73 | 4 | 1.15 | 1.15 | 3.19 | 32 | 56 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.11 | 0.33 | 2,3 | 2.33 | 2.66 | (0.42 | ) | — | — | (0.42 | ) | 10.35 | 33.34 | 4 | 1.15 | 1.15 | 3.75 | 3 | 34 | 70 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.23 | 0.27 | 2 | (5.61 | ) | (5.34 | ) | (0.32 | ) | (0.46 | ) | — | (0.78 | ) | 8.11 | (38.73 | )4 | 1.22 | 1.22 | 2.23 | 30 | 68 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 14.56 | 0.29 | 2 | 3.41 | 3.70 | (0.26 | ) | (3.77 | ) | — | (4.03 | ) | 14.23 | 27.10 | 7 | 1.22 | 1.21 | 1.86 | 74 | 92 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.10 | 0.27 | 2 | 3.23 | 3.50 | (0.31 | ) | (1.73 | ) | — | (2.04 | ) | 14.56 | 30.77 | 4 | 1.20 | 1.20 | 2.08 | 66 | 98 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.60 | 0.28 | 2 | 0.95 | 1.23 | — | — | — | — | 12.83 | 10.60 | 4,5 | 0.91 | 6 | 0.91 | 6 | 4.54 | 6 | 39 | 25 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.41 | 0.37 | 2 | 1.09 | 1.46 | (0.27 | ) | — | — | (0.27 | ) | 11.60 | 14.00 | 4 | 0.90 | 0.90 | 3.49 | 29 | 56 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.16 | 0.36 | 2,3 | 2.34 | 2.70 | (0.45 | ) | — | — | (0.45 | ) | 10.41 | 33.58 | 4 | 0.90 | 0.90 | 4.03 | 3 | 21 | 70 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 14.32 | 0.31 | 2 | (5.66 | ) | (5.35 | ) | (0.35 | ) | (0.46 | ) | — | (0.81 | ) | 8.16 | (38.50 | )4 | 0.97 | 0.97 | 2.62 | 15 | 68 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 14.65 | 0.32 | 2 | 3.45 | 3.77 | (0.33 | ) | (3.77 | ) | — | (4.10 | ) | 14.32 | 27.43 | 7 | 0.97 | 0.96 | 2.04 | 25 | 92 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.17 | 0.30 | 2 | 3.25 | 3.55 | (0.34 | ) | (1.73 | ) | — | (2.07 | ) | 14.65 | 31.07 | 4 | 0.95 | 0.95 | 2.29 | 7 | 98 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflects a special dividend received by the Portfolio which amounted to $0.13, $0.12 and $0.13 for Series I, Series II and Series NAV. The percentage of average net assets was 1.41% for all Series. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown 5. Not Annualized. 6. Annualized. 7. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: $0.01 for Series I and less than $0.005 for Series II and Series NAV. The total returns excluding the payment from affiliates was 27.31%, 27.10% and 27.43% for Series I, Series II and Series NAV, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.61 | 0.08 | 2 | 1.14 | 1.22 | — | — | — | — | 17.83 | 7.34 | 3,4 | 0.82 | 5 | 0.82 | 5 | 0.86 | 5 | 226 | 17 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.72 | 0.14 | 2 | 2.90 | 3.04 | (0.15 | ) | — | — | (0.15 | ) | 16.61 | 22.22 | 3 | 0.83 | 0.83 | 0.94 | 218 | 43 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.84 | 0.14 | 2 | 3.89 | 4.03 | (0.15 | ) | — | — | (0.15 | ) | 13.72 | 41.18 | 3 | 0.84 | 0.84 | 1.29 | 191 | 70 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.36 | 0.16 | 2 | (7.09 | ) | (6.93 | ) | (0.16 | ) | (0.43 | ) | — | (0.59 | ) | 9.84 | (40.87 | )3 | 0.85 | 0.85 | 1.09 | 133 | 50 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 22.72 | 0.18 | 2 | 1.54 | 1.72 | (0.32 | ) | (6.76 | ) | — | (7.08 | ) | 17.36 | 8.22 | 3,6 | 0.83 | 0.83 | 0.80 | 273 | 73 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 21.89 | 0.18 | 2 | 3.95 | 4.13 | (0.09 | ) | (3.21 | ) | — | (3.30 | ) | 22.72 | 21.05 | 3 | 0.83 | 0.83 | 0.83 | 290 | 65 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.56 | 0.06 | 2 | 1.14 | 1.20 | — | — | — | — | 17.76 | 7.25 | 3,4 | 1.02 | 5 | 1.02 | 5 | 0.66 | 5 | 37 | 17 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.68 | 0.11 | 2 | 2.89 | 3.00 | (0.12 | ) | — | — | (0.12 | ) | 16.56 | 21.96 | 3 | 1.03 | 1.03 | 0.73 | 35 | 43 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.82 | 0.12 | 2 | 3.87 | 3.99 | (0.13 | ) | — | — | (0.13 | ) | 13.68 | 40.79 | 3 | 1.04 | 1.04 | 1.10 | 32 | 70 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.29 | 0.13 | 2 | (7.05 | ) | (6.92 | ) | (0.12 | ) | (0.43 | ) | — | (0.55 | ) | 9.82 | (40.96 | )3 | 1.05 | 1.05 | 0.88 | 27 | 50 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 22.62 | 0.13 | 2 | 1.54 | 1.67 | (0.24 | ) | (6.76 | ) | — | (7.00 | ) | 17.29 | 8.00 | 3,6 | 1.03 | 1.03 | 0.60 | 56 | 73 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 21.81 | 0.13 | 2 | 3.94 | 4.07 | (0.05 | ) | (3.21 | ) | — | (3.26 | ) | 22.62 | 20.80 | 3 | 1.03 | 1.03 | 0.64 | 59 | 65 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 16.59 | 0.08 | 2 | 1.14 | 1.22 | — | — | — | — | 17.81 | 7.35 | 3,4 | 0.77 | 5 | 0.77 | 5 | 0.92 | 5 | 24 | 17 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.70 | 0.14 | 2 | 2.91 | 3.05 | (0.16 | ) | — | — | (0.16 | ) | 16.59 | 22.31 | 3 | 0.78 | 0.78 | 0.98 | 22 | 43 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.83 | 0.15 | 2 | 3.88 | 4.03 | (0.16 | ) | — | — | (0.16 | ) | 13.70 | 41.19 | 3 | 0.79 | 0.79 | 1.33 | 17 | 70 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 17.35 | 0.17 | 2 | (7.09 | ) | (6.92 | ) | (0.17 | ) | (0.43 | ) | — | (0.60 | ) | 9.83 | (40.84 | )3 | 0.80 | 0.80 | 1.20 | 9 | 50 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 22.72 | 0.19 | 2 | 1.54 | 1.73 | (0.34 | ) | (6.76 | ) | — | (7.10 | ) | 17.35 | 8.26 | 3,6 | 0.78 | 0.78 | 0.86 | 11 | 73 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 21.90 | 0.19 | 2 | 3.94 | 4.13 | (0.10 | ) | (3.21 | ) | — | (3.31 | ) | 22.72 | 21.03 | 3 | 0.78 | 0.78 | 0.90 | 4 | 65 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding 3. Total returns would have been lower had certain expenses not been reduced during the periods shown 4. Not annualized 5. Annualized 6. Payments from Affiliates increased the end of period net asset value per share and the total return by the following amounts: $0.03, $0.03 and $0.02 for Series I, Series II and Series NAV, respectively. The total returns excluding the payment from affiliates was 8.03%, 7.82% and 8.14% for Series I, Series II and Series NAV, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Value & Restructuring Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.15 | 0.09 | 2 | 0.24 | 0.33 | — | — | — | — | 14.48 | 2.33 | 3,4 | 0.85 | 5 | 0.85 | 5 | 1.22 | 5 | 326 | 21 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.99 | 0.18 | 2 | 2.16 | 2.34 | (0.18 | ) | — | — | (0.18 | ) | 14.15 | 19.63 | 3 | 0.85 | 0.85 | 1.49 | 347 | 26 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.42 | 0.15 | 2 | 3.60 | 3.75 | (0.18 | ) | — | — | (0.18 | ) | 11.99 | 44.86 | 3 | 0.86 | 0.86 | 1.54 | 298 | 22 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 16.13 | 0.19 | 2 | (7.74 | ) | (7.55 | ) | (0.16 | ) | — | — | (0.16 | ) | 8.42 | (46.81 | )3 | 0.87 | 0.87 | 1.43 | 284 | 23 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 15.14 | 0.23 | 2,6 | 1.36 | 1.59 | (0.32 | ) | (0.28 | ) | — | (0.60 | ) | 16.13 | 10.56 | 3 | 0.86 | 0.85 | 1.40 | 444 | 22 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.31 | 0.17 | 2 | 1.74 | 1.91 | (0.04 | ) | (0.04 | ) | — | (0.08 | ) | 15.14 | 14.43 | 3 | 0.89 | 0.89 | 1.21 | 337 | 14 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflects special dividends received by the Portfolio which amounted to $0.07 and 0.42%, respectively. |
Notes to Financial Statements (Unaudited)
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alpha Opportunities Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 146,767,345 | $ | 137,045,293 | $ | 9,722,052 | — | ||||||||||||
Consumer Staples | 71,614,525 | 62,849,221 | 8,765,304 | — | |||||||||||||||
Energy | 89,765,408 | 75,798,292 | 13,967,116 | — | |||||||||||||||
Financials | 85,482,584 | 69,892,166 | 15,590,418 | — | |||||||||||||||
Health Care | 124,953,822 | 123,056,068 | 1,897,754 | — | |||||||||||||||
Industrials | 106,346,873 | 92,954,265 | 13,392,608 | — | |||||||||||||||
Information Technology | 201,003,028 | 195,208,009 | 5,795,019 | — | |||||||||||||||
Materials | 57,685,449 | 44,075,454 | 13,609,995 | — | |||||||||||||||
Telecommunication Services | 6,194,193 | 5,368,523 | 825,670 | — | |||||||||||||||
Utilities | 3,223,441 | 3,223,441 | — | — | |||||||||||||||
Investment Companies | |||||||||||||||||||
Financials | 3,535,352 | 3,535,352 | — | — |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alpha Opportunities Trust (continued) | |||||||||||||||||||
Securities Lending Collateral | $ | 91,899,635 | $ | 91,899,635 | — | — | |||||||||||||
Short-Term Investments | 49,000,000 | — | $ | 49,000,000 | — | ||||||||||||||
Total Investments in Securities | $ | 1,037,471,655 | $ | 904,905,719 | $ | 132,565,936 | — | ||||||||||||
Other Financial Instruments: | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | 101,326 | — | $ | 101,326 | — | |||||||||||||
Balanced Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 14,388,514 | $ | 11,889,584 | $ | 2,498,930 | — | ||||||||||||
Consumer Staples | 4,312,527 | 2,831,054 | 1,481,473 | — | |||||||||||||||
Energy | 8,820,857 | 8,092,476 | 728,381 | — | |||||||||||||||
Financials | 14,175,559 | 10,547,118 | 3,628,441 | — | |||||||||||||||
Health Care | 6,880,367 | 5,780,056 | 1,100,311 | — | |||||||||||||||
Industrials | 12,416,900 | 10,219,430 | 2,197,470 | — | |||||||||||||||
Information Technology | 13,574,049 | 12,025,182 | 1,423,139 | $ | 125,728 | ||||||||||||||
Materials | 4,728,452 | 3,390,689 | 1,337,763 | — | |||||||||||||||
Telecommunication Services | 2,953,551 | 2,058,224 | 895,327 | — | |||||||||||||||
Utilities | 3,265,150 | 2,776,946 | 488,204 | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Consumer Discretionary | 413,489 | 209,582 | 203,907 | — | |||||||||||||||
U.S. Government & Agency Obligations | 27,922,433 | — | 27,922,433 | — | |||||||||||||||
Foreign Government Obligations | 649,684 | — | 649,684 | — | |||||||||||||||
Corporate Bonds | 9,176,568 | — | 9,176,568 | — | |||||||||||||||
Municipal Bonds | 281,486 | — | 281,486 | — | |||||||||||||||
Collateralized Mortgage Obligations | 1,233,606 | — | 1,233,606 | — | |||||||||||||||
Asset Backed Securities | 728,288 | — | 728,288 | — | |||||||||||||||
Investment Companies | 15,945 | 15,945 | — | — | |||||||||||||||
Rights | 2,871 | — | 2,871 | — | |||||||||||||||
Securities Lending Collateral | 3,597,777 | 3,597,777 | — | — | |||||||||||||||
Short-Term Investments | 1,686,134 | 1,686,134 | — | — | |||||||||||||||
Total Investments in Securities | $ | 131,224,207 | $ | 75,120,197 | $ | 55,978,282 | $ | 125,728 | |||||||||||
Blue Chip Growth Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 394,291,030 | $ | 394,291,030 | — | — | |||||||||||||
Consumer Staples | 5,847,686 | 5,754,910 | $ | 92,776 | — | ||||||||||||||
Energy | 160,932,816 | 160,932,816 | — | — | |||||||||||||||
Financials | 172,193,323 | 171,890,150 | 303,173 | — | |||||||||||||||
Health Care | 150,757,339 | 150,757,339 | — | — | |||||||||||||||
Industrials | 314,711,843 | 314,711,843 | — | — | |||||||||||||||
Information Technology | 534,846,190 | 503,818,342 | 22,106,905 | $ | 8,920,943 | ||||||||||||||
Materials | 74,475,665 | 74,475,665 | — | — | |||||||||||||||
Telecommunication Services | 33,247,238 | 33,247,238 | — | — | |||||||||||||||
Securities Lending Collateral | 60,971,536 | 60,971,536 | — | — | |||||||||||||||
Short-Term Investments | 9,130,134 | 9,130,134 | — | — | |||||||||||||||
Total Investments in Securities | $ | 1,911,404,800 | $ | 1,879,981,003 | $ | 22,502,854 | $ | 8,920,943 | |||||||||||
Capital Appreciation Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 287,858,846 | $ | 260,092,264 | $ | 27,766,582 | — | ||||||||||||
Consumer Staples | 70,633,593 | 70,633,593 | — | — | |||||||||||||||
Energy | 68,776,426 | 68,776,426 | — | — | |||||||||||||||
Financials | 34,397,228 | 34,397,228 | — | — | |||||||||||||||
Health Care | 142,834,124 | 142,834,124 | — | — | |||||||||||||||
Industrials | 94,655,850 | 94,655,850 | — | — | |||||||||||||||
Information Technology | 381,285,522 | 378,382,227 | 2,903,295 | — | |||||||||||||||
Materials | 40,953,863 | 40,953,863 | — | — | |||||||||||||||
Telecommunication Services | 15,483,401 | 15,483,401 | — | — | |||||||||||||||
Securities Lending Collateral | 75,221,749 | 75,221,749 | — | — | |||||||||||||||
Total Investments in Securities | $ | 1,212,100,602 | $ | 1,181,430,725 | $ | 30,669,877 | — | ||||||||||||
Capital Appreciation Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 30,173,913 | $ | 30,173,913 | — | — | |||||||||||||
Consumer Staples | 37,493,473 | 37,493,473 | — | — | |||||||||||||||
Energy | 28,248,307 | 28,248,307 | — | — | |||||||||||||||
Financials | 39,456,695 | 36,451,317 | $ | 3,005,378 | — | ||||||||||||||
Health Care | 29,020,792 | 29,020,792 | — | — | |||||||||||||||
Industrials | 33,277,712 | 28,885,581 | 4,392,131 | — | |||||||||||||||
Information Technology | 38,640,777 | 38,640,777 | — | — | |||||||||||||||
Materials | 4,692,978 | 4,692,978 | — | — |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Value Trust (continued) | |||||||||||||||||||||||
Telecommunication Services | $ | 6,156,360 | $ | 6,156,360 | — | — | |||||||||||||||||
Utilities | 1,057,120 | 1,057,120 | — | — | |||||||||||||||||||
Preferred Securities | |||||||||||||||||||||||
Consumer Discretionary | 2,841,212 | 2,841,212 | — | — | |||||||||||||||||||
Consumer Staples | 433,250 | — | $ | 433,250 | — | ||||||||||||||||||
Financials | 1,866,394 | 1,866,394 | — | — | |||||||||||||||||||
Utilities | 719,321 | 719,321 | — | — | |||||||||||||||||||
Corporate Bonds | 18,678,251 | — | 18,678,251 | — | |||||||||||||||||||
Convertible Bonds | 8,028,269 | — | 8,028,269 | — | |||||||||||||||||||
Term Loans | 32,546,801 | — | 32,546,801 | — | |||||||||||||||||||
Securities Lending Collateral | 15,562,601 | 15,562,601 | — | — | |||||||||||||||||||
Short-Term Investments | 31,924,344 | 29,929,344 | 1,995,000 | — | |||||||||||||||||||
Total Investments in Securities | $ | 360,818,570 | $ | 291,739,490 | $ | 69,079,080 | — | ||||||||||||||||
Other Financial Instruments: | |||||||||||||||||||||||
Futures | $ | 492,727 | $ | 492,727 | — | — | |||||||||||||||||
Forward Foreign Currency Contracts | ($26,788 | ) | — | ($26,788 | ) | — | |||||||||||||||||
Written Options | ($660,204 | ) | ($660,204 | ) | — | — | |||||||||||||||||
Core Allocation Plus Trust | |||||||||||||||||||||||
Common Stocks | |||||||||||||||||||||||
Consumer Discretionary | $ | 22,386,458 | $ | 15,521,832 | $ | 6,864,626 | — | ||||||||||||||||
Consumer Staples | 10,289,939 | 9,107,740 | 1,182,199 | — | |||||||||||||||||||
Energy | 14,107,124 | 12,624,477 | 1,482,647 | — | |||||||||||||||||||
Financials | 18,646,126 | 14,527,337 | 4,118,789 | — | |||||||||||||||||||
Health Care | 17,975,385 | 16,199,529 | 1,775,856 | — | |||||||||||||||||||
Industrials | 19,294,976 | 14,168,968 | 5,126,008 | — | |||||||||||||||||||
Information Technology | 31,531,591 | 28,457,394 | 3,074,197 | — | |||||||||||||||||||
Materials | 6,653,217 | 4,517,576 | 2,135,641 | — | |||||||||||||||||||
Telecommunication Services | 4,938,619 | 2,846,299 | 2,092,320 | — | |||||||||||||||||||
Utilities | 3,614,706 | 3,253,697 | 361,009 | — | |||||||||||||||||||
U.S. Government & Agency Obligations | 27,658,707 | — | 27,658,707 | — | |||||||||||||||||||
Foreign Government Obligations | 705,425 | — | 705,425 | — | |||||||||||||||||||
Corporate Bonds | 38,399,458 | — | 38,399,458 | — | |||||||||||||||||||
Municipal Bonds | 2,484,600 | — | 2,484,600 | — | |||||||||||||||||||
Capital Preferred Securities | |||||||||||||||||||||||
Financials | 152,965 | — | 152,965 | — | |||||||||||||||||||
Collateralized Mortgage Obligations | 7,506,338 | — | 7,506,338 | — | |||||||||||||||||||
Asset Backed Securities | 639,413 | — | 639,413 | — | |||||||||||||||||||
Investment Companies | 224,349 | 224,349 | — | — | |||||||||||||||||||
Securities Lending Collateral | 16,051,678 | 16,051,678 | — | — | |||||||||||||||||||
Short-Term Investments | 47,600,000 | — | 47,600,000 | — | |||||||||||||||||||
Total Investments in Securities | $ | 290,861,074 | $ | 137,500,876 | $ | 153,360,198 | — | ||||||||||||||||
Other Financial Instruments: | |||||||||||||||||||||||
Futures | $ | 492,727 | $ | 492,727 | — | — | |||||||||||||||||
Forward Foreign Currency Contracts | ($26,788 | ) | — | ($26,788 | ) | — | |||||||||||||||||
Disciplined Diversification Trust | |||||||||||||||||||||||
Common Stocks | |||||||||||||||||||||||
Australia | $ | 6,204,431 | $ | 728,207 | $ | 5,476,224 | — | ||||||||||||||||
Austria | 453,367 | — | 453,367 | — | |||||||||||||||||||
Bahamas | 9,136 | 9,136 | — | — | |||||||||||||||||||
Belgium | 838,261 | 52,752 | 785,509 | — | |||||||||||||||||||
Bermuda | 1,396,849 | 1,231,420 | 165,429 | — | |||||||||||||||||||
Brazil | 3,242,301 | 3,242,301 | — | — | |||||||||||||||||||
Canada | 8,684,757 | 8,684,757 | — | — | |||||||||||||||||||
Cayman Islands | 268,695 | 245,728 | 22,967 | — | |||||||||||||||||||
Chile | 584,542 | 584,542 | — | — | |||||||||||||||||||
China | 2,911,333 | 337,635 | 2,573,698 | — | |||||||||||||||||||
Colombia | 73,917 | 73,917 | — | — | |||||||||||||||||||
Cyprus | 32,125 | 13,709 | 18,416 | — | |||||||||||||||||||
Czech Republic | 86,299 | — | 86,299 | — | |||||||||||||||||||
Denmark | 749,351 | 201,708 | 547,643 | — | |||||||||||||||||||
Egypt | 21,183 | 21,183 | — | — | |||||||||||||||||||
Finland | 1,116,022 | 51,360 | 1,064,662 | — | |||||||||||||||||||
France | 6,505,823 | 492,223 | 6,013,600 | — | |||||||||||||||||||
Germany | 6,061,926 | 1,041,350 | 5,020,576 | — | |||||||||||||||||||
Gibraltar | 18,901 | — | 18,901 | — | |||||||||||||||||||
Greece | 294,450 | 28,930 | 265,520 | — | |||||||||||||||||||
Guernsey, C.I. | 88,131 | 88,131 | — | — | |||||||||||||||||||
Hong Kong | 3,666,353 | 466,881 | 3,199,472 | — | |||||||||||||||||||
Hungary | 212,830 | 20,800 | 192,030 | — |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Disciplined Diversification Trust (continued) | |||||||||||||||||||
India | $ | 2,391,437 | $ | 349,212 | $ | 2,039,246 | $ | 2,979 | |||||||||||
Indonesia | 829,107 | 41,876 | 787,231 | — | |||||||||||||||
Ireland | 1,105,357 | 900,061 | 205,296 | — | |||||||||||||||
Israel | 526,388 | 275,778 | 250,610 | — | |||||||||||||||
Italy | 2,018,696 | 274,365 | 1,744,331 | — | |||||||||||||||
Japan | 15,467,371 | 1,117,163 | 14,350,208 | — | |||||||||||||||
Jersey, C.I. | 91,286 | 85,022 | 6,264 | — | |||||||||||||||
Luxembourg | 341,048 | 99,197 | 241,851 | — | |||||||||||||||
Macau | 41,642 | — | 41,642 | — | |||||||||||||||
Malaysia | 1,051,032 | — | 1,051,032 | — | |||||||||||||||
Marshall Islands | 4,512 | 4,512 | — | — | |||||||||||||||
Mexico | 1,372,995 | 1,340,087 | 32,908 | — | |||||||||||||||
Netherlands | 3,640,129 | 1,720,913 | 1,919,195 | 21 | |||||||||||||||
Netherlands Antilles | 12,741 | 12,741 | — | — | |||||||||||||||
New Zealand | 215,602 | — | 215,602 | — | |||||||||||||||
Norway | 720,380 | $ | 122,160 | 598,220 | — | ||||||||||||||
Papua New Guinea | 47,201 | — | 47,201 | — | |||||||||||||||
Peru | 117,324 | 98,106 | 19,218 | — | |||||||||||||||
Philippines | 223,630 | 10,808 | 212,822 | — | |||||||||||||||
Poland | 464,662 | — | 464,662 | — | |||||||||||||||
Portugal | 258,168 | — | 258,168 | — | |||||||||||||||
Puerto Rico | 50,240 | 50,240 | — | — | |||||||||||||||
Russia | 1,047,167 | 311,185 | 735,982 | — | |||||||||||||||
Singapore | 1,424,720 | — | 1,424,720 | — | |||||||||||||||
South Africa | 1,992,135 | 353,599 | 1,638,536 | — | |||||||||||||||
South Korea | 4,197,206 | 465,079 | 3,732,127 | — | |||||||||||||||
Spain | 2,458,507 | 766,101 | 1,692,406 | — | |||||||||||||||
Sweden | 2,490,018 | 35,950 | 2,454,068 | — | |||||||||||||||
Switzerland | 6,267,169 | 1,224,765 | 5,042,404 | — | |||||||||||||||
Taiwan | 3,336,434 | 109,733 | 3,226,701 | — | |||||||||||||||
Thailand | 518,363 | — | 518,363 | — | |||||||||||||||
Turkey | 460,736 | 23,035 | 437,701 | — | |||||||||||||||
Ukraine | 7,222 | — | 7,222 | — | |||||||||||||||
United Arab Emirates | 48,138 | — | 48,138 | — | |||||||||||||||
United Kingdom | 15,132,502 | 6,866,696 | 8,265,806 | — | |||||||||||||||
United States | 146,591,154 | 146,563,077 | 28,077 | — | |||||||||||||||
Virgin Islands | 31,504 | 31,504 | — | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Brazil | 556,641 | 556,641 | — | — | |||||||||||||||
Chile | 20,541 | 20,541 | — | — | |||||||||||||||
Germany | 81,702 | — | 81,702 | — | |||||||||||||||
U.S. Government & Agency Obligations | 107,416,663 | — | 107,416,663 | — | |||||||||||||||
Rights | 14,041 | 13,262 | 779 | — | |||||||||||||||
Warrants | 106 | 106 | — | — | |||||||||||||||
Securities Lending Collateral | 22,226,704 | 22,226,704 | — | — | |||||||||||||||
Short-Term Investments | 776,910 | 776,910 | — | — | |||||||||||||||
Total Investments in Securities | $ | 391,608,214 | $ | 204,463,799 | $ | 187,141,415 | $ | 3,000 | |||||||||||
Emerging Markets Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Bermuda | $ | 346,393 | $ | 346,393 | — | — | |||||||||||||
Brazil | 114,716,454 | 114,716,454 | — | — | |||||||||||||||
Chile | 24,314,658 | 24,314,658 | — | — | |||||||||||||||
China | 92,254,716 | 13,422,085 | $ | 78,603,286 | $ | 229,345 | |||||||||||||
Czech Republic | 2,854,153 | — | 2,854,153 | — | |||||||||||||||
Hong Kong | 56,731,352 | 3,322,476 | 53,408,876 | — | |||||||||||||||
Hungary | 664,536 | — | 664,536 | — | |||||||||||||||
India | 94,550,803 | 29,225,445 | 65,307,373 | 17,985 | |||||||||||||||
Indonesia | 22,602,098 | — | 22,482,457 | 119,641 | |||||||||||||||
Israel | 257,199 | — | 5 | 257,194 | |||||||||||||||
Luxembourg | 148,398 | — | 148,398 | — | |||||||||||||||
Malaysia | 44,159,695 | — | 44,159,695 | — | |||||||||||||||
Mexico | 68,586,217 | 68,586,217 | — | — | |||||||||||||||
Philippines | 5,645,533 | — | 5,645,533 | — | |||||||||||||||
Poland | 20,437,133 | — | 20,437,133 | — | |||||||||||||||
Russia | 54,404,982 | 3,197,102 | 51,207,880 | — | |||||||||||||||
South Africa | 92,841,572 | 20,492,876 | 72,348,696 | — | |||||||||||||||
South Korea | 160,112,252 | 45,474,106 | 114,570,161 | 67,985 | |||||||||||||||
Taiwan | 138,266,796 | 6,222,685 | 132,039,601 | 4,510 | |||||||||||||||
Thailand | 21,517,139 | — | 21,517,139 | — | |||||||||||||||
Turkey | 24,148,922 | — | 24,148,922 | — |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Emerging Markets Value Trust (continued) | |||||||||||||||||||
Preferred Securities | |||||||||||||||||||
Brazil | $ | 29,794,519 | $ | 29,794,519 | — | — | |||||||||||||
India | 45,054 | — | $ | 45,054 | — | ||||||||||||||
Malaysia | 136,896 | — | 136,896 | — | |||||||||||||||
Rights | 119,786 | — | 119,786 | — | |||||||||||||||
Warrants | 1,130 | — | 1,130 | — | |||||||||||||||
Securities Lending Collateral | 43,551,573 | 43,551,573 | — | — | |||||||||||||||
Short-Term Investments | 2,011,205 | 2,011,205 | — | — | |||||||||||||||
Total Investments in Securities | $ | 1,115,221,164 | $ | 404,677,794 | $ | 709,846,710 | $ | 696,660 | |||||||||||
Equity-Income Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 290,256,116 | $ | 283,549,826 | $ | 6,706,290 | — | ||||||||||||
Consumer Staples | 162,811,340 | 162,811,340 | — | — | |||||||||||||||
Energy | 284,270,191 | 284,270,191 | — | — | |||||||||||||||
Financials | 416,261,211 | 416,261,211 | — | — | |||||||||||||||
Health Care | 119,208,487 | 119,208,487 | — | — | |||||||||||||||
Industrials | 252,587,156 | 252,587,156 | — | — | |||||||||||||||
Information Technology | 147,363,122 | 147,363,122 | — | — | |||||||||||||||
Materials | 124,525,817 | 124,525,817 | — | — | |||||||||||||||
Telecommunication Services | 89,918,972 | 73,346,936 | 16,572,036 | — | |||||||||||||||
Utilities | 169,392,076 | 169,392,076 | — | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Consumer Discretionary | 15,326,293 | 15,326,293 | — | — | |||||||||||||||
Securities Lending Collateral | 101,281,867 | 101,281,867 | — | — | |||||||||||||||
Short-Term Investments | 86,111,759 | 86,111,759 | — | — | |||||||||||||||
Total Investments in Securities | $ | 2,259,314,407 | $ | 2,236,036,081 | $ | 23,278,326 | — | ||||||||||||
Financial Services Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 2,177,201 | $ | 2,177,201 | — | — | |||||||||||||
Consumer Staples | 3,412,265 | 3,412,265 | — | — | |||||||||||||||
Energy | 8,572,509 | 8,572,509 | — | — | |||||||||||||||
Financials | 136,670,365 | 100,004,402 | $ | 20,585,174 | $ | 16,080,789 | |||||||||||||
Industrials | 6,766,865 | 6,766,865 | — | — | |||||||||||||||
Information Technology | 5,412,207 | 5,412,207 | — | — | |||||||||||||||
Materials | 1,454,922 | 1,454,922 | — | — | |||||||||||||||
Securities Lending Collateral | 8,468,184 | 8,468,184 | — | — | |||||||||||||||
Short-Term Investments | 1,237,000 | — | 1,237,000 | — | |||||||||||||||
Total Investments in Securities | $ | 174,171,518 | $ | 136,268,555 | $ | 21,822,174 | $ | 16,080,789 | |||||||||||
Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 286,567,008 | $ | 286,567,008 | — | — | |||||||||||||
Consumer Staples | 112,355,406 | 95,681,790 | $ | 16,673,616 | — | ||||||||||||||
Energy | 119,861,737 | 119,861,737 | — | — | |||||||||||||||
Financials | 223,510,758 | 223,510,758 | — | — | |||||||||||||||
Health Care | 175,870,629 | 175,870,629 | — | — | |||||||||||||||
Industrials | 123,262,150 | 123,262,150 | — | — | |||||||||||||||
Information Technology | 288,805,415 | 288,805,415 | — | — | |||||||||||||||
Materials | 26,372,338 | 26,372,338 | — | — | |||||||||||||||
Short-Term Investments | 4,750,000 | — | 4,750,000 | — | |||||||||||||||
Total Investments in Securities | $ | 1,361,355,441 | $ | 1,339,931,825 | $ | 21,423,616 | — | ||||||||||||
Fundamental Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 99,323,636 | $ | 95,960,831 | $ | 3,362,805 | — | ||||||||||||
Consumer Staples | 277,376,054 | 252,521,780 | 24,854,274 | — | |||||||||||||||
Energy | 258,693,072 | 246,728,937 | 11,964,135 | — | |||||||||||||||
Financials | 486,607,217 | 435,575,140 | 51,032,077 | — | |||||||||||||||
Health Care | 207,825,237 | 190,526,517 | 17,298,720 | — | |||||||||||||||
Industrials | 96,832,875 | 54,733,731 | 42,099,144 | — | |||||||||||||||
Information Technology | 104,376,622 | 104,376,622 | — | — | |||||||||||||||
Materials | 113,233,091 | 88,329,178 | 24,903,913 | — | |||||||||||||||
Telecommunication Services | 4,960,193 | 4,960,193 | — | — | |||||||||||||||
Convertible Bonds | |||||||||||||||||||
Materials | 1,524,727 | — | 1,524,727 | — | |||||||||||||||
Commercial Paper | 64,072,277 | — | 64,072,277 | — | |||||||||||||||
Securities Lending Collateral | 114,214,576 | 114,214,576 | — | — | |||||||||||||||
Total Investments in Securities | $ | 1,829,039,577 | $ | 1,587,927,505 | $ | 241,112,072 | — |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Austria | $ | 3,733,151 | — | $ | 3,733,151 | — | |||||||||||||
Bermuda | 4,216,586 | $ | 4,216,586 | — | — | ||||||||||||||
Brazil | 6,181,412 | 6,181,412 | — | — | |||||||||||||||
China | 3,471,468 | 3,471,468 | — | — | |||||||||||||||
France | 54,232,660 | — | 54,232,660 | — | |||||||||||||||
Germany | 35,924,523 | — | 35,924,523 | — | |||||||||||||||
Hong Kong | 13,531,778 | — | 13,531,778 | — | |||||||||||||||
India | 4,100,774 | 4,100,774 | — | — | |||||||||||||||
Ireland | 20,094,642 | 12,820,334 | 7,274,308 | — | |||||||||||||||
Italy | 14,572,078 | — | 14,572,078 | — | |||||||||||||||
Japan | 31,019,276 | — | 31,019,276 | — | |||||||||||||||
Netherlands | 40,066,454 | — | 40,066,454 | — | |||||||||||||||
Norway | 4,417,948 | — | 4,417,948 | — | |||||||||||||||
Russia | 4,693,496 | 2,581,170 | 2,112,326 | — | |||||||||||||||
Singapore | 19,753,502 | 3,995,551 | 15,757,951 | — | |||||||||||||||
South Korea | 17,795,516 | 6,735,402 | 11,060,114 | — | |||||||||||||||
Spain | 9,355,732 | — | 9,355,732 | — | |||||||||||||||
Sweden | 6,142,122 | — | 6,142,122 | — | |||||||||||||||
Switzerland | 65,402,497 | 20,456,340 | 44,946,157 | — | |||||||||||||||
Taiwan | 8,300,316 | — | 8,300,316 | — | |||||||||||||||
Turkey | 5,179,488 | 5,179,488 | — | — | |||||||||||||||
United Kingdom | 80,688,863 | — | 80,688,863 | — | |||||||||||||||
United States | 227,218,667 | 227,218,667 | — | — | |||||||||||||||
Securities Lending Collateral | 21,523,332 | 21,523,332 | — | — | |||||||||||||||
Short-Term Investments | 9,600,000 | — | 9,600,000 | — | |||||||||||||||
Total Investments in Securities | $ | 711,216,281 | $ | 318,480,524 | $ | 392,735,757 | — | ||||||||||||
Health Sciences Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Staples | $ | 1,386,561 | $ | 1,386,561 | — | — | |||||||||||||
Health Care | 163,788,527 | 151,435,954 | $ | 12,352,573 | — | ||||||||||||||
Information Technology | 2,776,149 | 2,776,149 | — | — | |||||||||||||||
Materials | 1,349,244 | 1,349,244 | — | — | |||||||||||||||
Total Common Stocks | 169,300,481 | 156,947,908 | 12,352,573 | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Health Care | 113,098 | — | 113,098 | — | |||||||||||||||
Convertible Bonds | |||||||||||||||||||
Health Care | 55,770 | — | 55,770 | — | |||||||||||||||
Warrants | 71,395 | — | 71,395 | — | |||||||||||||||
Short-Term Investments | 2,738,063 | 2,738,063 | — | — | |||||||||||||||
Total Investments in Securities | $ | 172,278,807 | $ | 159,685,971 | $ | 12,592,836 | — | ||||||||||||
Other Financial Instruments: | |||||||||||||||||||
Written Options | ($2,718,996 | ) | ($2,718,996 | ) | — | — | |||||||||||||
Heritage Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 30,140,754 | $ | 30,140,754 | — | — | |||||||||||||
Consumer Staples | 9,339,569 | 9,339,569 | — | — | |||||||||||||||
Energy | 13,242,811 | 13,242,811 | — | — | |||||||||||||||
Financials | 6,082,105 | 6,082,105 | — | — | |||||||||||||||
Health Care | 20,490,068 | 19,737,603 | $ | 752,465 | — | ||||||||||||||
Industrials | 24,793,515 | 24,793,515 | — | — | |||||||||||||||
Information Technology | 30,479,207 | 29,632,754 | 846,453 | — | |||||||||||||||
Materials | 7,635,952 | 7,635,952 | — | — | |||||||||||||||
Telecommunication Services | 2,168,717 | 2,168,717 | — | — | |||||||||||||||
Utilities | 1,106,560 | 1,106,560 | — | — | |||||||||||||||
Securities Lending Collateral | 18,209,282 | 18,209,282 | — | — | |||||||||||||||
Total Investments in Securities | $ | 163,688,540 | $ | 162,089,622 | $ | 1,598,918 | — | ||||||||||||
Other Financial Instruments: | |||||||||||||||||||
Forward Foreign Currency Contracts | ($11,846 | ) | — | ($11,846 | ) | — | |||||||||||||
International Core Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Australia | $ | 39,045,433 | — | $ | 39,045,433 | — | |||||||||||||
Austria | 5,283,634 | — | 5,283,634 | — | |||||||||||||||
Belgium | 6,058,274 | — | 6,058,274 | — | |||||||||||||||
Bermuda | 275,406 | — | 275,406 | — | |||||||||||||||
Canada | 19,907,152 | $ | 19,907,152 | — | — | ||||||||||||||
Denmark | 10,475,181 | — | 10,475,181 | — | |||||||||||||||
Finland | 7,086,728 | — | 7,086,728 | — |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Core Trust (continued) | |||||||||||||||||||
France | $ | 98,517,957 | — | $ | 98,517,957 | — | |||||||||||||
Germany | 63,279,759 | — | 63,279,759 | — | |||||||||||||||
Greece | 3,497,346 | — | 3,497,346 | — | |||||||||||||||
Hong Kong | 12,853,402 | — | 12,853,402 | — | |||||||||||||||
Ireland | 7,550,193 | — | 7,550,193 | — | |||||||||||||||
Israel | 2,587,786 | — | 2,587,786 | — | |||||||||||||||
Italy | 47,429,158 | — | 47,429,155 | $ | 3 | ||||||||||||||
Japan | 187,781,507 | — | 187,780,725 | 782 | |||||||||||||||
Netherlands | 34,922,886 | — | 34,922,886 | — | |||||||||||||||
New Zealand | 3,727,891 | — | 3,727,891 | — | |||||||||||||||
Portugal | 497,393 | — | 497,393 | — | |||||||||||||||
Singapore | 16,871,453 | — | 16,871,453 | — | |||||||||||||||
Spain | 25,889,417 | — | 25,889,417 | — | |||||||||||||||
Sweden | 19,600,301 | — | 19,600,301 | — | |||||||||||||||
Switzerland | 43,137,926 | — | 43,137,926 | — | |||||||||||||||
United Kingdom | 133,353,624 | — | 133,353,624 | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Germany | 11,210,642 | — | 11,210,642 | — | |||||||||||||||
Rights | 249,148 | $ | 249,148 | — | — | ||||||||||||||
Securities Lending Collateral | 32,583,175 | 32,583,175 | — | — | |||||||||||||||
Short-Term Investments | 15,354,082 | 15,354,082 | — | — | |||||||||||||||
Total Investments in Securities | $ | 849,026,854 | $ | 68,093,557 | $ | 780,932,512 | $ | 785 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | $ | 516,006 | $ | 516,006 | — | — | |||||||||||||
Forward Foreign Currency Contracts | ($592,892 | ) | — | ($592,892 | ) | — | |||||||||||||
International Growth Stock Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Australia | $ | 12,290,242 | — | $ | 12,290,242 | — | |||||||||||||
Belgium | 2,869,045 | — | 2,869,045 | — | |||||||||||||||
Brazil | 4,324,114 | $ | 4,324,114 | — | — | ||||||||||||||
Canada | 11,200,161 | 11,200,161 | — | — | |||||||||||||||
China | 2,767,981 | — | 2,767,981 | — | |||||||||||||||
Denmark | 3,113,645 | — | 3,113,645 | — | |||||||||||||||
France | 13,470,001 | — | 13,470,001 | — | |||||||||||||||
Germany | 10,409,515 | — | 10,409,515 | — | |||||||||||||||
Hong Kong | 2,795,740 | — | 2,795,740 | — | |||||||||||||||
India | 2,245,804 | 2,245,804 | — | — | |||||||||||||||
Ireland | 4,308,471 | — | 4,308,471 | — | |||||||||||||||
Israel | 3,050,976 | 3,050,976 | — | — | |||||||||||||||
Japan | 18,440,870 | — | 18,440,870 | — | |||||||||||||||
Mexico | 5,540,426 | �� | 5,540,426 | — | — | ||||||||||||||
Netherlands | 7,007,032 | 672,133 | 6,334,899 | — | |||||||||||||||
Russia | 2,112,458 | — | 2,112,458 | — | |||||||||||||||
Singapore | 5,031,890 | — | 5,031,890 | — | |||||||||||||||
South Korea | 5,419,648 | — | 5,419,648 | — | |||||||||||||||
Sweden | 6,769,079 | — | 6,769,079 | — | |||||||||||||||
Switzerland | 16,474,765 | — | 16,474,765 | — | |||||||||||||||
Taiwan | 3,756,488 | — | 3,756,488 | — | |||||||||||||||
Turkey | 1,183,097 | — | 1,183,097 | — | |||||||||||||||
United Kingdom | 27,804,614 | — | 27,804,614 | — | |||||||||||||||
Short-Term Investments | 13,245,106 | 13,245,106 | — | — | |||||||||||||||
Total Investments in Securities | $ | 185,631,168 | $ | 40,278,720 | $ | 145,352,448 | — | ||||||||||||
International Opportunities Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Argentina | $ | 9,186,896 | $ | 9,186,896 | — | — | |||||||||||||
Belgium | 7,187,138 | — | $ | 7,187,138 | — | ||||||||||||||
Brazil | 29,248,902 | 29,248,902 | — | — | |||||||||||||||
Canada | 24,624,279 | 24,624,279 | — | — | |||||||||||||||
China | 21,035,572 | 15,739,209 | 5,296,363 | — | |||||||||||||||
Denmark | 15,247,939 | — | 15,247,939 | — | |||||||||||||||
France | 23,635,137 | — | 23,635,137 | — | |||||||||||||||
Germany | 39,654,971 | — | 39,654,971 | — | |||||||||||||||
Hong Kong | 34,794,386 | — | 34,794,386 | — | |||||||||||||||
India | 7,910,875 | 7,910,875 | — | — | |||||||||||||||
Ireland | 788,464 | — | 788,464 | — | |||||||||||||||
Japan | 75,238,346 | — | 75,238,346 | — | |||||||||||||||
Luxembourg | 8,148,214 | 8,148,214 | — | — | |||||||||||||||
Netherlands | 30,710,010 | 18,493,359 | 12,216,651 | — |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Opportunities Trust (continued) | |||||||||||||||||||
Singapore | $ | 9,562,614 | — | $ | 9,562,614 | — | |||||||||||||
Spain | 15,298,995 | — | 15,298,995 | — | |||||||||||||||
Switzerland | 52,347,154 | — | 52,347,154 | — | |||||||||||||||
Taiwan | 9,340,076 | $ | 9,340,076 | — | — | ||||||||||||||
United Kingdom | 42,143,362 | — | 42,143,362 | — | |||||||||||||||
United States | 10,645,724 | 10,645,724 | — | — | |||||||||||||||
Rights | 57,361 | 57,361 | — | — | |||||||||||||||
Short-Term Investments | 16,905,787 | 16,905,787 | — | — | |||||||||||||||
Total Investments in Securities | $ | 483,712,202 | $ | 150,300,682 | $ | 333,411,520 | — | ||||||||||||
Other Financial Instruments: | |||||||||||||||||||
Forward Foreign Currency Contracts | ($2,362,834 | ) | — | ($2,362,834 | ) | — | |||||||||||||
International Small Company Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Australia | $ | 10,448,109 | $ | 222,231 | $ | 10,222,631 | $ | 3,247 | |||||||||||
Austria | 1,035,408 | — | 1,035,408 | — | |||||||||||||||
Belgium | 1,750,094 | — | 1,750,094 | — | |||||||||||||||
Bermuda | 820,244 | 195,926 | 624,318 | — | |||||||||||||||
Canada | 14,926,622 | 14,893,502 | 33,096 | 24 | |||||||||||||||
Cayman Islands | 8,096 | — | 8,096 | — | |||||||||||||||
China | 122,076 | — | 122,076 | — | |||||||||||||||
Cyprus | 105,824 | — | 105,824 | — | |||||||||||||||
Denmark | 1,196,031 | — | 1,196,031 | — | |||||||||||||||
Finland | 3,543,005 | — | 3,543,005 | — | |||||||||||||||
France | 5,723,464 | — | 5,723,464 | — | |||||||||||||||
Germany | 7,169,857 | — | 7,169,857 | — | |||||||||||||||
Gibraltar | 178,900 | — | 178,900 | — | |||||||||||||||
Greece | 1,253,252 | — | 1,253,252 | — | |||||||||||||||
Hong Kong | 3,439,596 | — | 3,381,652 | 57,944 | |||||||||||||||
Ireland | 1,262,961 | — | 1,262,961 | — | |||||||||||||||
Israel | 945,176 | 126,242 | 818,934 | — | |||||||||||||||
Italy | 3,855,465 | — | 3,855,465 | — | |||||||||||||||
Japan | 27,675,826 | — | 27,675,826 | — | |||||||||||||||
Jersey, C.I. | 2,470 | — | 2,470 | — | |||||||||||||||
Liechtenstein | 186,701 | — | 186,701 | — | |||||||||||||||
Luxembourg | 130,670 | — | 130,670 | — | |||||||||||||||
Malaysia | 39,091 | — | 39,091 | — | |||||||||||||||
Netherlands | 2,513,880 | — | 2,513,880 | — | |||||||||||||||
New Zealand | 922,462 | — | 922,462 | — | |||||||||||||||
Norway | 1,428,935 | — | 1,428,935 | — | |||||||||||||||
Papua New Guinea | 15,396 | — | 15,396 | — | |||||||||||||||
Peru | 122,399 | — | 122,399 | — | |||||||||||||||
Portugal | 497,347 | — | 497,347 | — | |||||||||||||||
Singapore | 1,744,575 | — | 1,744,575 | — | |||||||||||||||
South Africa | 77,383 | 77,383 | — | — | |||||||||||||||
Spain | 2,679,264 | — | 2,679,264 | — | |||||||||||||||
Sweden | 3,622,723 | — | 3,622,723 | — | |||||||||||||||
Switzerland | 6,871,628 | — | 6,871,628 | — | |||||||||||||||
Taiwan | — | — | — | — | |||||||||||||||
United Arab Emirates | 205,667 | — | 205,667 | — | |||||||||||||||
United Kingdom | 22,516,935 | — | 22,516,935 | — | |||||||||||||||
United States | 519,093 | 519,093 | — | — | |||||||||||||||
Convertible Bonds | |||||||||||||||||||
Spain | 7,384 | — | 7,384 | — | |||||||||||||||
Short-Term Investments | 273,069 | 273,069 | — | — | |||||||||||||||
Total Investments in Securities | $ | 133,271,369 | $ | 19,737,673 | $ | 113,472,481 | $ | 61,215 | |||||||||||
International Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Australia | $ | 10,703,139 | — | $ | 10,703,139 | — | |||||||||||||
Austria | 9,374,398 | — | 9,374,398 | — | |||||||||||||||
Bermuda | 5,300,762 | $ | 5,300,762 | — | — | ||||||||||||||
Brazil | 4,350,950 | 4,350,950 | — | — | |||||||||||||||
Canada | 11,277,394 | 11,277,394 | — | — | |||||||||||||||
China | 9,800,924 | — | 9,800,924 | — | |||||||||||||||
Denmark | 12,998,951 | — | 12,998,951 | — | |||||||||||||||
France | 120,804,827 | — | 120,804,827 | — | |||||||||||||||
Germany | 75,443,653 | — | 75,443,653 | — | |||||||||||||||
Hong Kong | 8,933,984 | — | 8,933,984 | — | |||||||||||||||
India | 4,256,253 | — | 4,256,253 | — | |||||||||||||||
Ireland | 16,672,759 | 7,366,850 | 9,305,909 | — |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Value Trust (continued) | |||||||||||||||||||
Italy | $ | 23,415,449 | — | $ | 23,415,449 | — | |||||||||||||
Japan | 86,605,193 | — | 86,605,193 | — | |||||||||||||||
Netherlands | 88,892,842 | — | 88,892,842 | — | |||||||||||||||
Norway | 45,498,013 | — | 45,498,013 | — | |||||||||||||||
Russia | 16,159,674 | $ | 16,092,300 | 67,374 | — | ||||||||||||||
Singapore | 37,354,830 | 13,750,484 | 23,604,346 | — | |||||||||||||||
South Korea | 63,750,722 | 22,953,703 | 40,797,019 | — | |||||||||||||||
Spain | 31,438,750 | — | 31,438,750 | — | |||||||||||||||
Sweden | 9,442,916 | — | 9,442,916 | — | |||||||||||||||
Switzerland | 104,045,962 | 2,516,430 | 101,529,532 | — | |||||||||||||||
Taiwan | 65,239,346 | — | 65,239,346 | — | |||||||||||||||
United Kingdom | 193,064,640 | — | 193,064,640 | — | |||||||||||||||
Securities Lending Collateral | 20,660,412 | 20,660,412 | — | — | |||||||||||||||
Short-Term Investments | 24,700,000 | — | 24,700,000 | — | |||||||||||||||
Total Investments in Securities | $ | 1,100,186,743 | $ | 104,269,285 | $ | 995,917,458 | — | ||||||||||||
Mid Cap Stock Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 210,399,872 | $ | 199,464,712 | $ | 10,935,160 | — | ||||||||||||
Consumer Staples | 48,050,959 | 48,050,959 | — | — | |||||||||||||||
Energy | 74,958,605 | 61,135,347 | 13,823,258 | — | |||||||||||||||
Financials | 14,155,714 | 8,406,030 | 5,749,684 | — | |||||||||||||||
Health Care | 118,707,281 | 118,707,281 | — | — | |||||||||||||||
Industrials | 120,450,357 | 110,857,519 | 9,592,838 | — | |||||||||||||||
Information Technology | 218,930,566 | 215,257,054 | 3,673,512 | — | |||||||||||||||
Materials | 27,045,507 | 27,045,507 | — | — | |||||||||||||||
Telecommunication Services | 3,152,872 | 3,152,872 | — | — | |||||||||||||||
Securities Lending Collateral | 145,734,263 | 145,734,263 | — | — | |||||||||||||||
Short-Term Investments | 10,200,000 | — | 10,200,000 | — | |||||||||||||||
Total Investments in Securities | $ | 991,785,996 | $ | 937,811,544 | $ | 53,974,452 | — | ||||||||||||
Mid Cap Value Equity Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 18,255,260 | $ | 18,255,260 | — | — | |||||||||||||
Consumer Staples | 4,494,045 | 4,494,045 | — | — | |||||||||||||||
Energy | 14,234,524 | 14,234,524 | — | — | |||||||||||||||
Financials | 22,801,778 | 22,801,778 | — | — | |||||||||||||||
Health Care | 15,642,758 | 15,642,758 | — | — | |||||||||||||||
Industrials | 23,572,658 | 23,572,658 | — | — | |||||||||||||||
Information Technology | 10,697,214 | 10,697,214 | — | — | |||||||||||||||
Materials | 11,468,114 | 11,468,114 | — | — | |||||||||||||||
Telecommunication Services | 3,440,100 | 3,440,100 | — | — | |||||||||||||||
Utilities | 8,622,752 | 8,622,752 | — | — | |||||||||||||||
Total Common Stocks | 133,229,204 | 133,229,204 | — | — | |||||||||||||||
Convertible Bonds | |||||||||||||||||||
Materials | 230,670 | — | $ | 230,670 | — | ||||||||||||||
Securities Lending Collateral | 20,468,094 | 20,468,094 | — | — | |||||||||||||||
Short-Term Investments | 6,995,000 | — | 6,995,000 | — | |||||||||||||||
Total Investments in Securities | $ | 160,922,967 | $ | 153,697,297 | $ | 7,225,670 | — | ||||||||||||
Mid Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 121,941,999 | $ | 119,089,121 | $ | 2,852,878 | — | ||||||||||||
Consumer Staples | 59,471,576 | 59,471,576 | — | — | |||||||||||||||
Energy | 73,666,830 | 73,666,830 | — | — | |||||||||||||||
Financials | 184,255,041 | 184,255,041 | — | — | |||||||||||||||
Health Care | 49,414,713 | 49,414,713 | — | — | |||||||||||||||
Industrials | 73,523,827 | 73,523,827 | — | — | |||||||||||||||
Information Technology | 56,651,088 | 56,651,088 | — | — | |||||||||||||||
Materials | 53,759,038 | 53,759,038 | — | — | |||||||||||||||
Telecommunication Services | 10,629,595 | 10,629,595 | — | — | |||||||||||||||
Utilities | 73,461,668 | 73,461,668 | — | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Financials | 1,244,608 | — | 1,244,608 | — | |||||||||||||||
Utilities | 838,500 | 838,500 | — | — | |||||||||||||||
Convertible Bonds | |||||||||||||||||||
Financials | 1,399,881 | — | 1,399,881 | — | |||||||||||||||
Industrials | 2,834,894 | — | 2,834,894 | — | |||||||||||||||
Telecommunication Services | 5,171,400 | — | 5,171,400 | — | |||||||||||||||
Securities Lending Collateral | 167,597,452 | 167,597,452 | — | — |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mid Value Trust (continued) | |||||||||||||||||||
Short-Term Investments | $ | 45,397,110 | $ | 45,397,110 | — | — | |||||||||||||
Total Investments in Securities | $ | 981,259,220 | $ | 967,755,559 | $ | 13,503,661 | — | ||||||||||||
Mutual Shares Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Australia | $ | 2,295,065 | — | $ | 2,283,589 | $ | 11,476 | ||||||||||||
Canada | 2,810,342 | $ | 2,810,342 | — | — | ||||||||||||||
Denmark | 7,351,306 | — | 7,351,306 | — | |||||||||||||||
France | 16,460,163 | — | 16,460,163 | — | |||||||||||||||
Germany | 32,439,117 | — | 32,439,117 | — | |||||||||||||||
Israel | 2,464,524 | 2,464,524 | — | — | |||||||||||||||
Japan | 3,646,270 | — | 3,646,270 | — | |||||||||||||||
Netherlands | 14,997,534 | — | 14,997,534 | — | |||||||||||||||
Norway | 3,191,558 | — | 3,191,558 | — | |||||||||||||||
Spain | 6,657,000 | — | 6,657,000 | — | |||||||||||||||
Switzerland | 44,083,198 | 19,452,560 | 24,630,638 | — | |||||||||||||||
United Kingdom | 59,390,515 | 2,367,479 | 54,370,088 | 2,652,948 | |||||||||||||||
United States | 392,313,488 | 390,810,647 | 1,199,906 | 302,935 | |||||||||||||||
Corporate Bonds | |||||||||||||||||||
Canada | 1,297,653 | — | 1,297,653 | — | |||||||||||||||
United States | 2,130,405 | — | 2,130,405 | — | |||||||||||||||
Term Loans | 18,102,322 | — | 18,102,322 | — | |||||||||||||||
Rights | 219,300 | 219,300 | — | — | |||||||||||||||
Securities Lending Collateral | 42,622,105 | 42,622,105 | — | — | |||||||||||||||
Short-Term Investments | 39,128,089 | — | 39,128,089 | — | |||||||||||||||
Total Investments in Securities | $ | 691,599,954 | $ | 460,746,957 | $ | 227,885,638 | $ | 2,967,359 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Forward Foreign Currency Contracts | ($316,930 | ) | — | ($316,930 | ) | — | |||||||||||||
Natural Resources Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Energy | $ | 154,193,505 | $ | 124,211,263 | $ | 29,982,242 | — | ||||||||||||
Industrials | 4,777,484 | — | 4,777,484 | — | |||||||||||||||
Materials | 108,773,008 | 43,943,768 | 64,829,240 | — | |||||||||||||||
Utilities | 1,990,284 | — | 1,990,284 | — | |||||||||||||||
Securities Lending Collateral | 26,009,465 | 26,009,465 | — | — | |||||||||||||||
Short-Term Investments | 4,500,000 | — | 4,500,000 | — | |||||||||||||||
Total Investments in Securities | $ | 303,389,181 | $ | 194,164,496 | $ | 109,224,685 | — | ||||||||||||
Science & Technology Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 31,066,656 | $ | 31,066,656 | — | — | |||||||||||||
Health Care | 7,731,794 | 7,731,794 | — | — | |||||||||||||||
Industrials | 4,849,481 | 4,686,806 | $ | 162,675 | — | ||||||||||||||
Information Technology | 376,583,232 | 341,762,154 | 32,928,208 | $ | 1,892,870 | ||||||||||||||
Materials | 3,261,160 | 3,101,164 | 159,996 | — | |||||||||||||||
Telecommunication Services | 1,216,525 | — | 1,216,525 | — | |||||||||||||||
Preferred Securities | �� | ||||||||||||||||||
Information Technology | 2,585,787 | — | 471,099 | 2,114,688 | |||||||||||||||
Securities Lending Collateral | 20,974,735 | 20,974,735 | — | — | |||||||||||||||
Short-Term Investments | 18,251,280 | 5,618,280 | 12,633,000 | — | |||||||||||||||
Total Investments in Securities | $ | 466,520,650 | $ | 414,941,589 | $ | 47,571,503 | $ | 4,007,558 | |||||||||||
Small Cap Growth Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 81,618,971 | $ | 77,334,904 | $ | 4,284,067 | — | ||||||||||||
Consumer Staples | 16,642,981 | 16,642,981 | — | — | |||||||||||||||
Energy | 27,276,780 | 27,276,780 | — | — | |||||||||||||||
Financials | 11,770,412 | 8,421,604 | 3,348,808 | — | |||||||||||||||
Health Care | 85,109,669 | 85,109,669 | — | — | |||||||||||||||
Industrials | 93,851,471 | 93,851,471 | — | — | |||||||||||||||
Information Technology | 128,114,805 | 128,114,805 | — | — | |||||||||||||||
Materials | 8,547,857 | 8,547,857 | — | — | |||||||||||||||
Telecommunication Services | $ | 2,736,053 | $ | 2,736,053 | — | — | |||||||||||||
Securities Lending Collateral | 86,347,865 | 86,347,865 | — | — | |||||||||||||||
Short-Term Investments | 12,900,000 | — | $ | 12,900,000 | — | ||||||||||||||
Total Investments in Securities | $ | 554,916,864 | $ | 534,383,989 | $ | 20,532,875 | — | ||||||||||||
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Small Cap Opportunities Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 29,097,233 | $ | 29,097,233 | — | — | |||||||||||||
Consumer Staples | 7,752,488 | 7,744,826 | — | $ | 7,662 | ||||||||||||||
Energy | 17,498,840 | 17,498,840 | — | — | |||||||||||||||
Financials | 32,203,990 | 32,203,990 | — | — | |||||||||||||||
Health Care | 19,655,671 | 19,655,671 | — | — | |||||||||||||||
Industrials | 29,241,149 | 29,241,149 | — | — | |||||||||||||||
Information Technology | 25,998,277 | 25,998,277 | — | — | |||||||||||||||
Materials | 13,921,410 | 13,921,410 | — | — | |||||||||||||||
Telecommunication Services | 1,439,310 | 1,439,310 | — | — | |||||||||||||||
Utilities | 1,091,171 | 1,091,171 | — | — | |||||||||||||||
Securities Lending Collateral | 20,170,041 | 20,170,041 | — | — | |||||||||||||||
Short-Term Investments | 2,538,358 | 2,538,358 | — | — | |||||||||||||||
Total Investments in Securities | $ | 200,607,938 | $ | 200,600,276 | — | $ | 7,662 | ||||||||||||
Small Company Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 47,503,286 | $ | 47,503,286 | — | — | |||||||||||||
Consumer Staples | 3,604,796 | 3,604,796 | — | — | |||||||||||||||
Energy | 26,982,790 | 26,982,790 | — | — | |||||||||||||||
Financials | 84,437,348 | 84,437,348 | — | — | |||||||||||||||
Health Care | 24,237,378 | 24,237,378 | — | — | |||||||||||||||
Industrials | 106,037,703 | 106,037,703 | — | — | |||||||||||||||
Information Technology | 42,924,853 | 42,924,853 | — | — | |||||||||||||||
Materials | 44,644,559 | 44,644,559 | — | — | |||||||||||||||
Telecommunication Services | 1,720,488 | 1,720,488 | — | — | |||||||||||||||
Utilities | 17,647,836 | 17,647,836 | — | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Financials | 5,497,763 | — | $ | 5,497,763 | — | ||||||||||||||
Securities Lending Collateral | 111,194,257 | 111,194,257 | — | — | |||||||||||||||
Short-Term Investments | 7,463,805 | 7,463,805 | — | — | |||||||||||||||
Total Investments in Securities | $ | 525,924,385 | $ | 520,426,622 | $ | 5,497,763 | — | ||||||||||||
Smaller Company Growth Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 31,315,193 | $ | 31,311,318 | — | $ | 3,875 | ||||||||||||
Consumer Staples | 3,795,967 | 3,795,967 | — | — | |||||||||||||||
Energy | 19,634,590 | 19,634,590 | — | — | |||||||||||||||
Financials | 13,313,181 | 13,313,181 | — | — | |||||||||||||||
Health Care | 39,191,600 | 39,190,871 | — | 729 | |||||||||||||||
Industrials | 56,650,466 | 56,650,466 | — | — | |||||||||||||||
Information Technology | 64,179,803 | 64,179,803 | — | — | |||||||||||||||
Materials | 7,005,252 | 7,005,252 | — | — | |||||||||||||||
Telecommunication Services | 9,792,638 | 9,792,638 | — | — | |||||||||||||||
Utilities | 562,898 | 562,898 | — | — | |||||||||||||||
Corporate Bonds | |||||||||||||||||||
Financials | 267 | — | $ | 267 | — | ||||||||||||||
Investment Companies | |||||||||||||||||||
Financials | 1,015,843 | 1,015,843 | — | �� | — | ||||||||||||||
Securities Lending Collateral | 37,416,779 | 37,416,779 | — | — | |||||||||||||||
Short-Term Investments | 4,720,691 | 631,691 | 4,089,000 | — | |||||||||||||||
Total Investments in Securities | $ | 288,595,168 | $ | 284,501,297 | $ | 4,089,267 | $ | 4,604 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | $ | 27,909 | $ | 27,909 | — | — | |||||||||||||
Utilities Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 16,506,569 | $ | 15,989,483 | $ | 517,086 | — | ||||||||||||
Energy | 28,628,871 | 28,628,871 | — | — | |||||||||||||||
Financials | 799,013 | — | 799,013 | — | |||||||||||||||
Telecommunication Services | 41,164,784 | 24,410,647 | 16,754,137 | — | |||||||||||||||
Utilities | 98,583,741 | 71,501,652 | 27,082,089 | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Utilities | 8,862,177 | 8,862,177 | — | — | |||||||||||||||
Corporate Bonds | |||||||||||||||||||
Utilities | 590,425 | — | 590,425 | — | |||||||||||||||
Convertible Bonds | |||||||||||||||||||
Consumer Discretionary | 1,266,435 | — | 1,266,435 | — | |||||||||||||||
Telecommunication Services | 705,458 | — | 705,458 | — | |||||||||||||||
Securities Lending Collateral | 34,161,955 | 34,161,955 | — | — | |||||||||||||||
Total Investments in Securities | $ | 231,269,428 | $ | 183,554,785 | $ | 47,714,643 | — |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Utilities Trust (continued) | |||||||||||||||||||
Other Financial Instruments: | |||||||||||||||||||
Forward Foreign Currency Contracts | ($224,776 | ) | — | ($224,776 | ) | — | |||||||||||||
Value & Restructuring Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 14,673,002 | $ | 14,673,002 | — | — | |||||||||||||
Consumer Staples | 17,918,227 | 17,918,227 | — | — | |||||||||||||||
Energy | 74,188,616 | 74,188,616 | — | — | |||||||||||||||
Financials | 44,015,713 | 41,291,281 | $ | 2,724,432 | — | ||||||||||||||
Health Care | 20,099,211 | 20,099,211 | — | — | |||||||||||||||
Industrials | 62,934,899 | 62,934,899 | — | — | |||||||||||||||
Information Technology | 27,971,655 | 27,971,655 | — | — | |||||||||||||||
Materials | 51,191,358 | 43,575,197 | 7,616,161 | — | |||||||||||||||
Telecommunication Services | 14,730,492 | 14,730,492 | — | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Energy | 725,120 | 725,120 | — | — | |||||||||||||||
Financials | 4,143,362 | 2,755,800 | 1,387,562 | — | |||||||||||||||
Convertible Bonds | |||||||||||||||||||
Financials | 741,705 | — | 741,705 | — | |||||||||||||||
Warrants | 613,627 | 613,627 | — | — | |||||||||||||||
Securities Lending Collateral | 27,191,396 | 27,191,396 | — | — | |||||||||||||||
Short-Term Investments | 262,000 | — | 262,000 | — | |||||||||||||||
Total Investments in Securities | $ | 361,400,383 | $ | 348,668,523 | $ | 12,731,860 | — |
Financial Services Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Financials | |||||||||||
Balance as of 12/31/10 | $ | 11,733,964 | |||||||||
Realized gain (loss) | — | ||||||||||
Change in unrealized appreciation (depreciation) | 4,346,825 | ||||||||||
Purchases | — | ||||||||||
Sales | — | ||||||||||
Transfers into Level 3 | — | ||||||||||
Transfers out of Level 3 | — | ||||||||||
Balance as of 6/30/11 | $ | 16,080,789 | |||||||||
Change in unrealized at period end* | $ | 4,346,825 |
* | Change in unrealized appreciation (depreciation) attributable to Level 3 securities held at the period end. |
CAPITAL LOSS CARRYFORWARD EXPIRING AT DECEMBER 31 | |||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PORTFOLIO | | 2011 | | 2012 | | 2013 | | 2014 | | 2015 | | 2016 | | 2017 | | 2018 | |||||||||||||||||||
All Cap Core Trust | — | — | — | — | — | $ | 200,514,392 | $ | 212,244,607 | — | |||||||||||||||||||||||||
All Cap Value Trust | — | — | — | — | — | — | 2,132,990 | — | |||||||||||||||||||||||||||
American Asset Allocation Trust | — | — | — | — | — | — | — | $ | 30,632,576 | ||||||||||||||||||||||||||
American Blue Chip Income and Growth Trust | — | — | — | — | — | — | 2,978 | 5,902 | |||||||||||||||||||||||||||
American Bond Trust | — | — | — | — | — | 8,026,754 | 11,163,516 | 6,840,017 | |||||||||||||||||||||||||||
American Fundamental Holdings Trust | — | — | — | — | — | — | 7,730,915 | 15,261,096 | |||||||||||||||||||||||||||
American Global Diversification Trust | — | — | — | — | — | — | 8,133,082 | 14,199,916 | |||||||||||||||||||||||||||
American Global Growth Trust | — | — | — | — | — | — | 4,448,646 | 4,007,941 | |||||||||||||||||||||||||||
American Global Small Capitalization Trust | — | — | — | — | — | — | — | 5,869,264 | |||||||||||||||||||||||||||
American Growth Trust | — | — | — | — | — | — | 19,048,054 | 13,715,715 | |||||||||||||||||||||||||||
American Growth-Income Trust | — | — | — | — | — | — | 6,761,535 | 22,058,724 | |||||||||||||||||||||||||||
American High-Income Bond Trust | — | — | — | — | — | 880,337 | 28,725 | — | |||||||||||||||||||||||||||
American International Trust | — | — | — | — | — | — | 3,108,508 | 6,927,959 | |||||||||||||||||||||||||||
American New World Trust | — | — | — | — | — | — | 842,630 | 364,550 | |||||||||||||||||||||||||||
Blue Chip Growth Trust | — | — | — | — | — | 137,551,897 | 342,278,083 | — | |||||||||||||||||||||||||||
Capital Appreciation Trust | — | — | — | — | — | 187,194,826 | 57,485,023 | — | |||||||||||||||||||||||||||
Core Diversified Growth & Income Trust | — | — | — | — | — | — | — | 6,744 | |||||||||||||||||||||||||||
Equity-Income Trust | — | — | — | — | — | 16,947,815 | 172,887,968 | — | |||||||||||||||||||||||||||
Financial Services Trust | — | — | — | — | — | — | 9,166,878 | — | |||||||||||||||||||||||||||
Franklin Templeton Founding Allocation Trust | — | — | — | — | — | — | 35,829,837 | 43,590,851 | |||||||||||||||||||||||||||
Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | — | — | — | — | — | 274,497,087 | 309,261,334 | — | |||||||||||||||||||||||||||
Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | — | — | — | — | — | 227,852,871 | 188,786,900 | — | |||||||||||||||||||||||||||
Fundamental Value Trust | — | — | — | — | $ | 335,930,060 | 186,635,162 | 210,530,383 | — | ||||||||||||||||||||||||||
Global Trust | — | — | — | — | — | 37,340,711 | 57,908,143 | 12,321,700 | |||||||||||||||||||||||||||
Growth Equity Trust | — | — | — | — | — | — | 95,458,087 | — | |||||||||||||||||||||||||||
International Core Trust | — | — | — | — | — | — | 173,957,170 | 20,744,500 | |||||||||||||||||||||||||||
International Opportunities Trust | — | — | — | — | — | 148,313,186 | 143,999,317 | — | |||||||||||||||||||||||||||
International Small Company Trust | — | — | — | — | — | 187,248,608 | 157,081,665 | 6,559,474 | |||||||||||||||||||||||||||
International Value Trust* | — | — | — | — | 36,913,114 | 145,200,688 | 268,676,893 | — | |||||||||||||||||||||||||||
Large Cap Trust | — | — | — | — | — | 61,470,554 | 206,027,944 | — | |||||||||||||||||||||||||||
Mid Cap Stock Trust | — | — | — | — | — | — | 144,143,729 | — | |||||||||||||||||||||||||||
Mid Value Trust | — | — | — | — | — | 60,742,020 | — | — | |||||||||||||||||||||||||||
Mutual Shares Trust | — | — | — | — | — | 32,914,265 | 56,481,327 | — |
CAPITAL LOSS CARRYFORWARD EXPIRING AT DECEMBER 31 | |||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PORTFOLIO | | 2011 | | 2012 | | 2013 | | 2014 | | 2015 | | 2016 | | 2017 | | 2018 | |||||||||||||||||||
Natural Resources Trust | — | — | — | — | — | — | $ | 124,733,096 | — | ||||||||||||||||||||||||||
Real Estate Securities Trust | — | — | — | — | $ | 50,023,673 | $ | 439,158,754 | 189,638,704 | — | |||||||||||||||||||||||||
Science & Technology Trust | $ | 83,276,818 | — | — | — | — | 9,259,887 | 36,095,921 | — | ||||||||||||||||||||||||||
Small Cap Opportunities Trust | — | — | — | — | — | 23,084,955 | 56,849,859 | — | |||||||||||||||||||||||||||
Small Cap Value Trust | — | — | — | — | — | — | 7,232,365 | — | |||||||||||||||||||||||||||
Small Company Growth Trust | — | — | — | — | — | 5,136,209 | 52,857,967 | — | |||||||||||||||||||||||||||
Small Company Value Trust | — | — | — | — | — | — | 43,286,003 | — | |||||||||||||||||||||||||||
Smaller Company Growth Trust | — | — | — | — | — | 4,928,367 | — | — | |||||||||||||||||||||||||||
U.S. Equity Trust | — | — | — | — | — | 112,647,993 | 80,106,502 | — | |||||||||||||||||||||||||||
Utilities Trust | — | — | — | — | — | 763,989 | 35,778,557 | $ | 3,386,471 | ||||||||||||||||||||||||||
Value Trust | — | — | — | — | — | 12,868,458 | 37,119,069 | — | |||||||||||||||||||||||||||
Value & Restructuring Trust | — | — | — | — | — | 46,392,456 | 85,203,021 | 5,536,393 |
* | Availability of certain amount of the loss carryforwards, which were acquired in a merger, may be limited in a given year. |
Portfolio | | Aggregate Cost | | Unrealized Appreciation | | Unrealized (Depreciation) | | Net Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
All Cap Core Trust | $ | 400,480,975 | $ | 33,930,943 | ($5,417,337 | ) | $ | 28,513,606 | ||||||||||
All Cap Value Trust | 423,317,316 | 60,189,641 | (3,423,953 | ) | 56,765,688 | |||||||||||||
Alpha Opportunities Trust | 978,287,750 | 90,772,103 | (31,588,199 | ) | 59,183,904 | |||||||||||||
American Asset Allocation Trust | 1,515,541,606 | 273,648,445 | — | 273,648,445 | ||||||||||||||
American Blue Chip Income and Growth Trust | 266,630,985 | 21,814,167 | — | 21,814,167 | ||||||||||||||
American Bond Trust | 975,639,217 | — | (16,065,550 | ) | (16,065,550 | ) | ||||||||||||
American Fundamental Holdings Trust | 981,692,874 | 197,384,480 | — | 197,384,480 | ||||||||||||||
American Global Diversification Trust | 779,820,215 | 95,111,726 | — | 95,111,726 | ||||||||||||||
American Global Growth Trust | 208,894,315 | — | (13,963,297 | ) | (13,963,297 | ) | ||||||||||||
American Global Small Capitalization Trust | 105,230,906 | — | (381,869 | ) | (381,869 | ) | ||||||||||||
American Growth Trust | 1,281,883,698 | 29,707,872 | — | 29,707,872 | ||||||||||||||
American Growth-Income Trust | 1,174,894,744 | 30,114,632 | — | 30,114,632 | ||||||||||||||
American High-Income Bond Trust | 102,034,830 | 3,480,512 | — | 3,480,512 | ||||||||||||||
American International Trust | 879,294,329 | — | (33,986,312 | ) | (33,986,312 | ) | ||||||||||||
American New World Trust | 96,678,034 | 2,510,438 | — | 2,510,438 | ||||||||||||||
Balanced Trust | 119,228,175 | 13,414,146 | (1,418,114 | ) | 11,996,032 | |||||||||||||
Blue Chip Growth Trust | 1,451,237,746 | 466,482,943 | (6,315,889 | ) | 460,167,054 | |||||||||||||
Capital Appreciation Trust | 951,733,511 | 264,912,703 | (4,545,612 | ) | 260,367,091 | |||||||||||||
Capital Appreciation Value Trust | 322,368,942 | 40,523,122 | (2,073,494 | ) | 38,449,628 | |||||||||||||
Core Allocation Trust | 111,083,460 | 9,854,144 | — | 9,854,144 | ||||||||||||||
Core Allocation Plus Trust | 274,848,480 | 20,019,070 | (4,006,476 | ) | 16,012,594 | |||||||||||||
Core Disciplined Diversification Trust | 182,109,161 | 19,160,062 | — | 19,160,062 | ||||||||||||||
Core Diversified Growth & Income Trust | 3,965,714 | 253,868 | (7,140 | ) | 246,728 | |||||||||||||
Core Fundamental Holdings Trust | 263,095,083 | 27,328,535 | (28,987 | ) | 27,299,548 | |||||||||||||
Core Global Diversification Trust | 321,979,642 | 25,244,329 | (290,199 | ) | 24,954,130 | |||||||||||||
Disciplined Diversification Trust | 318,849,445 | 82,121,898 | (9,363,129 | ) | 72,758,769 | |||||||||||||
Emerging Markets Value Trust | 888,426,827 | 288,105,401 | (61,311,064 | ) | 226,794,337 | |||||||||||||
Equity-Income Trust | 1,934,846,092 | 400,822,713 | (76,354,398 | ) | 324,468,315 | |||||||||||||
Financial Services Trust | 164,264,794 | 21,376,291 | (11,469,567 | ) | 9,906,724 | |||||||||||||
Franklin Templeton Founding Allocation Trust | 1,451,735,064 | 5,272,837 | (67,062,636 | ) | (61,789,799 | ) | ||||||||||||
Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | 1,363,135,468 | 72,176,754 | (73,956,781 | ) | (1,780,027 | ) | ||||||||||||
Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | 252,263,641 | 11,731,225 | (8,146,330 | ) | 3,584,895 | |||||||||||||
Fundamental Value Trust | 1,571,794,688 | 309,870,385 | (52,625,496 | ) | 257,244,889 | |||||||||||||
Global Trust | 717,904,259 | 89,531,461 | (96,219,439 | ) | (6,687,978 | ) | ||||||||||||
Growth Equity Trust | 443,952,791 | 85,795,095 | (3,376,343 | ) | 82,418,752 | |||||||||||||
Health Sciences Trust | 141,398,543 | 37,560,984 | (6,680,720 | ) | 30,880,264 |
Portfolio | | Aggregate Cost | | Unrealized Appreciation | | Unrealized (Depreciation) | | Net Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Heritage Trust | $ | 136,213,309 | $ | 28,544,364 | ($1,069,133 | ) | $ | 27,475,231 | ||||||||||
International Core Trust | 806,878,075 | 102,639,448 | (60,490,669 | ) | 42,148,779 | |||||||||||||
International Growth Stock Trust | 170,496,326 | 17,045,256 | (1,910,414 | ) | 15,134,842 | |||||||||||||
International Opportunities Trust | 446,303,100 | 52,543,492 | (15,134,390 | ) | 37,409,102 | |||||||||||||
International Small Company Trust | 139,951,808 | 26,718,917 | (33,399,356 | ) | (6,680,439 | ) | ||||||||||||
International Value Trust | 1,074,608,245 | 118,070,101 | (92,491,603 | ) | 25,578,498 | |||||||||||||
Large Cap Trust | 176,841,943 | 17,448,918 | (4,300,475 | ) | 13,148,443 | |||||||||||||
Lifestyle Balanced PS Series | 59,986 | 40 | (192 | ) | (152 | ) | ||||||||||||
Lifestyle Conservative PS Series | 24,988 | 48 | (135 | ) | (87 | ) | ||||||||||||
Lifestyle Growth PS Series | 243,076 | 18 | (508 | ) | (490 | ) | ||||||||||||
Lifestyle Moderate PS Series | 144,978 | 758 | (78 | ) | 680 | |||||||||||||
Mid Cap Stock Trust | 872,379,567 | 149,552,175 | (30,145,746 | ) | 119,406,429 | |||||||||||||
Mid Cap Value Equity Trust | 130,081,161 | 31,878,429 | (1,036,623 | ) | 30,841,806 | |||||||||||||
Mid Value Trust | 834,018,987 | 165,401,097 | (18,160,864 | ) | 147,240,233 | |||||||||||||
Mutual Shares Trust | 624,794,687 | 95,767,535 | (28,962,268 | ) | 66,805,267 | |||||||||||||
Natural Resources Trust | 292,660,372 | 20,030,776 | (9,301,967 | ) | 10,728,809 | |||||||||||||
Real Estate Securities Trust | 442,421,443 | 56,418,304 | (508,471 | ) | 55,909,833 | |||||||||||||
Science & Technology Trust | 425,228,603 | 58,192,326 | (16,900,279 | ) | 41,292,047 | |||||||||||||
Small Cap Growth Trust | 495,455,062 | 71,811,113 | (12,349,311 | ) | 59,461,802 | |||||||||||||
Small Cap Opportunities Trust | 156,882,274 | 48,386,845 | (4,661,181 | ) | 43,725,664 | |||||||||||||
Small Cap Value Trust | 621,120,975 | 146,792,167 | (11,189,687 | ) | 135,602,480 | |||||||||||||
Small Company Growth Trust | 97,760,708 | 29,338,345 | (1,430,276 | ) | 27,908,069 | |||||||||||||
Small Company Value Trust | 449,062,660 | 103,352,719 | (26,490,994 | ) | 76,861,725 | |||||||||||||
Smaller Company Growth Trust | 246,840,586 | 48,760,852 | (7,006,270 | ) | 41,754,582 | |||||||||||||
Strategic Allocation Trust | 8,304,721 | 21,317 | (44,018 | ) | (22,701 | ) | ||||||||||||
U.S. Equity Trust (formerly U.S. Multi Sector Trust) | 758,578,091 | 109,924,489 | (5,091,921 | ) | 104,832,568 | |||||||||||||
Utilities Trust | 197,914,827 | 35,946,218 | (2,591,617 | ) | 33,354,601 | |||||||||||||
Value Trust | 231,901,778 | 56,209,914 | (3,199,401 | ) | 53,010,513 | |||||||||||||
Value & Restructuring Trust | 307,804,753 | 55,776,822 | (2,181,192 | ) | 53,595,630 |
PORTFOLIO | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
All Cap Core Trust | E-Mini S&P 500 Index Futures | 30 | Long | Sep 2011 | $ | 1,973,250 | $ | 77,556 | ||||||||||||||||||
Russell 2000 Mini Index Futures | 3 | Long | Sep 2011 | 247,620 | 14,814 | |||||||||||||||||||||
$ | 92,370 |
PORTFOLIO | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Core Allocation Plus Trust | German Euro BOBL Futures | 16 | Long | Sep 2011 | $ | 2,704,935 | ($9,391 | ) | ||||||||||||||||||
TOPIX Index Futures | 7 | Long | Sep 2011 | 738,650 | 34,636 | |||||||||||||||||||||
S&P TSE 60 Index Futures | 3 | Long | Sep 2011 | 474,177 | 12,833 | |||||||||||||||||||||
Dow Jones Euro STOXX 50 Index Futures | 26 | Long | Sep 2011 | 1,073,807 | 28,964 | |||||||||||||||||||||
MSCI EAFE E-Mini Index Futures | 146 | Long | Sep 2011 | 12,526,070 | 278,011 | |||||||||||||||||||||
FTSE 100 Index Futures | 8 | Long | Sep 2011 | 757,858 | 15,453 | |||||||||||||||||||||
E-Mini S&P 500 Index Futures | 50 | Long | Sep 2011 | 3,288,750 | 129,124 | |||||||||||||||||||||
10-Year U.S. Treasury Note Futures | 8 | Long | Sep 2011 | 978,625 | 5,043 | |||||||||||||||||||||
U.K. Long Gilt Bond Futures | 10 | Long | Sep 2011 | 1,928,349 | (8,995 | ) | ||||||||||||||||||||
5-Year U.S. Treasury Note Futures | 30 | Long | Sep 2011 | 3,575,859 | 11,228 | |||||||||||||||||||||
2-Year U.S. Treasury Note Futures | 23 | Long | Sep 2011 | 5,044,906 | 11,444 | |||||||||||||||||||||
10-Year Australian Treasury Bond Futures | 4 | Short | Sep 2011 | (455,006 | ) | (183 | ) | |||||||||||||||||||
Ultra Long U.S. Treasury Bond Futures | 2 | Short | Sep 2011 | (252,500 | ) | 3,670 | ||||||||||||||||||||
30-Year U.S. Treasury Bond Futures | 3 | Short | Sep 2011 | (369,094 | ) | 2,456 | ||||||||||||||||||||
10-Year Government of Canada Bond Futures | 8 | Short | Sep 2011 | (1,028,483 | ) | 2,765 | ||||||||||||||||||||
10-Year U.S. Treasury Note Futures | 38 | Short | Sep 2011 | (4,648,469 | ) | (24,331 | ) | |||||||||||||||||||
$ | 492,727 |
PORTFOLIO | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Core Trust | DAX Index Futures | 47 | Long | Sep 2011 | $ | 12,594,568 | $ | 317,920 | ||||||||||||||||||
FTSE 100 Index Futures | 74 | Long | Sep 2011 | 7,010,185 | 291,019 | |||||||||||||||||||||
FTSE MIB Index Futures | 109 | Long | Sep 2011 | 15,974,972 | 101,709 | |||||||||||||||||||||
SGX MSCI Singapore Index Futures | 64 | Long | Jul 2011 | 3,755,695 | 71,591 | |||||||||||||||||||||
TOPIX Index Futures | 47 | Long | Sep 2011 | 4,959,506 | 250,340 | |||||||||||||||||||||
ASX SPI 200 Index Futures | 121 | Short | Sep 2011 | (14,927,785 | ) | (256,521 | ) | |||||||||||||||||||
IBEX 35 Index Futures | 1 | Short | Jul 2011 | (148,974 | ) | (1,670 | ) | |||||||||||||||||||
OMX 30 Index Futures | 7 | Short | Jul 2011 | (123,395 | ) | (4,332 | ) | |||||||||||||||||||
S&P TSE 60 Index Futures | 61 | Short | Sep 2011 | (9,641,599 | ) | (254,050 | ) | |||||||||||||||||||
$ | 516,006 |
PORTFOLIO | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Smaller Company Growth Trust | Russell 2000 Mini Index Futures | 11 | Long | Sep 2011 | $ | 35,059 | $ | 27,909 | ||||||||||||||||||
$ | 27,909 |
PORTFOLIO | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Trust | Euro STOXX 50 Index Futures | 26 | Long | Sep 2011 | $ | 740,480 | $ | 40,273 | ||||||||||||||||||
FTSE 100 Index Futures | 8 | Long | Sep 2011 | 472,200 | 22,388 |
PORTFOLIO | | OPEN CONTRACTS | | NUMBER OF CONTRACTS | | POSITION | | EXPIRATION DATE | | VALUE | | UNREALIZED APPRECIATION (DEPRECIATION) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Trust, continued | Russell 2000 Mini Index Futures | 7 | Long | Sep 2011 | $ | 577,780 | $ | 29,280 | ||||||||||||||||||
E-Mini S&P 500 Index Futures | 90 | Long | Sep 2011 | 5,919,750 | 196,785 | |||||||||||||||||||||
S&P MidCap E-Mini Index Futures | 8 | Long | Sep 2011 | 781,200 | 31,378 | |||||||||||||||||||||
TOPIX Index Futures | 6 | Long | Sep 2011 | 50,970,000 | 25,489 | |||||||||||||||||||||
$ | 345,593 |
PORTFOLIO | | Currency | | Principal Amount Covered by Contract | | Principal Amount Covered by Contract (USD) | | Counterparty | | Settlement Date | | Unrealized Appreciation (Depreciation) | | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alpha Opportunities Trust | SELLS | |||||||||||||||||||||||||
Japanese Yen | 344,010,000 | $4,376,439 | Bank of America N.A. | 9/16/2011 | $ | 101,326 | ||||||||||||||||||||
$4,376,439 | $ | 101,326 |
PORTFOLIO | | Currency | | Principal Amount Covered by Contract | | Principal Amount Covered by Contract (USD) | | Counterparty | | Settlement Date | | Unrealized Appreciation (Depreciation) | | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Core Allocation Plus Trust | BUYS | |||||||||||||||||||||||||
Australian Dollar | 295,000 | $308,784 | Barclays Bank PLC | 9/21/2011 | $ | 4,523 | ||||||||||||||||||||
Australian Dollar | 150,000 | 156,870 | JPMorgan Chase Bank N.A. | 9/21/2011 | 2,439 | |||||||||||||||||||||
Canadian Dollar | 446,000 | 455,619 | Citibank N.A. | 9/15/2011 | 6,003 | |||||||||||||||||||||
Euro | 240,000 | 339,933 | BNP Paribas SA | 9/21/2011 | 7,334 | |||||||||||||||||||||
Euro | 723,000 | 1,044,120 | State Street Bank and Trust Company | 9/16/2011 | 2,171 | |||||||||||||||||||||
Japanese Yen | 8,155,000 | 101,780 | JPMorgan Chase Bank N.A. | 9/8/2011 | (442 | ) | ||||||||||||||||||||
Japanese Yen | 48,780,000 | 609,050 | UBS AG | 9/8/2011 | (2,886 | ) | ||||||||||||||||||||
New Zealand Dollar | 390,000 | 313,252 | UBS AG | 9/21/2011 | 8,167 | |||||||||||||||||||||
Pound Sterling | 71,000 | 116,204 | Goldman Sachs International | 9/21/2011 | (2,362 | ) | ||||||||||||||||||||
Pound Sterling | 239,000 | 390,774 | Royal Bank of Canada | 9/21/2011 | (7,561 | ) | ||||||||||||||||||||
Pound Sterling | 96,000 | 157,094 | UBS AG | 9/21/2011 | (3,168 | ) | ||||||||||||||||||||
Pound Sterling | 462,000 | 757,643 | Westpac Banking Corp. | 9/16/2011 | (16,827 | ) | ||||||||||||||||||||
Swedish Krona | 1,960,000 | 317,075 | Deutsche Bank AG | 9/21/2011 | (8,601 | ) | ||||||||||||||||||||
$5,068,198 | ($11,210 | ) | ||||||||||||||||||||||||
SELLS | ||||||||||||||||||||||||||
Brazilian Real | 485,000 | $293,175 | BNP Paribas SA | 9/2/2011 | ($13,695 | ) | ||||||||||||||||||||
Euro | 80,000 | 345,921 | Goldman Sachs International | 9/21/2011 | 224 | |||||||||||||||||||||
Euro | 160,000 | 314,087 | Royal Bank of Scotland PLC | 9/21/2011 | 1,487 | |||||||||||||||||||||
New Zealand Dollar | 1,160,000 | 115,979 | HSBC Bank USA | 9/21/2011 | (15,650 | ) |
PORTFOLIO | | CURRENCY | | PRINCIPAL AMOUNT COVERED BY CONTRACT | | PRINCIPAL AMOUNT COVERED BY CONTRACT (USD) | | COUNTERPARTY | | SETTLEMENT DATE | | UNREALIZED APPRECIATION (DEPRECIATION) | | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Core Allocation Plus Trust, continued | SELLS | |||||||||||||||||||||||||
New Zealand Dollar | 195,000 | $940,366 | JPMorgan Chase Bank N.A. | 9/21/2011 | ($2,808 | ) | ||||||||||||||||||||
New Zealand Dollar | 170,000 | 157,901 | UBS AG | 9/21/2011 | (1,141 | ) | ||||||||||||||||||||
New Zealand Dollar | 170,000 | 315,265 | Westpac Banking Corp. | 9/21/2011 | 188 | |||||||||||||||||||||
Pound Sterling | 214,000 | 232,998 | BNP Paribas SA | 9/21/2011 | 2,793 | |||||||||||||||||||||
Pound Sterling | 192,000 | 138,965 | Citibank N.A. | 9/21/2011 | 6,234 | |||||||||||||||||||||
Swedish Krona | 1,960,000 | 140,293 | JPMorgan Chase Bank N.A. | 9/21/2011 | 6,790 | |||||||||||||||||||||
$2,994,950 | ($15,578 | ) |
PORTFOLIO | | Currency | | Principal Amount Covered by Contract | | Principal Amount Covered by Contract (USD) | | Counterparty | | Settlement Date | | Unrealized Appreciation (Depreciation) | | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Heritage Trust | SELLS | |||||||||||||||||||||||||
Euro | 14,203 | $20,605 | UBS AG | 7/29/2011 | $ | 22 | ||||||||||||||||||||
Euro | 365,203 | 520,546 | UBS AG | 7/29/2011 | (8,696 | ) | ||||||||||||||||||||
Pound Sterling | 394,695 | 630,103 | Bank of America N.A. | 7/29/2011 | (3,171 | ) | ||||||||||||||||||||
$1,171,254 | ($11,845 | ) |
PORTFOLIO | | Currency | | Principal Amount Covered by Contract | | Principal Amount Covered by Contract (USD) | | Counterparty | | Settlement Date | | Unrealized Appreciation (Depreciation) | | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Core Trust | BUYS | |||||||||||||||||||||||||
Australian Dollar | 2,314,010 | $2,430,400 | Royal Bank of Scotland PLC | 8/19/2011 | $ | 37,398 | ||||||||||||||||||||
Danish Krone | 3,391,360 | 649,251 | State Street Bank & Trust Company | 8/19/2011 | 9,417 | |||||||||||||||||||||
Euro | 12,462,200 | 17,789,703 | JPMorgan Chase Bank | 8/19/2011 | 259,449 | |||||||||||||||||||||
Hong Kong Dollar | 28,717,903 | 3,690,583 | Barclays Bank PLC | 8/19/2011 | 905 | |||||||||||||||||||||
Hong Kong Dollar | 38,290,538 | 4,920,967 | Brown Brothers Harriman & Company | 8/19/2011 | 1,016 | |||||||||||||||||||||
Hong Kong Dollar | 16,119,640 | 2,070,657 | JPMorgan Chase Bank | 8/19/2011 | 1,412 | |||||||||||||||||||||
Hong Kong Dollar | 28,717,903 | 3,690,879 | Morgan Stanley Company, Inc. | 8/19/2011 | 609 | |||||||||||||||||||||
Hong Kong Dollar | 57,435,807 | 7,381,413 | State Street Bank & Trust Company | 8/19/2011 | 1,563 | |||||||||||||||||||||
Japanese Yen | 939,734,530 | 11,712,569 | JPMorgan Chase Bank | 8/19/2011 | (36,355 | ) | ||||||||||||||||||||
New Zealand Dollar | 290,840 | 234,988 | Royal Bank of Scotland PLC | 8/19/2011 | 5,242 | |||||||||||||||||||||
Pound Sterling | 1,319,443 | 2,163,448 | Bank of America N.A. | 8/19/2011 | (47,002 | ) | ||||||||||||||||||||
Pound Sterling | 7,370,422 | 11,944,360 | Brown Brothers Harriman & Company | 8/19/2011 | (121,870 | ) | ||||||||||||||||||||
Pound Sterling | 4,329,643 | 7,096,285 | Deutsche Bank AG London | 8/19/2011 | (151,342 | ) | ||||||||||||||||||||
Pound Sterling | 7,270,770 | 11,907,340 | Mellon Bank N.A. | 8/19/2011 | (244,696 | ) | ||||||||||||||||||||
Pound Sterling | 2,703,277 | 4,427,979 | Morgan Stanley Company, Inc. | 8/19/2011 | (91,800 | ) | ||||||||||||||||||||
Pound Sterling | 2,110,217 | 3,462,275 | State Street Bank & Trust Company | 8/19/2011 | (77,392 | ) | ||||||||||||||||||||
Singapore Dollar | 20,106,605 | 16,320,230 | Bank of America N.A. | 8/19/2011 | 50,244 | |||||||||||||||||||||
Singapore Dollar | 1,954,903 | 1,586,489 | Mellon Bank N.A. | 8/19/2011 | 5,162 | |||||||||||||||||||||
Singapore Dollar | 3,638,570 | 2,954,641 | Royal Bank of Scotland PLC | 8/19/2011 | 7,824 | |||||||||||||||||||||
Singapore Dollar | 3,120,335 | 2,532,811 | State Street Bank & Trust Company | 8/19/2011 | 7,716 | |||||||||||||||||||||
Swedish Krona | 7,644,920 | 1,191,196 | JPMorgan Chase Bank | 8/19/2011 | 14,318 | |||||||||||||||||||||
Swiss Franc | 2,007,510 | 2,377,552 | Brown Brothers Harriman & Company | 8/19/2011 | 10,871 | |||||||||||||||||||||
$122,536,016 | ($357,311 | ) |
PORTFOLIO | | CURRENCY | | PRINCIPAL AMOUNT COVERED BY CONTRACT | | PRINCIPAL AMOUNT COVERED BY CONTRACT (USD) | | COUNTERPARTY | | SETTLEMENT DATE | | UNREALIZED APPRECIATION (DEPRECIATION) | | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Core Trust, continued | SELLS | |||||||||||||||||||||||||
Australian Dollar | 2,314,010 | $2,444,416 | Royal Bank of Scotland PLC | 8/19/2011 | ($23,382 | ) | ||||||||||||||||||||
Canadian Dollar | 2,807,468 | 2,888,044 | Brown Brothers Harriman & Company | 8/19/2011 | (19,688 | ) | ||||||||||||||||||||
Canadian Dollar | 4,161,809 | 4,265,197 | Deutsche Bank AG London | 8/19/2011 | (45,244 | ) | ||||||||||||||||||||
Canadian Dollar | 6,121,695 | 6,302,307 | Mellon Bank N.A. | 8/19/2011 | (38,015 | ) | ||||||||||||||||||||
Canadian Dollar | 6,121,695 | 6,291,238 | Royal Bank of Scotland PLC | 8/19/2011 | (49,084 | ) | ||||||||||||||||||||
Danish Krone | 21,872,103 | 4,229,377 | Royal Bank of Scotland PLC | 8/19/2011 | (18,609 | ) | ||||||||||||||||||||
Danish Krone | 33,695,988 | 6,532,940 | State Street Bank & Trust Company | 8/19/2011 | (11,475 | ) | ||||||||||||||||||||
Euro | 14,070,200 | 20,261,346 | JPMorgan Chase Bank | 8/19/2011 | (116,691 | ) | ||||||||||||||||||||
Euro | 438,263 | 631,891 | Royal Bank of Scotland PLC | 8/19/2011 | (2,850 | ) | ||||||||||||||||||||
Hong Kong Dollar | 16,084,000 | 2,065,515 | State Street Bank & Trust Company | 8/19/2011 | (1,972 | ) | ||||||||||||||||||||
Japanese Yen | 421,080,616 | 5,231,582 | Bank of America N.A. | 8/19/2011 | (350 | ) | ||||||||||||||||||||
Japanese Yen | 1,360,815,146 | 16,972,338 | JPMorgan Chase Bank | 8/19/2011 | 64,192 | |||||||||||||||||||||
Japanese Yen | 182,699,000 | 2,270,709 | State Street Bank & Trust Company | 8/19/2011 | 672 | |||||||||||||||||||||
New Zealand Dollar | 597,992 | 486,018 | Brown Brothers Harriman & Company | 8/19/2011 | (7,914 | ) | ||||||||||||||||||||
New Zealand Dollar | 2,329,351 | 1,899,008 | Royal Bank of Scotland PLC | 8/19/2011 | (25,000 | ) | ||||||||||||||||||||
Pound Sterling | 7,455,200 | 12,016,962 | Brown Brothers Harriman & Company | 8/19/2011 | 58,484 | |||||||||||||||||||||
Singapore Dollar | 2,957,000 | 2,402,235 | Bank of America N.A. | 8/19/2011 | (5,307 | ) | ||||||||||||||||||||
Swedish Krona | 7,644,920 | 1,200,659 | JPMorgan Chase Bank | 8/19/2011 | (4,855 | ) | ||||||||||||||||||||
Swiss Franc | 2,381,091 | 2,846,089 | Brown Brothers Harriman & Company | 8/19/2011 | 13,200 | |||||||||||||||||||||
Swiss Franc | 419,441 | 497,335 | Mellon Bank N.A. | 8/19/2011 | (1,693 | ) | ||||||||||||||||||||
$101,735,206 | ($235,581 | ) |
PORTFOLIO | | Currency | | Principal Amount Covered by Contract | | Principal Amount Covered by Contract (USD) | | Counterparty | | Settlement Date | | Unrealized Appreciation (Depreciation) | | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Opportunities Trust | BUYS | |||||||||||||||||||||||||
Japanese Yen | 310,428,415 | $3,841,670 | State Street Bank & Trust Company | 7/8/2011 | $ | 14,418 | ||||||||||||||||||||
$3,841,670 | $ | 14,418 | ||||||||||||||||||||||||
SELLS | ||||||||||||||||||||||||||
Japanese Yen | 3,499,147,666 | $41,088,547 | State Street Bank & Trust Company | 7/8/2011 | ($2,377,252 | ) | ||||||||||||||||||||
$41,088,547 | ($2,377,252 | ) |
PORTFOLIO | | Currency | | Principal Amount Covered by Contract | | Principal Amount Covered by Contract (USD) | | Counterparty | | Settlement Date | | Unrealized Appreciation (Depreciation) | | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Shares Trust | BUYS | |||||||||||||||||||||||||
Euro | 2,550,018 | $3,603,592 | Deutsche Bank AG London | 9/15/2011 | $ | 86,779 | ||||||||||||||||||||
Euro | 257,230 | 367,633 | State Street Bank & Trust Company | 9/15/2011 | 4,629 | |||||||||||||||||||||
Japanese Yen | 36,917,920 | 453,567 | Bank of America N.A. | 10/20/2011 | 5,366 | |||||||||||||||||||||
Japanese Yen | 9,127,458 | 113,816 | Barclays Bank PLC | 10/20/2011 | (351 | ) | ||||||||||||||||||||
Japanese Yen | 55,116,144 | 682,934 | Deutsche Bank AG London | 10/20/2011 | 2,225 | |||||||||||||||||||||
Norwegian Krone | 8,224,794 | 1,504,973 | Deutsche Bank AG London | 8/19/2011 | 15,246 | |||||||||||||||||||||
Norwegian Krone | 1,510,408 | 280,381 | State Street Bank & Trust Company | 8/19/2011 | (1,207 | ) |
PORTFOLIO | | CURRENCY | | PRINCIPAL AMOUNT COVERED BY CONTRACT | | PRINCIPAL AMOUNT COVERED BY CONTRACT (USD) | | COUNTERPARTY | | SETTLEMENT DATE | | UNREALIZED APPRECIATION (DEPRECIATION) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Shares Trust, continued | BUYS | |||||||||||||||||||||||||
Pound Sterling | 700,000 | $1,133,020 | Bank of America N.A. | 8/12/2011 | ($10,092 | ) | ||||||||||||||||||||
Pound Sterling | 740,000 | 1,199,540 | Barclays Bank PLC | 9/16/2011 | (12,952 | ) | ||||||||||||||||||||
Swiss Franc | 436,620 | 518,213 | Deutsche Bank AG London | 8/10/2011 | 1,220 | |||||||||||||||||||||
Swiss Franc | 167,000 | 200,687 | State Street Bank & Trust Company | 8/10/2011 | (2,013 | ) | ||||||||||||||||||||
$10,058,356 | $ | 88,850 | ||||||||||||||||||||||||
SELLS | ||||||||||||||||||||||||||
Australian Dollar | 915,233 | $957,380 | Barclays Bank PLC | 8/23/2011 | ($18,189 | ) | ||||||||||||||||||||
Australian Dollar | 921,968 | 963,602 | Deutsche Bank AG London | 8/23/2011 | (19,145 | ) | ||||||||||||||||||||
Australian Dollar | 136,000 | 144,806 | State Street Bank & Trust Company | 8/23/2011 | (160 | ) | ||||||||||||||||||||
Euro | 700,000 | 1,014,125 | Barclays Bank PLC | 9/15/2011 | 1,089 | |||||||||||||||||||||
Euro | 19,266,718 | 27,630,400 | Deutsche Bank AG London | 9/15/2011 | (252,277 | ) | ||||||||||||||||||||
Euro | 20,373,759 | 29,211,896 | HSBC BankPLC | 9/15/2011 | (272,885 | ) | ||||||||||||||||||||
Japanese Yen | 148,339,731 | 1,800,239 | Bank of America N.A. | 10/20/2011 | (43,799 | ) | ||||||||||||||||||||
Japanese Yen | 9,964,320 | 120,000 | Barclays Bank PLC | 10/20/2011 | (3,868 | ) | ||||||||||||||||||||
Japanese Yen | 34,737,970 | 420,000 | Deutsche Bank AG London | 10/20/2011 | (11,834 | ) | ||||||||||||||||||||
Japanese Yen | 75,557,940 | 919,898 | HSBC Bank PLC | 10/20/2011 | (19,377 | ) | ||||||||||||||||||||
Norwegian Krone | 25,245,067 | 4,532,702 | Barclays Bank PLC | 8/19/2011 | (133,436 | ) | ||||||||||||||||||||
Pound Sterling | 28,428,945 | 46,481,326 | Bank of America N.A. | 8/12/2011 | 876,092 | |||||||||||||||||||||
Pound Sterling | 1,000,000 | 1,625,350 | Deutsche Bank AG London | 8/12/2011 | 21,167 | |||||||||||||||||||||
Swiss Franc | 11,628,919 | 13,305,400 | State Street Bank & Trust Company | 8/10/2011 | (529,158 | ) | ||||||||||||||||||||
$129,127,124 | ($405,780 | ) |
PORTFOLIO | | Currency | | Principal Amount Covered by Contract | | Principal Amount Covered by Contract (USD) | | Counterparty | | Settlement Date | | Unrealized Appreciation (Depreciation) | | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Trust | BUYS | |||||||||||||||||||||||||
Euro | 532,133 | $754,756 | UBS AG | 9/28/2011 | $ | 15,055 | ||||||||||||||||||||
GBP | 335,272 | 535,639 | UBS AG | 9/28/2011 | 1,891 | |||||||||||||||||||||
JPY | 36,296,400 | 452,455 | UBS AG | 9/28/2011 | (1,345 | ) | ||||||||||||||||||||
$1,742,850 | $ | 15,601 |
PORTFOLIO | | Currency | | Principal Amount Covered by Contract | | Principal Amount Covered by Contract (USD) | | Counterparty | | Settlement Date | | Unrealized Appreciation (Depreciation) | | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Utilities Trust | BUYS | |||||||||||||||||||||||||
Euro | 85,032 | $122,838 | Citibank N.A. | 7/12/2011 | $ | 447 | ||||||||||||||||||||
Euro | 750,295 | 1,084,399 | Credit Suisse London Branch | 7/12/2011 | 3,427 | |||||||||||||||||||||
Euro | 127,027 | 182,347 | Deutsche Bank AG London | 7/12/2011 | 1,825 | |||||||||||||||||||||
Euro | 78,628 | 111,879 | HSBC Bank USA | 7/12/2011 | 2,120 | |||||||||||||||||||||
Euro | 194,908 | 278,865 | Merrill Lynch International Bank Ltd | 7/12/2011 | 3,725 | |||||||||||||||||||||
Euro | 9,796 | 14,162 | Morgan Stanley | 7/12/2011 | 41 | |||||||||||||||||||||
Pound Sterling | 44,631 | 71,734 | Barclays Bank PLC | 7/12/2011 | (110 | ) | ||||||||||||||||||||
Pound Sterling | 78,265 | 127,766 | Credit Suisse London Branch | 7/12/2011 | (2,165 | ) | ||||||||||||||||||||
Pound Sterling | 95,738 | 155,487 | HSBC Bank USA | 7/12/2011 | (1,846 | ) | ||||||||||||||||||||
$2,149,477 | $ | 7,464 |
PORTFOLIO | | CURRENCY | | PRINCIPAL AMOUNT COVERED BY CONTRACT | | PRINCIPAL AMOUNT COVERED BY CONTRACT (USD) | | COUNTERPARTY | | SETTLEMENT DATE | | UNREALIZED APPRECIATION (DEPRECIATION) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Utilities Trust, continued | SELLS | |||||||||||||||||||||||||
Brazillian Real | 514,000 | $320,369 | Barclays Bank PLC | 8/2/2011 | ($6,916 | ) | ||||||||||||||||||||
Brazillian Real | 1,070,822 | 667,179 | Credit Suisse London Branch | 8/2/2011 | (14,658 | ) | ||||||||||||||||||||
Brazillian Real | 1,031,000 | 636,813 | Credit Suisse London Branch | 11/4/2011 | (6,943 | ) | ||||||||||||||||||||
Brazillian Real | 1,994,000 | 1,235,823 | Deutsche Bank AG London | 9/2/2011 | (25,823 | ) | ||||||||||||||||||||
Brazillian Real | 1,336,000 | 824,691 | Deutsche Bank AG London | 11/4/2011 | (9,506 | ) | ||||||||||||||||||||
Brazillian Real | 469,000 | 293,033 | Goldman Sachs International | 8/2/2011 | (5,599 | ) | ||||||||||||||||||||
Brazillian Real | 1,612,000 | 990,532 | HSBC Bank USA | 8/2/2011 | (35,896 | ) | ||||||||||||||||||||
Brazillian Real | 1,324,861 | 800,278 | HSBC Bank USA | 11/7/2011 | (26,474 | ) | ||||||||||||||||||||
Brazillian Real | 4,144,598 | 2,552,614 | JPMorgan Chase Bank N.A. | 8/2/2011 | (86,425 | ) | ||||||||||||||||||||
Brazillian Real | 1,404,000 | 876,459 | JPMorgan Chase Bank N.A. | 9/6/2011 | (11,165 | ) | ||||||||||||||||||||
Brazillian Real | 843,000 | 515,004 | JPMorgan Chase Bank N.A. | 11/4/2011 | (11,365 | ) | ||||||||||||||||||||
Brazillian Real | 1,518,000 | 945,707 | Morgan Stanley | 8/2/2011 | (20,867 | ) | ||||||||||||||||||||
Brazillian Real | 1,619,000 | 1,015,070 | UBS AG | 8/2/2011 | (15,815 | ) | ||||||||||||||||||||
Euro | 68,602 | 96,988 | Barclays Bank PLC | 7/12/2011 | (2,476 | ) | ||||||||||||||||||||
Euro | 54,886 | 79,870 | Citibank N.A. | 7/12/2011 | 292 | |||||||||||||||||||||
Euro | 1,071,977 | 1,544,697 | Credit Suisse London Branch | 7/12/2011 | (9,525 | ) | ||||||||||||||||||||
Euro | 1,464,457 | 2,089,658 | Deutsche Bank AG London | 7/12/2011 | (33,607 | ) | ||||||||||||||||||||
Euro | 36,363 | 52,123 | Goldman Sachs International | 7/12/2011 | (598 | ) | ||||||||||||||||||||
Euro | 121,146 | 175,701 | HSBC Bank USA | 7/12/2011 | 55 | |||||||||||||||||||||
Euro | 132,162 | 187,818 | Merrill Lynch International Bank Ltd | 7/12/2011 | (3,799 | ) | ||||||||||||||||||||
Euro | 201,441 | 285,507 | UBS AG | 7/12/2011 | (6,555 | ) | ||||||||||||||||||||
Euro | 8,590,365 | 12,376,826 | UBS AG | 9/15/2011 | (55,098 | ) | ||||||||||||||||||||
Pound Sterling | 2,929,448 | 4,773,840 | Barclays Bank PLC | 7/12/2011 | 72,637 | |||||||||||||||||||||
Pound Sterling | 111,508 | 182,441 | Credit Suisse London Branch | 7/12/2011 | 3,491 | |||||||||||||||||||||
Pound Sterling | 2,915,420 | 4,752,769 | Deutsche Bank AG London | 7/12/2011 | 74,078 | |||||||||||||||||||||
Pound Sterling | 132,176 | 213,796 | HSBC Bank USA | 7/12/2011 | 1,678 | |||||||||||||||||||||
Pound Sterling | 23,874 | 38,418 | JPMorgan Chase Bank N.A. | 7/12/2011 | 105 | |||||||||||||||||||||
Pound Sterling | 73,825 | 120,817 | Merrill Lynch International Bank Ltd | 7/12/2011 | 2,342 | |||||||||||||||||||||
Pound Sterling | 60,079 | 98,607 | UBS AG | 7/12/2011 | 2,192 | |||||||||||||||||||||
$38,743,448 | ($232,240 | ) |
NUMBER OF CONTRACTS | PREMIUM RECEIVED | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Value Trust | |||||||||||
Outstanding, beginning of period | 4,125 | $ | 763,873 | ||||||||
Options written | 5,505 | 708,508 | |||||||||
Options closed | (1,898 | ) | (473,723 | ) | |||||||
Options expired | (94 | ) | (7,749 | ) | |||||||
Outstanding, end of period | 7,638 | $ | 990,909 |
NUMBER OF CONTRACTS | PREMIUM RECEIVED | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Health Sciences Trust | |||||||||||
Outstanding, beginning of period | 5,762 | $ | 3,722,853 | ||||||||
Options written | 6,045 | 3,371,380 | |||||||||
Options closed | (2,780 | ) | (1,581,235 | ) | |||||||
Options expired | (3,202 | ) | (1,761,303 | ) | |||||||
Outstanding, end of period | 5,825 | $ | 3,751,695 | ||||||||
Value & Restructuring Trust | |||||||||||
Outstanding, beginning of period | 660 | $ | 122,695 | ||||||||
Options written | 776 | 161,473 | |||||||||
Options closed | (768 | ) | (201,275 | ) | |||||||
Options expired | (668 | ) | (82,893 | ) | |||||||
Outstanding, end of period | — | — |
PORTFOLIO | | Name of Issuer | | Exercise Price | | Expiration Date | | Number of Contracts | | Premium | | Value | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Value Trust | CALLS | |||||||||||||||||||||||||
AT&T, Inc. | $ | 30.00 | Jan 2012 | 1,960 | $ | 223,090 | ($384,160 | ) | ||||||||||||||||||
Covidien PLC | 60.00 | Oct 2011 | 158 | 20,681 | (5,530 | ) | ||||||||||||||||||||
Covidien PLC | 60.00 | Jan 2012 | 156 | 20,596 | (17,628 | ) | ||||||||||||||||||||
JPMorgan Chase & Company | 50.00 | Jan 2012 | 698 | 183,981 | (30,712 | ) | ||||||||||||||||||||
Lowes Companies, Inc. | 30.00 | Jan 2012 | 234 | 17,793 | (2,457 | ) | ||||||||||||||||||||
Pfizer, Inc. | 22.50 | Jan 2012 | 2,407 | 160,055 | (117,943 | ) | ||||||||||||||||||||
Procter & Gamble Company | 65.00 | Jan 2012 | 20 | 4,660 | (3,600 | ) | ||||||||||||||||||||
Procter & Gamble Company | 67.50 | Jan 2012 | 330 | 47,522 | (31,680 | ) | ||||||||||||||||||||
Procter & Gamble Company | 70.00 | Jan 2012 | 921 | 168,914 | (42,366 | ) | ||||||||||||||||||||
Wells Fargo & Company | 35.00 | Jan 2012 | 754 | 143,617 | (24,128 | ) | ||||||||||||||||||||
7,638 | $ | 990,909 | ($660,204 | ) |
PORTFOLIO | | Name of Issuer | | Exercise Price | | Expiration Date | | Number of Contracts | | Premium | | Value | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Health Sciences Trust | CALLS | |||||||||||||||||||||||||
Alexion Pharmaceuticals, Inc. | $ | 25.00 | Aug 2011 | 12 | $ | 1,482 | ($1,440 | ) | ||||||||||||||||||
Alexion Pharmaceuticals, Inc. | 57.50 | Nov 2011 | 27 | 3,834 | (2,700 | ) | ||||||||||||||||||||
Allergan, Inc. | 80.00 | Jan 2012 | 12 | 4,404 | (9,840 | ) | ||||||||||||||||||||
Amgen, Inc. | 67.50 | Jan 2012 | 42 | 5,502 | (3,045 | ) | ||||||||||||||||||||
Biogen Idec, Inc. | 90.00 | Jan 2012 | 28 | 6,356 | (59,640 | ) | ||||||||||||||||||||
Biogen Idec, Inc. | 115.00 | Jan 2012 | 14 | 7,518 | (11,480 | ) | ||||||||||||||||||||
Celgene Corp. | 67.50 | Jul 2011 | 55 | 6,435 | (55 | ) | ||||||||||||||||||||
Celgene Corp. | 60.00 | Jul 2011 | 14 | 1,806 | (1,834 | ) | ||||||||||||||||||||
Celgene Corp. | 57.50 | Jul 2011 | 28 | 5,656 | (8,680 | ) | ||||||||||||||||||||
Celgene Corp. | 75.00 | Jan 2012 | 57 | 15,504 | (3,705 | ) | ||||||||||||||||||||
Cephalon Inc. | 70.00 | Aug 2011 | 56 | 8,232 | (57,120 | ) | ||||||||||||||||||||
Cephalon, Inc. | 65.00 | Aug 2011 | 14 | 3,248 | (21,210 | ) | ||||||||||||||||||||
Community Health Systems, Inc. | 35.00 | Sep 2011 | 56 | 11,873 | (840 | ) | ||||||||||||||||||||
Covance, Inc. | 70.00 | Aug 2011 | 28 | 4,036 | (350 | ) | ||||||||||||||||||||
Express Scripts, Inc. | 70.00 | Jan 2012 | 13 | 2,925 | (435 | ) | ||||||||||||||||||||
Express Scripts, Inc. | 60.00 | Jan 2012 | 54 | 13,396 | (10,044 | ) | ||||||||||||||||||||
Human Genome Sciences, Inc. | 35.00 | Oct 2011 | 29 | 3,695 | (392 | ) | ||||||||||||||||||||
Human Genome Sciences, Inc. | 30.00 | Oct 2011 | 109 | 21,036 | (5,995 | ) | ||||||||||||||||||||
Human Genome Sciences, Inc. | 28.00 | Oct 2011 | 80 | 9,997 | (7,760 | ) | ||||||||||||||||||||
Illumina, Inc. | 90.00 | Jan 2012 | 4 | 928 | (1,150 | ) | ||||||||||||||||||||
Intuitive Surgical, Inc. | 300.00 | Jan 2012 | 8 | 23,108 | (66,736 | ) | ||||||||||||||||||||
Monsanto Company | 82.50 | Oct 2011 | 55 | 6,215 | (5,005 | ) | ||||||||||||||||||||
Monsanto Company | 85.00 | Jan 2012 | 41 | 16,482 | (6,765 | ) | ||||||||||||||||||||
Monsanto Company | 80.00 | Jan 2012 | 56 | 16,912 | (16,800 | ) | ||||||||||||||||||||
Stryker Corp. | 70.00 | Jan 2012 | 114 | 23,602 | (6,840 | ) | ||||||||||||||||||||
Stryker Corp. | 65.00 | Sep 2011 | 28 | 5,285 | (1,120 | ) | ||||||||||||||||||||
UnitedHealth Group, Inc. | 50.00 | Jan 2012 | 84 | 8,992 | (43,176 | ) | ||||||||||||||||||||
UnitedHealth Group, Inc. | 55.00 | Dec 2011 | 53 | 7,738 | (13,250 | ) | ||||||||||||||||||||
Valeant Pharmaceuticals International | 60.00 | Jan 2012 | 56 | 17,192 | (18,480 | ) | ||||||||||||||||||||
Valeant Pharmaceuticals International | 45.00 | Jul 2011 | 27 | 3,540 | (19,710 | ) | ||||||||||||||||||||
Vertex Pharmaceuticals, Inc. | 55.00 | Jul 2011 | 42 | 5,334 | (2,100 | ) | ||||||||||||||||||||
Vertex Pharmaceuticals, Inc. | 60.00 | Jul 2011 | 42 | 6,873 | (546 | ) | ||||||||||||||||||||
Waters Corp. | 115.00 | Nov 2011 | 28 | 3,976 | (1,960 | ) |
PORTFOLIO | | NAME OF ISSUER | | EXERCISE PRICE | | EXPIRATION DATE | | NUMBER OF CONTRACTS | | PREMIUM | | VALUE | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Health Sciences Trust, continued | CALLS | |||||||||||||||||||||||||
Zimmer Holdings, Inc. | $ | 75.00 | Jan 2011 | 80 | $ | 11,960 | ($7,400 | ) | ||||||||||||||||||
1,446 | $ | 295,072 | ($417,603 | ) | ||||||||||||||||||||||
PUTS | ||||||||||||||||||||||||||
Abbott Laboratories, Inc. | $ | 55.00 | Jan 2012 | 14 | $ | 12,908 | ($6,930 | ) | ||||||||||||||||||
Acorda Therapeutics, Inc. | 25.00 | Jan 2012 | 33 | 17,226 | (7,672 | ) | ||||||||||||||||||||
Agilent Technologies, Inc. | 45.00 | Jan 2012 | 14 | 10,599 | (3,668 | ) | ||||||||||||||||||||
Allscripts Healthcare Solutions | 25.00 | Jan 2012 | 56 | 26,068 | (33,040 | ) | ||||||||||||||||||||
AMAG Pharmaceuticals, Inc. | 20.00 | Jan 2012 | 22 | 9,399 | (7,370 | ) | ||||||||||||||||||||
AmerisourceBergen Corp. | 40.00 | Jan 2012 | 56 | 38,471 | (12,600 | ) | ||||||||||||||||||||
AmerisourceBergen Corp. | 45.00 | Jan 2012 | 56 | 38,051 | (28,000 | ) | ||||||||||||||||||||
AmerisourceBergen Corp. | 50.00 | Jan 2012 | 41 | 36,899 | (37,310 | ) | ||||||||||||||||||||
Amgen, Inc. | 60.00 | Jul 2011 | 6 | 3,072 | (1,134 | ) | ||||||||||||||||||||
Amgen, Inc. | 60.00 | Jan 2012 | 25 | 19,722 | (12,875 | ) | ||||||||||||||||||||
Amgen, Inc. | 57.50 | Jan 2012 | 8 | 4,903 | (2,960 | ) | ||||||||||||||||||||
Amylin Pharmaceuticals, Inc. | 25.00 | Jan 2012 | 15 | 10,279 | (17,550 | ) | ||||||||||||||||||||
Amylin Pharmaceuticals, Inc. | 20.00 | Jan 2012 | 14 | 8,638 | (10,080 | ) | ||||||||||||||||||||
Amylin Pharmaceuticals, Inc. | 12.50 | Jan 2012 | 15 | 4,530 | (2,850 | ) | ||||||||||||||||||||
Athenahealth, Inc. | 49.00 | Sep 2011 | 28 | 28,475 | (23,380 | ) | ||||||||||||||||||||
Baxter International, Inc. | 50.00 | Jan 2012 | 14 | 7,448 | (1,680 | ) | ||||||||||||||||||||
Baxter International, Inc. | 70.00 | Jan 2012 | 54 | 65,177 | (61,695 | ) | ||||||||||||||||||||
Biogen Idec, Inc. | 75.00 | Jan 2012 | 28 | 16,156 | (4,200 | ) | ||||||||||||||||||||
Biogen Idec, Inc. | 95.00 | Jan 2012 | 28 | 42,475 | (16,240 | ) | ||||||||||||||||||||
Biogen Idec, Inc. | 90.00 | Jan 2012 | 28 | 33,795 | (12,040 | ) | ||||||||||||||||||||
Biogen Idec, Inc. | 105.00 | Jan 2012 | 28 | 36,163 | (27,384 | ) | ||||||||||||||||||||
Biogen Idec, Inc. | 100.00 | Jan 2012 | 33 | 34,552 | (23,760 | ) | ||||||||||||||||||||
Biogen Idec, Inc. | 110.00 | Jan 2012 | 15 | 19,080 | (18,600 | ) | ||||||||||||||||||||
Boston Scientific Corp. | 12.50 | Jan 2012 | 14 | 7,308 | (7,735 | ) | ||||||||||||||||||||
Bristol-Myers Squibb Company | 30.00 | Jan 2012 | 36 | 10,623 | (9,432 | ) | ||||||||||||||||||||
Bristol-Myers Squibb Company | 27.50 | Jan 2012 | 42 | 12,096 | (5,922 | ) | ||||||||||||||||||||
Cardinal Health, Inc. | 45.00 | Jan 2012 | 56 | 40,151 | (17,360 | ) | ||||||||||||||||||||
Celgene Corp. | 50.00 | Jul 2011 | 3 | 1,033 | (18 | ) | ||||||||||||||||||||
Celgene Corp. | 57.50 | Jul 2011 | 14 | 6,188 | (490 | ) | ||||||||||||||||||||
Celgene Corp. | 55.00 | Jan 2012 | 14 | 10,808 | (3,829 | ) | ||||||||||||||||||||
Celgene Corp. | 60.00 | Jan 2012 | 19 | 17,823 | (8,740 | ) | ||||||||||||||||||||
Celgene Corp. | 70.00 | Jan 2012 | 27 | 41,093 | (29,430 | ) | ||||||||||||||||||||
Celgene Corp. | 65.00 | Jan 2012 | 19 | 22,015 | (14,060 | ) | ||||||||||||||||||||
Cerner Corp. | 50.00 | Jan 2012 | 28 | 17,458 | (3,710 | ) | ||||||||||||||||||||
Community Health Systems, Inc. | 33.00 | Sep 2011 | 14 | 5,838 | (10,500 | ) | ||||||||||||||||||||
Covance, Inc. | 65.00 | Aug 2011 | 22 | 20,174 | (14,190 | ) | ||||||||||||||||||||
Covidien PLC | 50.00 | Jul 2011 | 42 | 26,858 | (630 | ) | ||||||||||||||||||||
Covidien PLC | 52.50 | Jul 2011 | 42 | 32,213 | (2,520 | ) | ||||||||||||||||||||
Covidien PLC | 55.00 | Jul 2011 | 14 | 13,118 | (2,835 | ) | ||||||||||||||||||||
Covidien PLC | 60.00 | Jul 2011 | 6 | 5,922 | (4,110 | ) | ||||||||||||||||||||
Cubist Pharmaceuticals, Inc. | 25.00 | Jan 2012 | 1 | 497 | (63 | ) | ||||||||||||||||||||
CVS Caremark Corp, | 40.00 | Jan 2012 | 28 | 16,464 | (11,620 | ) | ||||||||||||||||||||
Davita, Inc. | 70.00 | Jul 2011 | 14 | 7,310 | (280 | ) | ||||||||||||||||||||
Davita, Inc. | 75.00 | Jul 2011 | 14 | 11,158 | (350 | ) | ||||||||||||||||||||
Dendreon Corp. | 60.00 | Jan 2012 | 19 | 33,594 | (39,235 | ) | ||||||||||||||||||||
DENTSPLY International, Inc. | 45.00 | Oct 2011 | 70 | 55,286 | (50,400 | ) | ||||||||||||||||||||
DepoMed, Inc. | 10.00 | Sep 2011 | 42 | 11,846 | (8,820 | ) | ||||||||||||||||||||
Edwards Lifesciences Corp. | 90.00 | Jan 2012 | 28 | 28,755 | (26,460 | ) | ||||||||||||||||||||
Edwards Lifesciences Corp. | 95.00 | Jan 2012 | 81 | 91,195 | (103,275 | ) | ||||||||||||||||||||
Forest Laboratories, Inc. | 35.00 | Jan 2012 | 28 | 13,160 | (3,920 | ) | ||||||||||||||||||||
Gilead Sciences, Inc. | 40.00 | Jan 2012 | 5 | 2,420 | (1,275 | ) | ||||||||||||||||||||
Gilead Sciences, Inc. | 45.00 | Jan 2012 | 42 | 26,645 | (22,050 | ) | ||||||||||||||||||||
Gilead Sciences, Inc. | 44.00 | Jan 2012 | 22 | 12,089 | (10,230 | ) | ||||||||||||||||||||
Henry Schein, Inc. | 65.00 | Jul 2011 | 14 | 7,378 | (420 | ) | ||||||||||||||||||||
Henry Schein, Inc. | 75.00 | Jan 2012 | 82 | 62,932 | (52,070 | ) | ||||||||||||||||||||
Hospira, Inc. | 60.00 | Jan 2012 | 6 | 4,800 | (3,420 | ) | ||||||||||||||||||||
Human Genome Sciences, Inc. | 25.00 | Oct 2011 | 14 | 3,098 | (3,136 | ) | ||||||||||||||||||||
Humana, Inc. | 60.00 | Jan 2012 | 84 | 99,579 | (11,550 | ) | ||||||||||||||||||||
Humana, Inc. | 70.00 | Jan 2012 | 56 | 52,611 | (19,040 | ) | ||||||||||||||||||||
Illumina, Inc. | 60.00 | Jan 2012 | 19 | 20,468 | (4,655 | ) | ||||||||||||||||||||
Intermune, Inc. | 40.00 | Jul 2011 | 39 | 35,057 | (17,745 | ) | ||||||||||||||||||||
Intermune, Inc. | 40.00 | Jan 2012 | 14 | 13,502 | (12,390 | ) | ||||||||||||||||||||
Intermune, Inc. | 45.00 | Jan 2012 | 70 | 86,580 | (85,225 | ) | ||||||||||||||||||||
Intermune, Inc. | 50.00 | Jan 2012 | 64 | 69,128 | (99,520 | ) | ||||||||||||||||||||
Intermune, Inc. | 55.00 | Jan 2012 | 48 | 62,905 | (95,880 | ) |
PORTFOLIO | | NAME OF ISSUER | | EXERCISE PRICE | | EXPIRATION DATE | | NUMBER OF CONTRACTS | | PREMIUM | | VALUE | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Health Sciences Trust, continued | PUTS | |||||||||||||||||||||||||
Intuitive Surgical, Inc. | $ | 260.00 | Jan 2012 | 3 | $ | 14,604 | ($1,410 | ) | ||||||||||||||||||
Intuitive Surgical, Inc. | 300.00 | Jan 2012 | 3 | 13,486 | (3,330 | ) | ||||||||||||||||||||
Jazz Pharmaceuticals, Inc. | 25.00 | Jan 2012 | 42 | 22,973 | (5,250 | ) | ||||||||||||||||||||
Jazz Pharmaceuticals, Inc. | 30.00 | Jan 2012 | 28 | 23,996 | (8,540 | ) | ||||||||||||||||||||
Jazz Pharmaceuticals, Inc. | 35.00 | Jan 2012 | 22 | 18,854 | (11,990 | ) | ||||||||||||||||||||
Jazz Pharmaceuticals, Inc. | 40.00 | Jan 2012 | 22 | 22,584 | (19,910 | ) | ||||||||||||||||||||
Johnson & Johnson | 65.00 | Jan 2012 | 27 | 19,956 | (8,073 | ) | ||||||||||||||||||||
Johnson & Johnson | 67.50 | Jan 2012 | 42 | 37,673 | (18,060 | ) | ||||||||||||||||||||
Life Technologies Corp. | 50.00 | Jan 2012 | 11 | 10,777 | (3,740 | ) | ||||||||||||||||||||
Life Technologies Corp. | 60.00 | Jan 2012 | 56 | 52,891 | (52,640 | ) | ||||||||||||||||||||
Maximus, Inc. | 85.00 | Oct 2011 | 56 | 66,191 | (35,280 | ) | ||||||||||||||||||||
McKesson Corp. | 80.00 | Jan 2012 | 29 | 48,992 | (11,455 | ) | ||||||||||||||||||||
McKesson Corp. | 85.00 | Jan 2012 | 14 | 19,908 | (8,680 | ) | ||||||||||||||||||||
Medco Health Solutions, Inc. | 60.00 | Jan 2012 | 54 | 33,862 | (35,100 | ) | ||||||||||||||||||||
Medicines Company | 15.00 | Jul 2011 | 33 | 8,233 | (1,320 | ) | ||||||||||||||||||||
�� | Medicines Company | 17.00 | Jul 2011 | 41 | 9,717 | (3,485 | ) | |||||||||||||||||||
Medicis Pharmaceutical Corp. | 35.00 | Jan 2012 | 42 | 21,989 | (10,815 | ) | ||||||||||||||||||||
Mednax, Inc. | 75.00 | Nov 2011 | 40 | 40,652 | (23,400 | ) | ||||||||||||||||||||
Medtronic, Inc. | 35.00 | Jan 2012 | 28 | 17,976 | (4,606 | ) | ||||||||||||||||||||
Medtronic, Inc. | 40.00 | Jan 2012 | 28 | 17,787 | (11,032 | ) | ||||||||||||||||||||
Monsanto Company | 62.50 | Jan 2012 | 34 | 44,659 | (9,282 | ) | ||||||||||||||||||||
Monsanto Company | 65.00 | Jan 2012 | 28 | 33,667 | (10,640 | ) | ||||||||||||||||||||
Monsanto Company | 70.00 | Jan 2012 | 36 | 50,442 | (19,656 | ) | ||||||||||||||||||||
Monsanto Company | 75.00 | Jan 2012 | 6 | 8,642 | (4,950 | ) | ||||||||||||||||||||
Monsanto Company | 80.00 | Jan 2012 | 20 | 30,335 | (23,680 | ) | ||||||||||||||||||||
Mylan, Inc. | 22.50 | Jan 2012 | 1 | 467 | (127 | ) | ||||||||||||||||||||
Mylan, Inc. | 25.00 | Jan 2012 | 42 | 15,309 | (9,450 | ) | ||||||||||||||||||||
Orexigen Therapeutics, Inc. | 10.00 | Jul 2011 | 20 | 7,020 | (16,700 | ) | ||||||||||||||||||||
Perrigo Company | 80.00 | Jan 2012 | 17 | 22,134 | (7,650 | ) | ||||||||||||||||||||
Pfizer, Inc. | 20.00 | Jan 2012 | 224 | 70,607 | (28,896 | ) | ||||||||||||||||||||
Pfizer, Inc. | 22.50 | Jan 2012 | 192 | 95,388 | (53,760 | ) | ||||||||||||||||||||
Pfizer, Inc. | 25.00 | Jan 2012 | 281 | 171,253 | (138,253 | ) | ||||||||||||||||||||
Quest Diagnostics, Inc. | 60.00 | Jan 2012 | 16 | 13,232 | (6,960 | ) | ||||||||||||||||||||
Quest Diagnostics, Inc. | 55.00 | Jan 2012 | 14 | 7,448 | (3,185 | ) | ||||||||||||||||||||
Quest Diagnostics, Inc. | 65.00 | Jan 2012 | 45 | 43,422 | (33,525 | ) | ||||||||||||||||||||
Regeneron Pharmaceuticals | 50.00 | Nov 2011 | 29 | 26,157 | (12,180 | ) | ||||||||||||||||||||
Salix Pharmaceuticals Ltd | 50.00 | Jan 2012 | 17 | 20,179 | (20,910 | ) | ||||||||||||||||||||
Sanofi Aventis | 75.00 | Jan 2012 | 19 | 8,018 | (190 | ) | ||||||||||||||||||||
Savient Pharmaceuticals, Inc. | 15.00 | Jan 2012 | 82 | 40,015 | (62,115 | ) | ||||||||||||||||||||
St. Jude Medical, Inc. | 45.00 | Jan 2012 | 28 | 15,876 | (7,980 | ) | ||||||||||||||||||||
Stryker Corp. | 65.00 | Sep 2011 | 22 | 14,109 | (14,960 | ) | ||||||||||||||||||||
Stryker Corp. | 60.00 | Jan 2012 | 30 | 27,759 | (14,400 | ) | ||||||||||||||||||||
Stryker Corp. | 65.00 | Jan 2012 | 14 | 12,954 | (11,270 | ) | ||||||||||||||||||||
Stryker Corp. | 70.00 | Jan 2012 | 14 | 16,828 | (16,870 | ) | ||||||||||||||||||||
SXC Health Solutions Corp. | 50.00 | Jul 2011 | 17 | 13,974 | (128 | ) | ||||||||||||||||||||
Teva Pharmaceutical Industries Ltd. | 52.50 | Jan 2012 | 17 | 12,741 | (10,795 | ) | ||||||||||||||||||||
Teva Pharmaceutical Industries Ltd. | 55.00 | Jan 2012 | 19 | 13,813 | (15,675 | ) | ||||||||||||||||||||
United Therapeutics Corp. | 60.00 | Jan 2012 | 28 | 26,260 | (28,280 | ) | ||||||||||||||||||||
UnitedHealth Group, Inc. | 35.00 | Jan 2012 | 30 | 26,659 | (1,680 | ) | ||||||||||||||||||||
UnitedHealth Group, Inc. | 40.00 | Jan 2012 | 16 | 13,888 | (1,728 | ) | ||||||||||||||||||||
UnitedHealth Group, Inc. | 45.00 | Jan 2012 | 28 | 15,876 | (5,754 | ) | ||||||||||||||||||||
UnitedHealth Group, Inc. | 50.00 | Jan 2012 | 28 | 23,908 | (10,416 | ) | ||||||||||||||||||||
UnitedHealth Group, Inc. | 55.00 | Jan 2012 | 27 | 19,899 | (17,280 | ) | ||||||||||||||||||||
Valeant Pharmaceuticals International | 65.00 | Jan 2012 | 16 | 18,712 | (1,851 | ) | ||||||||||||||||||||
Vertex Pharmaceuticals, Inc. | 55.00 | Jul 2011 | 22 | 10,171 | (7,810 | ) | ||||||||||||||||||||
Vertex Pharmaceuticals, Inc. | 50.00 | Jan 2012 | 13 | 10,024 | (7,475 | ) | ||||||||||||||||||||
Walgreen Company | 50.00 | Jan 2012 | 68 | 58,359 | (57,120 | ) | ||||||||||||||||||||
Warner ChilCott PLC | 25.00 | Oct 2011 | 42 | 12,264 | (8,820 | ) | ||||||||||||||||||||
Waters Corp. | 80.00 | Aug 2011 | 28 | 22,455 | (980 | ) | ||||||||||||||||||||
Watson Pharmaceuticals, Inc. | 70.00 | Jan 2012 | 56 | 71,511 | (31,080 | ) | ||||||||||||||||||||
WellPoint, Inc. | 65.00 | Jan 2012 | 19 | 15,778 | (3,743 | ) | ||||||||||||||||||||
WellPoint, Inc. | 85.00 | Jan 2012 | 57 | 66,106 | (57,570 | ) | ||||||||||||||||||||
Zimmer Holdings, Inc. | 70.00 | Jan 2012 | 27 | 25,508 | (23,625 | ) | ||||||||||||||||||||
Zimmer Holdings, Inc. | 65.00 | Jan 2012 | 22 | 16,434 | (12,320 | ) | ||||||||||||||||||||
4,379 | $ | 3,456,623 | ($2,301,393 | ) |
FUND | | COUNTERPARTY | | REFERENCE OBLIGATION | | NOTIONAL AMOUNT | | CURRENCY | | USD NOTIONAL AMOUNT | | (PAY)/ RECEIVE FIXED RATE | | MATURITY DATE | | UNAMORTIZED UPFRONT PAYMENT PAID (RECEIVED) | | UNREALIZED APPRECIATION (DEPRECIATION) | | MARKET VALUE | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Core Allocation Plus Trust | |||||||||||||||||||||||||||||||||||||||||||
Goldman Sachs International | Everest RE Holdings | 50,000 | USD | $50,000 | (1.750 | )% | Dec 2013 | — | ($1,141 | ) | ($1,141 | ) | |||||||||||||||||||||||||||||||
Goldman Sachs International | CMBX.NA.BBB | 270,000 | USD | 270,000 | 1.340 | % | Oct 2052 | ($180,374 | ) | (28,836 | ) | (209,210 | ) | ||||||||||||||||||||||||||||||
Goldman Sachs International | CDX-EMS15V1-5Y | 4,200,000 | USD | 4,200,000 | 5.000 | % | Jun 2016 | (555,339 | ) | 1,515 | (553,824 | ) | |||||||||||||||||||||||||||||||
Goldman Sachs International | CDX-NAIGS16V1-5Y | 2,495,000 | USD | 2,495,000 | 1.000 | % | Jun 2016 | (6,899 | ) | (3,364 | ) | (10,263 | ) | ||||||||||||||||||||||||||||||
Goldman Sachs International | CMBX.NA.AM.4 | 250,000 | USD | 250,000 | 0.500 | % | Feb 2051 | 48,683 | (10,572 | ) | 38,111 | ||||||||||||||||||||||||||||||||
Goldman Sachs International | CMBX.NA.AAA | 500,000 | USD | 500,000 | 0.350 | % | Feb 2051 | (39,947 | ) | 11,841 | (28,106 | ) | |||||||||||||||||||||||||||||||
Goldman Sachs International | CMBX.NA.AA | 125,000 | USD | 125,000 | 0.150 | % | Mar 2049 | 46,876 | (4,378 | ) | 42,498 | ||||||||||||||||||||||||||||||||
($687,000 | ) | ($34,935 | ) | ($721,935 | ) |
FUND | | COUNTERPARTY | | REFERENCE OBLIGATION | | NOTIONAL AMOUNT | | CURRENCY | | USD NOTIONAL AMOUNT | | (PAY)/ RECEIVE FIXED RATE | | MATURITY DATE | | UNAMORTIZED UPFRONT PAYMENT PAID (RECEIVED) | | UNREALIZED APPRECIATION (DEPRECIATION) | | MARKET VALUE | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Core Allocation Plus Trust | |||||||||||||||||||||||||||||||||||||||||||
Goldman Sachs International | CMBX.NA.AA. | 270,000 | USD | $270,000 | 1.65 | % | Feb 2051 | $ | 94,698 | $ | 36,244 | $ | 130,942 | ||||||||||||||||||||||||||||||
Goldman Sachs International | ITRAXX-XOVERS15V1-5Y | 210,000 | EUR | 298,253 | 5.00 | % | Jun 2016 | 18,186 | (4,537 | ) | 13,649 | ||||||||||||||||||||||||||||||||
Goldman Sachs International | CDS USD | 325,000 | EUR | 325,000 | 1.00 | % | Jun 2016 | (4,787 | ) | (606 | ) | (5,393 | ) | ||||||||||||||||||||||||||||||
Goldman Sachs International | ITRAXX-EUROPES15V1 | 385,000 | EUR | 542,254 | 1.00 | % | Jun 2016 | (738 | ) | (479 | ) | (1,217 | ) | ||||||||||||||||||||||||||||||
Goldman Sachs International | CMBX.NA.A.5 | 250,000 | USD | 250,000.00 | 3.50 | % | Feb 2051 | (128,588 | ) | (5,065 | ) | (133,653 | ) | ||||||||||||||||||||||||||||||
Goldman Sachs International | CMBX.NA.A.5 | 250,000 | USD | 250,000.00 | 3.50 | % | Feb 2051 | (132,505 | ) | (1,196 | ) | (133,701 | ) | ||||||||||||||||||||||||||||||
Goldman Sachs International | CMBX.NA.AA.4 | 135,000 | USD | 135,000.00 | 1.65 | % | Feb 2051 | (68,181 | ) | 2,731 | (65,450 | ) | |||||||||||||||||||||||||||||||
Goldman Sachs International | TRAXX-EUROPES15V1 | 50,000 | EUR | 70,857.46 | 1.65 | % | Feb 2051 | (330 | ) | 172 | (158 | ) | |||||||||||||||||||||||||||||||
Goldman Sachs International | TRAXX-EUROPES15V2 | 525,000 | EUR | 753,663.88 | 1.00 | % | Jun 2016 | (3,085 | ) | 1,427 | (1,658 | ) | |||||||||||||||||||||||||||||||
Goldman Sachs International | CDX-NAHYS16V1 | 85,000 | USD | 85,000.00 | 5.00 | % | Jun 2016 | 531 | 932 | 1,463 | |||||||||||||||||||||||||||||||||
Goldman Sachs International | CMBX.NA.A.1 | 60,000 | USD | 60,000.00 | 0.35 | % | Oct 2052 | (19,951 | ) | 4 | (19,947 | ) | |||||||||||||||||||||||||||||||
Goldman Sachs International | CMBX.NA.A.1 | 85,000 | USD | 85,000.00 | 0.35 | % | Oct 2052 | (28,263 | ) | 5 | (28,258 | ) | |||||||||||||||||||||||||||||||
($273,013 | ) | $ | 29,632 | ($243,381 | ) |
Portfolio | | Risk | | Statement of Assets and Liabilities location | | Financial instruments location | | Asset Derivatives Fair Value | | Liability Derivatives Fair Value | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
All Cap Core Trust | Equity contracts | Receivable/payable for futures | Futures† | $ | 92,370 | — | ||||||||||||||||
Total | $ | 92,370 | — | |||||||||||||||||||
Alpha Opportunities Trust | Foreign currency contracts | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | $ | 101,326 | — | ||||||||||||||||
Total | $ | 101,326 | — | |||||||||||||||||||
Capital Appreciation Value Trust | Equity contracts | Written options, at value | Options | — | ($660,204 | ) | ||||||||||||||||
Total | — | ($660,204 | ) | |||||||||||||||||||
Core Allocation Plus Trust | Interest rate contracts | Receivable/payable for futures | Futures† | $ | 526,736 | ($24,331 | ) | |||||||||||||||
Equity contracts | Receivable/payable for futures | Futures† | 8,891 | (18,569 | ) | |||||||||||||||||
Credit contracts | Swap contracts, at value | Credit default | — | (956,316 | ) | |||||||||||||||||
Foreign currency contracts | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | 48,353 | (75,141 | ) | |||||||||||||||||
Total | $ | 583,980 | ($1,074,357 | ) | ||||||||||||||||||
Health Sciences Trust | Equity contracts | Written options, at value | Options | ($2,718,996 | ) | |||||||||||||||||
Total | — | ($2,718,996 | ) | |||||||||||||||||||
Heritage Trust | Foreign currency contracts | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | $ | 22 | ($11,867 | ) | |||||||||||||||
Total | $ | 22 | ($11,867 | ) | ||||||||||||||||||
International Core Trust | Equity contracts | Receivable/payable for futures | Futures† | $ | 1,032,579 | ($516,573 | ) | |||||||||||||||
Foreign currency contracts | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | 549,694 | (1,142,586 | ) | |||||||||||||||||
Total | $ | 1,582,273 | ($1,659,159 | ) | ||||||||||||||||||
International Opportunities Trust | Foreign currency contracts | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | $ | 14,418 | ($2,377,252 | ) | |||||||||||||||
Total | $ | 14,418 | ($2,377,252 | ) | ||||||||||||||||||
Mutual Shares Trust | Foreign currency contracts | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | $ | 1,013,813 | ($1,330,743 | ) | |||||||||||||||
Total | $ | 1,013,813 | ($1,330,743 | ) | ||||||||||||||||||
Smaller Company Growth Trust | Equity contracts | Receivable/payable for futures | Futures† | $ | 27,909 | — | ||||||||||||||||
Total | $ | 27,909 | — | |||||||||||||||||||
Strategic Allocation Trust | Equity contracts | Receivable/payable for futures | Futures† | $ | 345,593 | — | ||||||||||||||||
Foreign currency contracts | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | 16,946 | ($1,345 | ) | |||||||||||||||||
Total | $ | 362,539 | ($1,345 | ) | ||||||||||||||||||
Utilities Trust | Foreign currency contracts | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | $ | 168,455 | ($393,231 | ) | |||||||||||||||
Total | $ | 168,455 | ($393,231 | ) |
† | Reflects cumulative appreciation/depreciation on futures as disclosed in Note 3. Only the year end variation margin is separately disclosed in the Statements of Assets and Liabilities. |
Statement of Operations Location — Net Realized Gain (Loss) on: | ||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Risk | | Investments (Purchased Options) | | Written Options | | Futures contracts | | Swap contracts | | Foreign Currency Transactions* | | Total | ||||||||||||||||
All Cap Core Trust | Equity contracts | — | — | $ | 115,115 | — | — | $ | 115,115 | |||||||||||||||||||||
Total | — | — | $ | 115,115 | — | — | $ | 115,115 | ||||||||||||||||||||||
Capital Appreciation Value Trust | Equity contracts | — | ($963,547 | ) | — | — | — | ($963,547 | ) | |||||||||||||||||||||
Total | — | ($963,547 | ) | — | — | — | ($963,547 | ) | ||||||||||||||||||||||
Core Allocation Plus Trust | Interest rate contracts | — | — | $ | 216,827 | — | — | $ | 216,827 | |||||||||||||||||||||
Equity contracts | — | — | 524,734 | — | — | 524,734 | ||||||||||||||||||||||||
Credit contracts | — | — | — | $ | 23,405 | — | 23,405 | |||||||||||||||||||||||
Foreign exchange contracts | — | — | — | — | ($68,576 | ) | (68,576 | ) | ||||||||||||||||||||||
Total | — | — | $ | 741,561 | $ | 23,405 | ($68,576 | ) | $ | 696,390 | ||||||||||||||||||||
Health Sciences Trust | Equity contracts | ($8,528 | ) | $ | 2,142,372 | — | — | — | $ | 2,133,844 | ||||||||||||||||||||
Total | ($8,528 | ) | $ | 2,142,372 | — | — | — | $ | 2,133,844 | |||||||||||||||||||||
Heritage Trust | Foreign exchange contracts | — | — | — | — | ($21,877 | ) | ($21,877 | ) | |||||||||||||||||||||
Total | — | — | — | — | ($21,877 | ) | ($21,877 | ) | ||||||||||||||||||||||
International Core Trust | Foreign exchange contracts | — | — | — | — | ($1,282,291 | ) | ($1,282,291 | ) | |||||||||||||||||||||
Equity contracts | — | — | $ | 956,553 | — | — | 956,553 | |||||||||||||||||||||||
Total | — | — | $ | 956,553 | — | ($1,282,291 | ) | ($325,738 | ) | |||||||||||||||||||||
Mutual Shares Trust | Foreign exchange contracts | — | — | — | — | ($10,170,222 | ) | ($10,170,222 | ) | |||||||||||||||||||||
Total | — | — | — | — | ($10,170,222 | ) | ($10,170,222 | ) | ||||||||||||||||||||||
Small Cap Growth Trust | Equity contracts | — | — | $ | 549 | — | — | — | ||||||||||||||||||||||
Foreign exchange contracts | — | — | — | — | ($38,297 | ) | ($38,297 | ) | ||||||||||||||||||||||
Total | — | — | $ | 549 | — | ($38,297 | ) | ($38,297 | ) | |||||||||||||||||||||
Smaller Company Growth Trust | Equity contracts | — | — | $ | 23,139 | — | — | $ | 23,139 | |||||||||||||||||||||
Total | — | — | $ | 23,139 | — | — | $ | 23,139 | ||||||||||||||||||||||
Strategic Allocation Trust | Equity contracts | — | — | ($557,759 | ) | — | — | ($557,759 | ) | |||||||||||||||||||||
Foreign exchange contracts | — | — | — | — | ($45,706 | ) | (45,706 | ) | ||||||||||||||||||||||
Total | — | — | ($557,759 | ) | — | ($45,706 | ) | ($603,465 | ) | |||||||||||||||||||||
Utilities Trust | Foreign exchange contracts | — | — | — | — | ($1,455,608 | ) | ($1,455,608 | ) | |||||||||||||||||||||
Total | — | — | — | — | ($1,455,608 | ) | ($1,455,608 | ) |
* | Realized gain/loss associated with forward foreign currency contracts is included in the caption on the Statements of Operations. |
Statement of Operations Location — Change in Unrealized Appreciation (Depreciation) of: | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Risk | | Written Options | | Futures contracts | | Swap contracts | | Translation of assets and liabilities in foreign currencies* | | Total | |||||||||||||||
All Cap Core Trust | Equity contracts | — | $ | 36,985 | — | — | $ | 36,985 | |||||||||||||||||||
Total | — | $ | 36,985 | — | — | $ | 36,985 | ||||||||||||||||||||
Alpha Opportunities Trust | Foreign currency contracts | — | — | — | $ | 101,326 | $ | 101,326 | |||||||||||||||||||
Total | — | — | — | $ | 101,326 | $ | 101,326 | ||||||||||||||||||||
Capital Appreciation Value Trust | Foreign currency contracts | $ | 556,976 | — | — | — | $ | 556,976 | |||||||||||||||||||
Total | $ | 556,976 | — | — | — | $ | 556,976 | ||||||||||||||||||||
Core Allocation Plus Trust | Equity contracts | — | $ | 38,755 | — | — | $ | 38,755 | |||||||||||||||||||
Credit contracts | — | — | ($3,896 | ) | — | (3,896 | ) | ||||||||||||||||||||
Foreign currency contracts | — | — | — | $ | 12,810 | 12,810 | |||||||||||||||||||||
Total | — | $ | 38,755 | ($3,896 | ) | $ | 12,810 | $ | 47,669 | ||||||||||||||||||
Health Sciences Trust | Equity contracts | ($705,355 | ) | — | — | — | ($705,355 | ) | |||||||||||||||||||
Total | ($705,355 | ) | — | — | — | ($705,355 | ) | ||||||||||||||||||||
Heritage Trust | Foreign currency contracts | — | — | — | $ | 5,287 | $ | 5,287 | |||||||||||||||||||
Total | — | — | — | $ | 5,287 | $ | 5,287 | ||||||||||||||||||||
International Core Trust | Foreign currency contracts | — | — | — | $ | 195,963 | $ | 195,963 | |||||||||||||||||||
Equity contracts | — | $ | 611,458 | — | — | 611,458 | |||||||||||||||||||||
Total | — | $ | 611,458 | — | $ | 195,963 | $ | 807,421 | |||||||||||||||||||
International Opportunities Trust | Foreign currency contracts | — | — | — | ($2,362,834 | ) | ($2,362,834 | ) | |||||||||||||||||||
Total | — | — | — | ($2,362,834 | ) | ($2,362,834 | ) | ||||||||||||||||||||
Mutual Shares Trust | Foreign currency contracts | — | — | — | ($1,782,566 | ) | ($1,782,566 | ) | |||||||||||||||||||
Total | — | — | — | ($1,782,566 | ) | ($1,782,566 | ) | ||||||||||||||||||||
Small Cap Growth Trust | Foreign currency contracts | — | — | — | $ | 25,655 | $ | 25,655 | |||||||||||||||||||
Total | — | — | — | $ | 25,655 | $ | 25,655 |
Statement of Operations Location — Change in Unrealized Appreciation (Depreciation) of: | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Risk | | Written Options | | Futures contracts | | Swap contracts | | Translation of assets and liabilities in foreign currencies* | | Total | |||||||||||||||
Smaller Company Growth Trust | Equity contracts | — | $ | 12,473 | — | — | $ | 12,473 | |||||||||||||||||||
Total | — | $ | 12,473 | — | — | $ | 12,473 | ||||||||||||||||||||
Strategic Allocation Trust | Equity contracts | — | $ | 345,593 | — | — | $ | 345,593 | |||||||||||||||||||
Foreign currency contracts | — | — | — | $ | 15,601 | $ | 15,601 | ||||||||||||||||||||
Total | — | $ | 345,593 | — | $ | 15,601 | $ | 361,194 | |||||||||||||||||||
Utilities Trust | Foreign currency contracts | — | — | — | ($224,003 | ) | ($224,003 | ) | |||||||||||||||||||
Total | — | — | — | ($224,003 | ) | ($224,003 | ) | ||||||||||||||||||||
Value & Restructuring Trust | Equity contracts | $ | 100,745 | — | — | — | $ | 100,745 | |||||||||||||||||||
Total | $ | 100,745 | — | — | — | $ | 100,745 |
• | All Cap Core Trust and All Cap Value Trust — a) 0.80% of the first $500 million of aggregate net assets and b) 0.75% of the excess over $500 million of aggregate net assets. |
• | Alpha Opportunities Trust — a) 1.025% of the first $250 million of aggregate net assets; b) 1.00% of aggregate net assets between $250 million and $500 million; c) 0.975% of aggregate net assets between $500 million and $1 billion; and d) 0.95% of the excess over $1 billion of aggregate net assets. |
• | American Fundamental Holdings Trust, American Global Diversification Trust and Core Diversified Growth & Income Trust — Aggregate net assets include the net assets of the Portfolios and the net assets of similar funds of JHF II for all the funds listed. The daily management fee paid on these assets is a) 0.05% on the first $500 million of aggregate net assets and b) 0.04% on the excess over $500 million of aggregate net assets. |
• | Balanced Trust — a) 0.84% of the first $250 million of average net assets; b) 0.81% of average net assets between $250 million and $500 million; c) 0.80% of the average net assets between $500 million and $1 billion; and d) 0.78% of the excess over $1 billion of average net assets. |
• | Blue Chip Growth Trust — a) 0.825% of the first $1 billion of aggregate net assets and b) 0.775% of the excess over $1 billion of aggregate net assets. When aggregate net assets exceed $1 billion on any day, the annual rate of advisory fee for that day is 0.800% on the first $1 billion of aggregate net assets. |
• | Capital Appreciation Trust — a) 0.85% of the first $300 million of aggregate net assets; b) 0.80% of aggregate net assets between $300 million and $500 million; c) 0.70% of the aggregate net assets between $500 million and $1 billion; and d) 0.67% of the excess over $1 billion of aggregate net assets. |
• | Capital Appreciation Value Trust — If net assets are less than $500 million, then the following fee schedule applies: a) 0.95% of the first $250 million of average net assets and b) 0.85% of the excess over $250 million of average net assets. If net assets equal or exceed $500 million but are less than $2 billion, then the following fee schedule shall apply: a) 0.85% of the first $1 billion of average net assets and b) 0.80% of the excess over $1 billion of average net assets. If net assets equal or exceed $2 billion but are less than $3 billion, then the following fee schedule shall apply: a) 0.85% of the first $500 million of average net assets and b) 0.80% of the excess over $500 million of average net assets. If net assets equal or exceed $3 billion, then the advisory fee to be paid is 0.80% of average net assets. |
• | Core Allocation Trust, Core Disciplined Diversification Trust, Core Fundamental Holdings Trust, Core Global Diversification Trust and Franklin Templeton Founding Allocation Trust — The advisory fee has two components: a) a fee on net assets invested in affiliated funds (Affiliated Fund Assets) and b) a fee on net assets not invested in affiliated funds (Other Assets). Affiliated funds are any Fund of the Trust, John Hancock Funds II (JHF II) and John Hancock Funds III (JHF III) excluding Money Market Trust B, 500 Index Trust B, International Equity Index Trust B and Total Bond Market Trust B. In the case of Core Fundamental Holdings Trust and Core Global Diversification Trust, Affiliated Funds also includes the funds of American Fund Insurance Series. The advisory fee paid on Affiliated Fund Assets is as follows: a) 0.05% of the first $500 million of average net assets and b) 0.04% of the excess over $500 million in average net assets. The advisory fee paid on Other Assets is as follows: a) 0.50% of the first $500 million of average net assets and b) 0.49% of the excess over $500 million in average net assets. |
• | Core Allocation Plus Trust — The advisory fees paid are as follows: a) 0.915% of the first $500 million of average net assets and b) 0.865% excess over $500 million of average net assets. |
• | Disciplined Diversification Trust — a) 0.80% of the first $100 million of average net assets; b) 0.70% of average net assets between $100 million and $1 billion; and c) 0.65% of the excess over $1 billion of average net assets. |
• | Emerging Markets Value Trust — a) 1.00% of the first $100 million of aggregate net assets and b) 0.95% excess over $100 million of aggregate net assets. |
• | Equity-Income Trust — a) 0.825% of the first $1 billion of aggregate net assets and b) 0.775% of the excess over $1 billion of aggregate net assets. When aggregate net assets exceed $1 billion on any day, the annual rate of advisory fee for that day is 0.800% on the first $1 billion of aggregate net assets. |
• | Financial Services Trust and Fundamental Value Trust — a) 0.85% of the first $50 million of aggregate net assets; b) 0.80% of aggregate net assets between $50 million and $500 million; and c) 0.75% of the excess over $500 million of aggregate net assets. |
• | Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) — a) 0.675% of the first $2.5 billion of average net assets and b) 0.65% excess over $2.5 billion of average net assets. |
• | Fundamental Large Cap Value Trust (formerly Optimized Value Trust) — a) 0.70% of the first $500 million of aggregate net assets; b) 0.65% of aggregate net assets between $500 million and $1 billion; and c) 0.60% of the excess over $1 billion of aggregate net assets. |
• | Global Trust — Aggregate net assets are the aggregate net assets of Global Trust, International Value Trust, Income Trust, Mutual Shares Trust, JHF II Global Fund, JHF II International Value Fund, JHF II Income Fund, JHF II Mutual Shares Fund and JHF II International Small Cap Fund. The advisory fees paid are as follows: a) 0.85% of the first $1 billion of aggregate net assets and b) 0.80% of the excess over $1 billion of aggregate net assets. |
• | Growth Equity Trust — Aggregate nets assets are the aggregate net assets of Growth Equity Trust and the John Hancock Funds III Rainier Growth Fund. The advisory fees paid are as follows: a) 0.75% of the first $3 billion of aggregate net assets; b) 0.725% of aggregate nets assets between $3 billion and $6 billion; and c) 0.70% excess over $6 billion of aggregate net assets. |
• | Health Sciences Trust — a) 1.05% of the first $500 million of average net assets and b) 1.00% excess over $500 million of average net assets. |
• | Heritage Trust — a) 0.85% of the first $400 million of aggregate net assets; b) 0.825% of aggregate net assets between $400 million and $1 billion; and d) 0.80% of the excess over $1 billion of aggregate net assets. |
• | International Core Trust — Aggregate net assets are the aggregate net assets of International Core Trust and JHF III International Core Fund. The advisory fees paid are as follows: a) 0.92% of the first $100 million of aggregate net assets; b) 0.895% of aggregate net assets between $100 million and $1 billion; c) 0.88% of aggregate net assets between $1 billion and $2 billion; d) 0.85% of aggregate net assets between $2 billion and $3 billion; e) 0.825% of aggregate net assets between $3 billion and $4 billion; and f) 0.80% of aggregate net assets in excess over $4 billion. |
• | International Growth Stock Trust — a) 0.85% of the first $250 million of aggregate net assets; b) 0.80% of aggregate net assets between $250 million and $750 million; and c) 0.75% of the excess over $750 million of aggregate net assets. |
• | International Opportunities Trust — a) 0.90% of the first $750 million of aggregate net assets; b) 0.85% of aggregate net assets between $750 million and $1.5 billion; and c) 0.80% of the excess over $1.5 billion of aggregate net assets. |
• | International Small Company Trust — 0.95% of aggregate net assets. |
• | International Value Trust — Aggregate net assets are the aggregate net assets of Global Trust, Income Trust, International Value Trust, Mutual Shares Trust, JHF II Global Fund, JHF II Income Fund, JHF II International Small Cap Fund, JHF II International Value Fund and JHF II Mutual Shares Fund. The advisory fees paid are as follows: a) 0.95% of the first $150 million of aggregate net assets; b) 0.85% of aggregate net assets between $150 million and $300 million; and c) 0.80% of the excess over $300 million of aggregate net assets. However, when aggregate net assets exceed $300 million, then the advisory fee rate is 0.80% of aggregate net assets. |
• | Large Cap Trust — a) 0.78% of the first $250 million of aggregate net assets; b) 0.73% of aggregate net assets between $250 million and $500 million; c) 0.68% of aggregate net assets between $500 million and $750 million; and d) 0.65% of the excess over $750 million of aggregate net assets. |
• | Lifestyle PS Series — The advisory fee has two components: (a) a fee on net assets invested in affiliated funds (Affiliated Fund Assets) and (b) a fee on net assets not invested in affiliated funds (Other Assets). The advisory fee paid on Affiliated Fund Assets is as follows: a) 0.05% of the first $7.5 billion of aggregate net assets and b) 0.04% of the excess over $7.5 billion in aggregate net assets. The advisory fee paid on Other Assets is as follows: a) 0.50% of the first $7.5 billion of aggregate net assets and b) 0.49% of the excess over $7.5 billion in aggregate net assets. |
• | Mid Cap Stock Trust — a) 0.875% of the first $200 million of aggregate net assets; b) 0.85% of aggregate net assets between $200 million and $500 million; and c) 0.825% of the excess over $500 million of aggregate net assets. |
• | Mid Cap Value Equity Trust — a) 0.875% of the first $250 million of aggregate net assets; b) 0.85% of aggregate net assets between $250 million and $500 million; c) 0.825% of aggregate net assets between $500 million and $1 billion; and d) 0.80% of the excess over $1 billion of aggregate net assets. |
• | Mid Value Trust — a) 1.05% of the first $50 million of aggregate net assets and b) 0.95% of the excess over $50 million of aggregate net assets. |
• | Mutual Shares Trust — a) 0.96% of the first $1 billion of aggregate net assets and b) 0.94% of the excess over $1 billion of aggregate net assets. Prior to March 25, 2011, the advisory rate was 0.96% of average net assets. |
• | Natural Resources Trust — a) 1.00% of the first $1 billion of aggregate net assets and b) 0.975% of aggregate net assets between $1 billion and $2 billion; and c) 0.95% excess over $2 billion of aggregate net assets. |
• | Real Estate Securities Trust — 0.70% of aggregate net assets. |
• | Science & Technology Trust and Small Company Value Trust — a) 1.05% of the first $500 million of aggregate net assets and b) 1.00% excess over $500 million of aggregate net assets. |
• | Small Cap Growth Trust — a) 1.10% of the first $100 million of aggregate net assets and b) 1.05% excess over $100 million of aggregate net assets. |
• | Small Cap Opportunities Trust — a) 1.00% of the first $500 million of aggregate net assets; b) 0.95% of aggregate net assets between $500 million and $1 billion; c) 0.90% of aggregate net assets between $1 billion and $2 billion; and d) 0.85% of the excess over $2 billion of aggregate net assets. |
• | Small Cap Value Trust — a) 1.10% of the first $100 million of aggregate net assets; b) 1.05% of aggregate net assets between $100 million and $600 million; and c) 1.00% excess over $600 million of aggregate net assets. |
• | Small Company Growth Trust — a) 1.05% of the first $250 million of aggregate net assets and b) 1.00% of the excess over $250 million of aggregate net assets. However, when the aggregate net assets of the Portfolio, JHF II Small Company Growth Fund, Small Cap Opportunities Trust, JHF II Small Cap Opportunities Fund, International Growth Stock Trust, JHF II International Growth Stock Fund, Value Trust and JHF II Value Fund, exceed $1 billion, then the advisory rate for Small Company Growth Trust will be 1.00% of aggregate net assets. |
• | Smaller Company Growth Trust — a) 1.10% of the first $125 million of aggregate net assets; b) 1.05% of aggregate net assets between $125 million and $375 million; c) 1.00% of aggregate net assets between $375 million and $1 billion; and d) 0.95% of the excess over $1 billion of aggregate net assets. |
• | Strategic Allocation Trust — 0.55% of average net assets. |
• | U.S. Equity Trust (formerly U.S. Multi Sector Trust) — a) 0.78% of the first $500 million of aggregate net assets; b) 0.76% of aggregate net assets between $500 million and $1 billion; and c) 0.74% of the excess over $1 billion of aggregate net assets. |
• | Utilities Trust — a) 0.825% of the first $600 million of average net assets; b) 0.80% of average net assets between $600 million and $900 million; c) 0.775% of average net assets between $900 million and $1.5 billion and d) 0.70% of the excess over $1.5 billion of average net assets. |
• | Value Trust — a) 0.75% of the first $200 million of aggregate net assets; b) 0.725% of aggregate net assets between $200 million and $500 million; and c) 0.65% of the excess over $500 million of aggregate net assets. |
• | Value & Restructuring Trust — a) 0.825% of the first $500 million of aggregate net assets; b) 0.80% of aggregate net assets between $500 million and $1 billion; and c) 0.775% of the excess over $1 billion of aggregate net assets. |
Portfolios | | Subadviser | ||||
---|---|---|---|---|---|---|
Heritage Trust | American Century Investment Management, Inc. | |||||
Mid Cap Value Equity Trust Value & Restructuring Trust | Columbia Management Investment Advisers, LLC | |||||
Financial Services Trust Fundamental Value Trust | Davis Selected Advisers, L.P. | |||||
Real Estate Securities Trust | Deutsche Investment Management Americas, Inc. | |||||
Disciplined Diversification Trust Emerging Markets Value Trust International Small Company Trust | Dimensional Fund Advisors LP | |||||
Small Cap Opportunities Trust | Dimensional Fund Advisors LP; Invesco Advisers, Inc. | |||||
Mutual Shares Trust | Franklin Mutual Advisers, LLC. | |||||
International Core Trust U.S. Equity Trust (formerly U.S. Multi Sector Trust) | Grantham, Mayo, Van Otterloo & Co. LLC | |||||
Small Company Growth Trust Value Trust International Growth Stock Trust | Invesco Advisers, Inc. | |||||
Capital Appreciation Trust | Jennison Associates, LLC | |||||
Smaller Company Growth Trust | John Hancock Asset Management1,2, Frontier Capital Management Company, LLC; Perimeter Capital Management | |||||
Core Diversified Growth & Income Trust American Fundamental Holdings Trust American Global Diversification Trust Core Fundamental Holdings Trust Core Global Diversification Trust Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) Fundamental Large Cap Value Trust (formerly Optimized Value Trust) Lifestyle Balanced PS Series Lifestyle Conservative PS Series Lifestyle Growth PS Series Lifestyle Moderate PS Series | John Hancock Asset Management1,2 | |||||
All Cap Value Trust | Lord, Abbett & Co. LLC | |||||
International Opportunities Trust | Marsico Capital Management, LLC | |||||
Utilities Trust | MFS Investment Management | |||||
All Cap Core Trust | QS Investors, LLC | |||||
Growth Equity Trust | Rainier Investment Management, Inc. | |||||
Mid Cap Value Equity Trust | RiverSource Investments, LLC |
Portfolios | | Subadviser | ||||
---|---|---|---|---|---|---|
Balanced Trust Blue Chip Growth Trust Capital Appreciation Value Trust Equity-Income Trust Health Sciences Trust Mid Value Trust Small Company Value Trust | T. Rowe Price Associates, Inc. | |||||
Science & Technology Trust | T. Rowe Price Associates, Inc. and RCM Capital Management, LLC | |||||
Global Trust | Templeton Global Advisors Limited | |||||
International Value Trust | Templeton Investment Counsel, LLC | |||||
Large Cap Trust | UBS Global Asset Management (Americas) Inc. | |||||
Alpha Opportunities Trust Core Allocation Plus Trust Mid Cap Stock Trust Natural Resources Trust Small Cap Growth Trust Small Cap Value Trust | Wellington Management Company, LLP | |||||
Core Allocation Trust Core Disciplined Diversification Trust Franklin Templeton Founding Allocation Trust | John Hancock Asset Management1,2 |
1 | An Affiliate of the Adviser. |
2 | Manulife Asset Management (North America) Limited is doing business as John Hancock Asset Management. |
Portfolio | | Annual Effective Rate | | |||||||
---|---|---|---|---|---|---|---|---|---|---|
All Cap Core Trust | 0.77 | % | ||||||||
All Cap Value Trust | 0.78 | % | ||||||||
Alpha Opportunities Trust | 0.97 | % | ||||||||
American Asset Allocation Trust | 0.00 | %* | ||||||||
American Blue Chip Income and Growth Trust | 0.00 | %* | ||||||||
American Bond Trust | 0.00 | %* | ||||||||
American Fundamental Holdings Trust | 0.04 | % | ||||||||
American Global Diversification Trust | 0.04 | % | ||||||||
American Global Growth Trust | 0.00 | %* | ||||||||
American Global Small Capitalization Trust | 0.00 | %* | ||||||||
American Growth Trust | 0.00 | %* | ||||||||
American Growth-Income Trust | 0.00 | %* | ||||||||
American High-Income Bond Trust | 0.00 | %* | ||||||||
American International Trust | 0.00 | %* | ||||||||
American New World Trust | 0.00 | %* | ||||||||
Balanced Trust | 0.84 | % | ||||||||
Blue Chip Growth Trust | 0.78 | % | ||||||||
Capital Appreciation Trust | 0.70 | % | ||||||||
Capital Appreciation Value Trust | 0.85 | % | ||||||||
Core Allocation Trust | 0.05 | % | ||||||||
Core Allocation Plus Trust | 0.91 | % | ||||||||
Core Disciplined Diversification Trust | 0.05 | % | ||||||||
Core Diversified Growth & Income Trust | 0.04 | % | ||||||||
Core Fundamental Holdings Trust | 0.05 | % | ||||||||
Core Global Diversification Trust | 0.05 | % | ||||||||
Disciplined Diversification Trust | 0.73 | % | ||||||||
Emerging Markets Value Trust | 0.95 | % | ||||||||
Equity-Income Trust | 0.78 | % | ||||||||
Financial Services Trust | 0.81 | % | ||||||||
Franklin Templeton Founding Allocation Trust | 0.04 | % | ||||||||
Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | 0.67 | % | ||||||||
Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | 0.69 | % | ||||||||
Fundamental Value Trust | 0.76 | % | ||||||||
Global Trust | 0.81 | % | ||||||||
Growth Equity Trust | 0.75 | % | ||||||||
Health Sciences Trust | 1.05 | % | ||||||||
Heritage Trust | 0.85 | % | ||||||||
International Core Trust | 0.88 | % | ||||||||
International Growth Stock Trust | 0.84 | % | ||||||||
International Opportunities Trust | 0.88 | % | ||||||||
International Small Company Trust | 0.95 | % | ||||||||
International Value Trust | 0.80 | % | ||||||||
Large Cap Trust | 0.75 | % | ||||||||
Lifestyle Balanced PS Series | 0.04 | % | ||||||||
Lifestyle Conservative PS Series | 0.04 | % | ||||||||
Lifestyle Growth PS Series | 0.04 | % | ||||||||
Lifestyle Moderate PS Series | 0.04 | % | ||||||||
Mid Cap Stock Trust | 0.83 | % | ||||||||
Mid Cap Value Equity Trust | 0.87 | % | ||||||||
Mid Value Trust | 0.95 | % | ||||||||
Mutual Shares Trust | 0.96 | % | ||||||||
Natural Resources Trust | 0.99 | % | ||||||||
Real Estate Securities Trust | 0.70 | % | ||||||||
Science & Technology Trust | 1.05 | % | ||||||||
Small Cap Growth Trust | 1.06 | % | ||||||||
Small Cap Opportunities Trust | 1.00 | % | ||||||||
Small Cap Value Trust | 1.04 | % | ||||||||
Small Company Growth Trust | 1.00 | % | ||||||||
Small Company Value Trust | 1.03 | % | ||||||||
Smaller Company Growth Trust | 1.06 | % | ||||||||
Strategic Allocation Trust | 0.55 | % | ||||||||
U.S. Equity Trust (formerly U.S. Multi Sector Trust) | 0.76 | % | ||||||||
Utilities Trust | 0.83 | % | ||||||||
Value Trust | 0.74 | % | ||||||||
Value & Restructuring Trust | 0.81 | % |
* | The JHT Feeder Funds do not incur investment advisory fees. For more information on these Portfolios, see Note 1. |
Portfolio | | | Expense limitation as a percentage of average net assets | | ||
---|---|---|---|---|---|---|
All Cap Core Trust | 0.20 | % | ||||
All Cap Value Trust | 0.20 | % | ||||
Alpha Opportunities Trust | 0.20 | % | ||||
American Asset Allocation Trust | 0.10 | % | ||||
American Blue Chip Income and Growth Trust | 0.10 | % | ||||
American Bond Trust | 0.10 | % | ||||
American Fundamental Holdings Trust | 0.10 | % | ||||
American Global Diversification Trust | 0.10 | % | ||||
American Global Growth Trust | 0.10 | % | ||||
American Global Small Capitalization Trust | 0.10 | % | ||||
American Growth Trust | 0.10 | % | ||||
American Growth-Income Trust | 0.10 | % | ||||
American High-Income Bond Trust | 0.10 | % | ||||
American International Trust | 0.10 | % | ||||
American New World Trust | 0.10 | % | ||||
Balanced Trust | 0.20 | % | ||||
Blue Chip Growth Trust | 0.20 | % | ||||
Capital Appreciation Trust | 0.20 | % | ||||
Capital Appreciation Value Trust | 0.20 | % | ||||
Core Allocation Plus Trust | 0.20 | % | ||||
Disciplined Diversification Trust | 0.20 | % | ||||
Emerging Markets Value Trust | 0.25 | % | ||||
Equity-Income Trust | 0.20 | % | ||||
Financial Services Trust | 0.20 | % | ||||
Franklin Templeton Founding Allocation Trust | 0.10 | % | ||||
Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | 0.20 | % | ||||
Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | 0.20 | % | ||||
Fundamental Value Trust | 0.20 | % | ||||
Global Trust | 0.25 | % | ||||
Growth Equity Trust | 0.20 | % | ||||
Health Sciences Trust | 0.20 | % | ||||
Heritage Trust | 0.20 | % | ||||
International Core Trust | 0.25 | % | ||||
International Growth Stock Trust | 0.25 | % | ||||
International Opportunities Trust | 0.25 | % | ||||
International Small Company Trust | 0.25 | % | ||||
International Value Trust | 0.25 | % | ||||
Large Cap Trust | 0.20 | % | ||||
Lifestyle Balance PS Series | 0.10 | % | ||||
Lifestyle Conservative PS Series | 0.10 | % | ||||
Lifestyle Moderate PS Series | 0.10 | % | ||||
Lifestyle Growth PS Series | 0.10 | % | ||||
Mid Cap Stock Trust | 0.20 | % | ||||
Mid Cap Value Equity Trust | 0.20 | % | ||||
Mid Value Trust | 0.20 | % | ||||
Mutual Shares Trust | 0.20 | % | ||||
Natural Resources Trust | 0.20 | % | ||||
Real Estate Securities Trust | 0.20 | % | ||||
Science & Technology Trust | 0.20 | % | ||||
Small Cap Growth Trust | 0.20 | % | ||||
Small Cap Opportunities Trust | 0.20 | % | ||||
Small Cap Value Trust | 0.20 | % | ||||
Small Company Growth Trust | 0.20 | % | ||||
Small Company Value Trust | 0.20 | % | ||||
Smaller Company Growth Trust | 0.20 | % | ||||
Strategic Allocation Trust | 0.20 | % | ||||
U.S. Equity Trust (formerly U.S. Multi Sector Trust) | 0.20 | % | ||||
Utilities Trust | 0.20 | % |
Portfolio | | | Expense limitation as a percentage of average net assets | | ||
---|---|---|---|---|---|---|
Value Trust | 0.20 | % | ||||
Value & Restructuring Trust | 0.20 | % |
Portfolio Name | | Expense Reductions | ||||
---|---|---|---|---|---|---|
All Cap Core Trust | $ | 5,258 | ||||
All Cap Value Trust | 5,475 | |||||
Alpha Opportunities Trust | 12,827 | |||||
American Asset Allocation Trust | 24,551 | |||||
American Blue Chip Income and Growth Trust | 3,863 | |||||
American Bond Trust | 13,132 | |||||
American Global Growth Trust | 2,725 | |||||
American Global Small Capitalization Trust | 1,460 | |||||
American Growth Trust | 18,121 | |||||
American Growth-Income Trust | 16,753 | |||||
American High-Income Bond Trust | 1,446 | |||||
American International Trust | 11,801 | |||||
American New World Trust | 1,368 | |||||
Balanced Trust | 21,491 | |||||
Blue Chip Growth Trust | 300,952 | |||||
Capital Appreciation Trust | 15,504 | |||||
Capital Appreciation Value Trust | 66,842 | |||||
Core Allocation Trust | 1,368 | |||||
Core Allocation Plus Trust | 3,553 | |||||
Core Diversified Growth & Income Trust | 19,217 | |||||
Disciplined Diversification Trust | 4,974 | |||||
Emerging Markets Value Trust | 14,718 | |||||
Equity-Income Trust | 336,381 | |||||
Financial Services Trust | 2,385 | |||||
Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | 19,147 | |||||
Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | 3,102 | |||||
Fundamental Value Trust | 23,849 | |||||
Global Trust | 44,460 | |||||
Growth Equity Trust | 6,404 | |||||
Health Sciences Trust | 44,171 | |||||
Heritage Trust | $ | 1,960 | ||||
International Core Trust | 11,859 | |||||
International Growth Stock Trust | 2,197 | |||||
International Opportunities Trust | 6,580 | |||||
International Small Company Trust | 1,775 | |||||
International Value Trust | 14,500 | |||||
Large Cap Trust | 2,431 | |||||
Lifestyle Balanced PS Series | 11,286 | |||||
Lifestyle Conservative PS Series | 11,298 | |||||
Lifestyle Growth PS Series | 11,298 | |||||
Lifestyle Moderate PS Series | 11,298 | |||||
Mid Cap Stock Trust | 11,652 | |||||
Mid Cap Value Equity Trust | 1,950 | |||||
Mid Value Trust | 197,260 | |||||
Mutual Shares Trust | 9,012 | |||||
Natural Resources Trust | 4,050 | |||||
Real Estate Securities Trust | 5,662 | |||||
Science & Technology Trust | 69,360 | |||||
Small Cap Growth Trust | 6,122 | |||||
Small Cap Opportunities Trust | 83,304 | |||||
Small Cap Value Trust | 8,283 | |||||
Small Company Growth Trust | 1,507 | |||||
Small Company Value Trust | 114,523 | |||||
Smaller Company Growth Trust | 156,625 | |||||
Strategic Allocation Trust | 12,165 | |||||
U.S. Equity Trust (formerly U.S. Multi Sector Trust) | 11,237 | |||||
Utilities Trust | 2,598 | |||||
Value Trust | 5,186 | |||||
Value & Restructuring Trust | 3,924 |
Portfolio | | Amounts Eligible for recovery through 12-1-2012 | | Amounts Eligible for recovery through 12-1-2013 | | Amounts Eligible for recovery through 6-1-2014 | | Amount recovered during the period ended 6-30-2011 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Core Allocation Trust | $ | 37,132 | $ | 27,703 | $ | 1,368 | $ | 838 | ||||||||||
Core Disciplined Diversification Trust | 14,201 | 8,844 | — | 19,377 | ||||||||||||||
Core Diversified Growth & Income Trust | 49,293 | 49,622 | 19,217 | — | ||||||||||||||
Core Fundamental Holdings Trust | 22,390 | 12,237 | — | 12,812 | ||||||||||||||
Core Global Diversification Trust | 9,787 | 7,585 | — | 20,675 | ||||||||||||||
Lifestyle Balanced PS Series | — | — | 11,286 | — | ||||||||||||||
Lifestyle Conservative PS Series | — | — | 11,298 | — | ||||||||||||||
Lifestyle Growth PS Series | — | — | 11,298 | — | ||||||||||||||
Lifestyle Moderate PS Series | — | — | 11,298 | — | ||||||||||||||
Strategic Allocation Trust | — | — | 12,111 | — | ||||||||||||||
$ | 132,803 | $ | 105,991 | $ | 77,876 | $ | 53,702 |
Class | | 12b-1 Fee | ||||
---|---|---|---|---|---|---|
Series I | 0.05 | % | ||||
Series II | 0.25 | % |
Class | | 12b-1 Fee | ||||
---|---|---|---|---|---|---|
Series I | 0.60 | % | ||||
Series II | 0.75 | % | ||||
Series III | 0.25 | % |
Class | | 12b-1 Fee | ||||
---|---|---|---|---|---|---|
Series I | 0.35 | % | ||||
Series II | 0.55 | % | ||||
Series III | 0.15 | % |
All Cap Core Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 60,548 | $ | 1,072,112 | 46,555 | $ | 699,527 | |||||||||||||
Distributions reinvested | — | — | 52,008 | 833,811 | |||||||||||||||
Repurchased | (415,419 | ) | (7,276,294 | ) | (966,450 | ) | (14,577,926 | ) | |||||||||||
Net decrease | (354,871 | ) | ($6,204,182 | ) | (867,887 | ) | ($13,044,588 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 11,127 | $ | 197,744 | 25,153 | $ | 386,931 | |||||||||||||
Distributions reinvested | — | — | 4,350 | 69,359 | |||||||||||||||
Repurchased | (42,906 | ) | (750,934 | ) | (124,413 | ) | (1,839,903 | ) | |||||||||||
Net decrease | (31,779 | ) | ($553,190 | ) | (94,910 | ) | ($1,383,613 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 100,642 | $ | 1,795,087 | 142,836 | $ | 2,078,725 | |||||||||||||
Distributions reinvested | — | — | 184,693 | 2,964,654 | |||||||||||||||
Repurchased | (1,054,642 | ) | (18,683,182 | ) | (990,450 | ) | (15,866,835 | ) | |||||||||||
Net decrease | (954,000 | ) | ($16,888,095 | ) | (662,921 | ) | ($10,823,456 | ) | |||||||||||
Net decrease | (1,340,650 | ) | ($23,645,467 | ) | (1,625,718 | ) | ($25,251,657 | ) |
All Cap Value Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 218,761 | $ | 1,906,187 | 331,862 | $ | 2,421,660 | |||||||||||||
Distributions reinvested | — | — | 15,546 | 126,574 | |||||||||||||||
Repurchased | (424,016 | ) | (3,704,598 | ) | (1,041,468 | ) | (7,667,476 | ) | |||||||||||
Net decrease | (205,255 | ) | ($1,798,411 | ) | (694,060 | ) | ($5,119,242 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 167,396 | $ | 1,473,696 | 156,370 | $ | 1,150,798 | |||||||||||||
Distributions reinvested | — | — | 5,951 | 48,394 | |||||||||||||||
Repurchased | (362,221 | ) | (3,162,602 | ) | (796,623 | ) | (5,880,543 | ) | |||||||||||
Net decrease | (194,825 | ) | ($1,688,906 | ) | (634,302 | ) | ($4,681,351 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 9,241,383 | $ | 79,749,989 | 35,897,428 | $ | 251,039,100 | |||||||||||||
Distributions reinvested | — | — | 129,247 | 1,061,282 | |||||||||||||||
Repurchased | (980,661 | ) | (8,624,746 | ) | (3,963,977 | ) | (30,617,681 | ) | |||||||||||
Net increase | 8,260,722 | $ | 71,125,243 | 32,062,698 | $ | 221,482,701 | |||||||||||||
Net increase | 7,860,642 | $ | 67,637,926 | 30,734,336 | $ | 211,682,108 |
Alpha Opportunities Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 14,718 | $ | 235,349 | 10,188 | $ | 158,212 | |||||||||||||
Distributions reinvested | — | — | 1,751 | 22,848 | |||||||||||||||
Repurchased | (11,861 | ) | (196,384 | ) | (2,556 | ) | (38,485 | ) | |||||||||||
Net increase | 2,857 | $ | 38,965 | 9,383 | $ | 142,575 | |||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 644,982 | $ | 10,230,662 | 18,205,993 | $ | 243,101,297 | |||||||||||||
Distributions reinvested | — | — | 7,280,016 | 95,121,262 | |||||||||||||||
Repurchased | (2,595,501 | ) | (41,956,171 | ) | (6,484,950 | ) | (94,911,989 | ) | |||||||||||
Net increase (decrease) | (1,950,519 | ) | ($31,725,509 | ) | 19,001,059 | $ | 243,310,570 | ||||||||||||
Net increase (decrease) | (1,947,662 | ) | ($31,686,544 | ) | 19,010,442 | $ | 243,453,145 |
American Asset Allocation Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 92,874 | $ | 1,056,833 | 224,434 | $ | 2,348,464 | |||||||||||||
Distributions reinvested | — | — | 304,690 | 3,342,692 | |||||||||||||||
Repurchased | (1,521,080 | ) | (17,390,220 | ) | (3,068,167 | ) | (31,239,095 | ) | |||||||||||
Net decrease | (1,428,206 | ) | ($16,333,387 | ) | (2,539,043 | ) | ($25,547,939 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 104,661 | $ | 1,186,249 | 643,170 | $ | 6,473,441 | |||||||||||||
Distributions reinvested | — | — | 1,825,345 | 20,018,786 | |||||||||||||||
Repurchased | (6,211,782 | ) | (70,941,754 | ) | (11,162,791 | ) | (113,998,960 | ) | |||||||||||
Net decrease | (6,107,121 | ) | ($69,755,505 | ) | (8,694,276 | ) | ($87,506,733 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 102,752 | $ | 1,165,089 | 364,935 | $ | 3,721,261 | |||||||||||||
Distributions reinvested | — | — | 259,373 | 2,845,185 | |||||||||||||||
Repurchased | (530,490 | ) | (6,046,029 | ) | (1,070,954 | ) | (10,857,436 | ) | |||||||||||
Net decrease | (427,738 | ) | ($4,880,940 | ) | (446,646 | ) | ($4,290,990 | ) | |||||||||||
Net decrease | (7,963,065 | ) | ($90,969,832 | ) | (11,679,965 | ) | ($117,345,662 | ) |
American Blue Chip Income and Growth Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 225,716 | $ | 2,684,966 | 2,115,259 | $ | 22,652,571 | |||||||||||||
Distributions reinvested | — | — | 47,388 | 537,613 | |||||||||||||||
Repurchased | (246,165 | ) | (2,876,616 | ) | (1,136,234 | ) | (12,293,459 | ) | |||||||||||
Net increase (decrease) | (20,449 | ) | ($191,650 | ) | 1,026,413 | $ | 10,896,725 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 202,172 | $ | 2,374,521 | 269,503 | $ | 2,838,653 | |||||||||||||
Distributions reinvested | — | — | 79,594 | 902,767 | |||||||||||||||
Repurchased | (744,856 | ) | (8,741,825 | ) | (1,202,437 | ) | (12,543,778 | ) | |||||||||||
Net decrease | (542,684 | ) | ($6,367,304 | ) | (853,340 | ) | ($8,802,358 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 1,003,553 | $ | 11,714,845 | 3,379,774 | $ | 34,814,108 | |||||||||||||
Distributions reinvested | — | — | 211,105 | 2,390,787 | |||||||||||||||
Repurchased | (78,806 | ) | (922,351 | ) | (725,374 | ) | (7,957,664 | ) | |||||||||||
Net increase | 924,747 | $ | 10,792,494 | 2,865,505 | $ | 29,247,231 | |||||||||||||
Net increase | 361,614 | $ | 4,233,540 | 3,038,578 | $ | 31,341,598 |
American Bond Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 91,630 | $ | 1,124,972 | 193,556 | $ | 2,350,359 | |||||||||||||
Distributions reinvested | — | — | 20,156 | 242,930 | |||||||||||||||
Repurchased | (204,470 | ) | (2,476,272 | ) | (281,695 | ) | (3,467,263 | ) | |||||||||||
Net decrease | (112,840 | ) | ($1,351,300 | ) | (67,983 | ) | ($873,974 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 1,441,734 | $ | 17,479,755 | 7,573,585 | $ | 92,987,523 | |||||||||||||
Distributions reinvested | — | — | 1,479,830 | 17,820,965 | |||||||||||||||
Repurchased | (5,597,816 | ) | (68,322,481 | ) | (12,667,895 | ) | (154,633,843 | ) | |||||||||||
Net decrease | (4,156,082 | ) | ($50,842,726 | ) | (3,614,480 | ) | ($43,825,355 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 1,806,457 | $ | 21,988,936 | 5,408,380 | $ | 66,074,523 | |||||||||||||
Distributions reinvested | — | — | 459,249 | 5,525,698 | |||||||||||||||
Repurchased | (237,007 | ) | (2,925,423 | ) | (1,101,121 | ) | (13,458,478 | ) | |||||||||||
Net increase | 1,569,450 | $ | 19,063,513 | 4,766,508 | $ | 58,141,743 | |||||||||||||
Net increase (decrease) | (2,699,472 | ) | ($33,130,513 | ) | 1,084,045 | $ | 13,442,414 |
American Fundamental Holdings Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 72,832 | $ | 772,270 | 230,505 | $ | 2,221,560 | |||||||||||||
Distributions reinvested | — | — | 3,974 | 41,056 | |||||||||||||||
Repurchased | (93,078 | ) | (978,264 | ) | (6,184 | ) | (61,970 | ) | |||||||||||
Net increase (decrease) | (20,246 | ) | ($205,994 | ) | 228,295 | $ | 2,200,646 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 70,922 | $ | 739,001 | 193,777 | $ | 1,886,389 | |||||||||||||
Distributions reinvested | — | — | 1,447,983 | 14,972,147 | |||||||||||||||
Repurchased | (4,999,108 | ) | (53,027,133 | ) | (7,588,558 | ) | (73,833,973 | ) | |||||||||||
Net decrease | (4,928,186 | ) | ($52,288,132 | ) | (5,946,798 | ) | ($56,975,437 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 81,215 | $ | 860,732 | 277,720 | $ | 2,709,647 | |||||||||||||
Distributions reinvested | — | — | 109,007 | 1,126,045 | |||||||||||||||
Repurchased | (183,122 | ) | (1,945,311 | ) | (309,102 | ) | (2,995,409 | ) | |||||||||||
Net increase (decrease) | (101,907 | ) | ($1,084,579 | ) | 77,625 | $ | 840,283 | ||||||||||||
Net decrease | (5,050,339 | ) | ($53,578,705 | ) | (5,640,878 | ) | ($53,934,508 | ) |
American Global Diversification Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 458,687 | $ | 4,845,526 | 641,263 | $ | 6,328,765 | |||||||||||||
Distributions reinvested | — | — | 10,768 | 112,096 | |||||||||||||||
Repurchased | (86,945 | ) | (919,129 | ) | (156,581 | ) | (1,616,687 | ) | |||||||||||
Net increase | 371,742 | $ | 3,926,397 | 495,450 | $ | 4,824,174 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 12,880 | $ | 136,122 | 208,061 | $ | 2,038,469 | |||||||||||||
Distributions reinvested | — | — | 1,464,998 | 15,250,630 | |||||||||||||||
Repurchased | (4,934,252 | ) | (52,493,671 | ) | (7,475,814 | ) | (71,984,806 | ) | |||||||||||
Net decrease | (4,921,372 | ) | ($52,357,549 | ) | (5,802,755 | ) | ($54,695,707 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Distributions reinvested | — | — | 204 | $ | 2,120 | ||||||||||||||
Net increase | — | — | 204 | $ | 2,120 | ||||||||||||||
Net decrease | (4,549,630 | ) | ($48,431,152 | ) | (5,307,101 | ) | ($49,869,413 | ) |
American Global Growth Trust | Six months ended 6-30-11 | Year ended 12-31-101 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 30,038 | $ | 352,187 | 30,704 | $ | 346,692 | |||||||||||||
Distributions reinvested | — | — | 304 | 3,412 | |||||||||||||||
Repurchased | (4,293 | ) | (50,062 | ) | — | — | |||||||||||||
Net increase | 25,745 | $ | 302,125 | 31,008 | $ | 350,104 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 188,834 | $ | 2,164,027 | 1,267,371 | $ | 12,556,537 | |||||||||||||
Distributions reinvested | — | — | 157,322 | 1,759,775 | |||||||||||||||
Repurchased | (1,729,791 | ) | (20,143,817 | ) | (2,935,956 | ) | (30,049,761 | ) | |||||||||||
Net decrease | (1,540,957 | ) | ($17,979,790 | ) | (1,511,263 | ) | ($15,733,449 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 36,249 | $ | 421,104 | 71,846 | $ | 733,038 | |||||||||||||
Distributions reinvested | — | — | 3,877 | 43,346 | |||||||||||||||
Repurchased | (15,506 | ) | (182,729 | ) | (8,709 | ) | (88,173 | ) | |||||||||||
Net increase | 20,743 | $ | 238,375 | 67,014 | $ | 688,211 | |||||||||||||
Net decrease | (1,494,469 | ) | ($17,439,290 | ) | (1,413,241 | ) | ($14,695,134 | ) |
1 | The inception date for Series I shares is 11-5-10. |
American Global Small Capitalization Trust | Six months ended 6-30-11 | Year ended 12-31-101 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares1 | |||||||||||||||||||
Sold | 21,070 | $ | 214,420 | 8,044 | $ | 79,918 | |||||||||||||
Distributions reinvested | — | — | 91 | 921 | |||||||||||||||
Repurchased | (4,164 | ) | (41,356 | ) | (8 | ) | (79 | ) | |||||||||||
Net increase | 16,906 | $ | 173,064 | 8,127 | $ | 80,760 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 223,809 | $ | 2,268,843 | 1,197,283 | $ | 10,883,519 | |||||||||||||
Distributions reinvested | — | — | 105,181 | 1,021,975 | |||||||||||||||
Repurchased | (1,187,894 | ) | (12,067,814 | ) | (2,345,314 | ) | (20,441,125 | ) | |||||||||||
Net decrease | (964,085 | ) | ($9,798,971 | ) | (1,042,850 | ) | ($8,535,631 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 153,727 | $ | 1,562,072 | 230,218 | $ | 1,936,105 | |||||||||||||
Distributions reinvested | — | — | 62,162 | 609,291 | |||||||||||||||
Repurchased | (83,441 | ) | (848,976 | ) | (558,337 | ) | (5,214,395 | ) | |||||||||||
Net increase (decrease) | 70,286 | $ | 713,096 | (265,957 | ) | ($2,668,999 | ) | ||||||||||||
Net decrease | (876,893 | ) | ($8,912,811 | ) | (1,300,680 | ) | ($11,123,870 | ) |
1 | The inception date for Series I shares is 11-5-10. |
American Growth Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 471,278 | $ | 7,811,419 | 1,231,457 | $ | 17,291,403 | |||||||||||||
Distributions reinvested | — | — | 21,483 | 332,471 | |||||||||||||||
Repurchased | (655,350 | ) | (10,618,663 | ) | (1,278,072 | ) | (17,308,163 | ) | |||||||||||
Net decrease | (184,072 | ) | ($2,807,244 | ) | (25,132 | ) | $ | 315,711 | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 814,317 | $ | 13,321,654 | 1,804,161 | $ | 22,498,253 | |||||||||||||
Distributions reinvested | — | — | 135,820 | 2,078,031 | |||||||||||||||
Repurchased | (7,089,540 | ) | (115,930,403 | ) | (15,769,444 | ) | (220,958,229 | ) | |||||||||||
Net decrease | (6,275,223 | ) | ($102,608,749 | ) | (13,829,463 | ) | ($196,381,945 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 497,251 | $ | 8,102,725 | 1,497,958 | $ | 20,328,727 | |||||||||||||
Distributions reinvested | — | — | 36,861 | 571,234 | |||||||||||||||
Repurchased | (158,963 | ) | (2,634,740 | ) | (487,961 | ) | (7,266,840 | ) | |||||||||||
Net increase | 338,288 | $ | 5,467,985 | 1,046,858 | $ | 13,633,121 | |||||||||||||
Net decrease | (6,121,007 | ) | ($99,948,008 | ) | (12,807,737 | ) | ($182,433,113 | ) |
American Growth-Income Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 38,232 | $ | 584,977 | 127,710 | $ | 1,726,237 | |||||||||||||
Distributions reinvested | — | — | 170,027 | 2,524,019 | |||||||||||||||
Repurchased | (1,385,065 | ) | (21,333,769 | ) | (3,085,388 | ) | (41,995,483 | ) | |||||||||||
Net decrease | (1,346,833 | ) | ($20,748,792 | ) | (2,787,651 | ) | ($37,745,227 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 182,297 | $ | 2,827,399 | 3,252,987 | $ | 39,988,925 | |||||||||||||
Distributions reinvested | — | — | 587,877 | 8,704,616 | |||||||||||||||
Repurchased | (4,954,921 | ) | (76,159,192 | ) | (11,099,063 | ) | (153,523,455 | ) | |||||||||||
Net decrease | (4,772,624 | ) | ($73,331,793 | ) | (7,258,199 | ) | ($104,829,914 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 79,985 | $ | 1,229,545 | 547,374 | $ | 7,092,799 | |||||||||||||
Distributions reinvested | — | — | 74,904 | 1,110,111 | |||||||||||||||
Repurchased | (145,044 | ) | (2,235,790 | ) | (455,319 | ) | (6,406,065 | ) | |||||||||||
Net increase (decrease) | (65,059 | ) | ($1,006,245 | ) | 166,959 | $ | 1,796,845 | ||||||||||||
Net decrease | (6,184,516 | ) | ($95,086,830 | ) | (9,878,891 | ) | ($140,778,296 | ) |
American High-Income Bond Trust | Six months ended 6-30-11 | Year ended 12-31-101 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 96,311 | $ | 1,098,933 | 2,774 | $ | 32,357 | |||||||||||||
Distributions reinvested | — | — | 197 | 2,153 | |||||||||||||||
Repurchased | (9,462 | ) | (107,089 | ) | (1 | ) | (8 | ) | |||||||||||
Net increase | 86,849 | $ | 991,844 | 2,970 | $ | 34,502 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 294,545 | $ | 3,340,198 | 1,239,235 | $ | 13,674,316 | |||||||||||||
Distributions reinvested | — | — | 368,035 | 4,015,278 | |||||||||||||||
Repurchased | (675,277 | ) | (7,615,692 | ) | (1,589,093 | ) | (16,968,498 | ) | |||||||||||
Net increase (decrease) | (380,732 | ) | ($4,275,494 | ) | 18,177 | $ | 721,096 | ||||||||||||
Series III shares | |||||||||||||||||||
Sold | 81,983 | $ | 925,149 | 2,095,232 | $ | 22,329,810 | |||||||||||||
Distributions reinvested | — | — | 265,702 | 2,893,513 | |||||||||||||||
Repurchased | (102,705 | ) | (1,166,269 | ) | (165,717 | ) | (1,765,428 | ) | |||||||||||
Net increase (decrease) | (20,722 | ) | ($241,120 | ) | 2,195,217 | $ | 23,457,895 | ||||||||||||
Net increase (decrease) | (314,605 | ) | ($3,524,770 | ) | 2,216,364 | $ | 24,213,493 |
1 | The inception date for Series I shares is 11-5-10. |
American International Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 258,795 | $ | 4,349,027 | 1,355,792 | $ | 20,674,996 | |||||||||||||
Distributions reinvested | — | — | 111,981 | 1,822,161 | |||||||||||||||
Repurchased | (1,048,029 | ) | (17,891,392 | ) | (818,503 | ) | (12,485,498 | ) | |||||||||||
Net increase (decrease) | (789,234 | ) | ($13,542,365 | ) | 649,270 | $ | 10,011,659 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 164,649 | $ | 2,781,326 | 3,606,351 | $ | 51,631,587 | |||||||||||||
Distributions reinvested | — | — | 631,565 | 10,267,844 | |||||||||||||||
Repurchased | (3,812,483 | ) | (63,949,170 | ) | (8,722,656 | ) | (132,816,070 | ) | |||||||||||
Net decrease | (3,647,834 | ) | ($61,167,844 | ) | (4,484,740 | ) | ($70,916,639 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 470,626 | $ | 7,871,133 | 1,447,662 | $ | 21,725,860 | |||||||||||||
Distributions reinvested | — | — | 38,014 | 616,888 | |||||||||||||||
Repurchased | (14,444 | ) | (245,203 | ) | (119,166 | ) | (1,884,163 | ) | |||||||||||
Net increase | 456,182 | $ | 7,625,930 | 1,366,510 | $ | 20,458,585 | |||||||||||||
Net decrease | (3,980,886 | ) | ($67,084,279 | ) | (2,468,960 | ) | ($40,446,395 | ) |
American New World Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 121,928 | $ | 1,663,259 | 593,316 | $ | 7,474,308 | |||||||||||||
Distributions reinvested | — | — | 6,428 | 88,044 | |||||||||||||||
Repurchased | (98,817 | ) | (1,338,908 | ) | (146,763 | ) | (1,823,040 | ) | |||||||||||
Net increase | 23,111 | $ | 324,351 | 452,981 | $ | 5,739,312 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 504,468 | $ | 6,969,935 | 2,084,485 | $ | 26,209,706 | |||||||||||||
Distributions reinvested | — | — | 66,872 | 914,849 | |||||||||||||||
Repurchased | (1,087,768 | ) | (14,842,407 | ) | (1,766,867 | ) | (21,552,261 | ) | |||||||||||
Net increase (decrease) | (583,300 | ) | ($7,872,472 | ) | 384,490 | $ | 5,572,294 | ||||||||||||
Series III shares | |||||||||||||||||||
Sold | 33,493 | $ | 458,699 | 68,186 | $ | 831,156 | |||||||||||||
Distributions reinvested | — | — | 2,757 | 37,654 | |||||||||||||||
Repurchased | (14,708 | ) | (205,696 | ) | (5,039 | ) | (62,531 | ) | |||||||||||
Net increase | 18,785 | $ | 253,003 | 65,904 | $ | 806,279 | |||||||||||||
Net increase (decrease) | (541,404 | ) | ($7,295,118 | ) | 903,375 | $ | 12,117,885 |
Balanced Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 7,161 | $ | 120,552 | 38,310 | $ | 589,480 | |||||||||||||
Distributions reinvested | — | — | 789 | 12,218 | |||||||||||||||
Repurchased | (2,350 | ) | (39,514 | ) | (5,329 | ) | (81,502 | ) | |||||||||||
Net increase | 4,811 | $ | 81,038 | 33,770 | $ | 520,196 | |||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,500,494 | $ | 25,363,612 | 3,759,948 | $ | 57,412,026 | |||||||||||||
Distributions reinvested | — | — | 106,679 | 1,656,003 | |||||||||||||||
Repurchased | (13,669 | ) | (226,416 | ) | (175,336 | ) | (2,577,104 | ) | |||||||||||
Net increase | 1,486,825 | $ | 25,137,196 | 3,691,291 | $ | 56,490,925 | |||||||||||||
Net increase | 1,491,636 | $ | 25,218,234 | 3,725,061 | $ | 57,011,121 |
Blue Chip Growth Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 36,702 | $ | 778,285 | 141,121 | $ | 2,511,049 | |||||||||||||
Distributions reinvested | — | — | 15,405 | 263,895 | |||||||||||||||
Repurchased | (1,521,033 | ) | (32,231,230 | ) | (3,177,902 | ) | (56,287,174 | ) | |||||||||||
Net decrease | (1,484,331 | ) | ($31,452,945 | ) | (3,021,376 | ) | ($53,512,230 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 198,984 | $ | 4,147,689 | 445,428 | $ | 7,903,350 | |||||||||||||
Distributions reinvested | — | — | 4,023 | 68,643 | |||||||||||||||
Repurchased | (656,248 | ) | (13,840,008 | ) | (1,198,473 | ) | (21,333,649 | ) | |||||||||||
Net decrease | (457,264 | ) | ($9,692,319 | ) | (749,022 | ) | ($13,361,656 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 806,242 | $ | 16,735,893 | 9,790,959 | $ | 165,258,750 | |||||||||||||
Distributions reinvested | — | — | 66,174 | 1,130,905 | |||||||||||||||
Repurchased | (3,000,011 | ) | (64,163,749 | ) | (7,713,826 | ) | (145,250,170 | ) | |||||||||||
Net increase (decrease) | (2,193,769 | ) | ($47,427,856 | ) | 2,143,307 | $ | 21,139,485 | ||||||||||||
Net decrease | (4,135,364 | ) | ($88,573,120 | ) | (1,627,091 | ) | ($45,734,401 | ) |
Capital Appreciation Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 136,181 | $ | 1,376,574 | 677,610 | $ | 6,039,919 | |||||||||||||
Issued in reorganization (Note 11) | — | — | 9,760,148 | 90,048,368 | |||||||||||||||
Distributions reinvested | — | — | 28,831 | 269,241 | |||||||||||||||
Repurchased | (2,299,735 | ) | (23,860,284 | ) | (3,881,513 | ) | (34,337,740 | ) | |||||||||||
Net increase (decrease) | (2,163,554 | ) | ($22,483,710 | ) | 6,585,076 | $ | 62,019,788 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 292,297 | $ | 2,932,999 | 657,362 | $ | 5,950,307 | |||||||||||||
Issued in reorganization (Note 11) | — | — | 1,469,261 | 13,436,355 | |||||||||||||||
Distributions reinvested | — | — | 1,974 | 16,763 | |||||||||||||||
Repurchased | (1,040,503 | ) | (10,740,093 | ) | (1,656,499 | ) | (14,315,578 | ) | |||||||||||
Net increase (decrease) | (748,206 | ) | ($7,807,094 | ) | 472,098 | $ | 5,087,847 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,039,712 | $ | 10,640,223 | 1,768,692 | $ | 15,632,042 | |||||||||||||
Issued in reorganization (Note 11) | — | — | 172,234 | 1,589,113 | |||||||||||||||
Distributions reinvested | — | — | 150,158 | 1,417,013 | |||||||||||||||
Repurchased | (4,116,536 | ) | (43,444,358 | ) | (8,385,517 | ) | (78,293,449 | ) | |||||||||||
Net decrease | (3,076,824 | ) | ($32,804,135 | ) | (6,294,433 | ) | ($59,655,281 | ) | |||||||||||
Net increase (decrease) | (5,988,584 | ) | ($63,094,939 | ) | 762,741 | $ | 7,452,354 |
Capital Appreciation Value Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 4,656 | $ | 55,968 | 77,939 | $ | 912,094 | |||||||||||||
Distributions reinvested | — | — | 10,564 | 121,593 | |||||||||||||||
Repurchased | (23,725 | ) | (283,366 | ) | (54,004 | ) | (631,093 | ) | |||||||||||
Net increase (decrease) | (19,069 | ) | ($227,398 | ) | 34,499 | $ | 402,594 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 44,414 | $ | 534,491 | 235,944 | $ | 2,785,600 | |||||||||||||
Distributions reinvested | — | — | 3,458,373 | 39,769,298 | |||||||||||||||
Repurchased | (1,512,572 | ) | (18,117,220 | ) | (3,983,423 | ) | (47,297,017 | ) | |||||||||||
Net decrease | (1,468,158 | ) | ($17,582,729 | ) | (289,106 | ) | ($4,742,119 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 406,116 | $ | 4,889,529 | 241,157 | $ | 2,887,500 | |||||||||||||
Distributions reinvested | — | — | 52,268 | 600,584 | |||||||||||||||
Repurchased | (241,076 | ) | (2,889,655 | ) | (95,329 | ) | (1,096,328 | ) | |||||||||||
Net increase | 165,040 | $ | 1,999,874 | 198,096 | $ | 2,391,756 | |||||||||||||
Net decrease | (1,322,187 | ) | ($15,810,253 | ) | (56,511 | ) | ($1,947,769 | ) |
Core Allocation Trust | Six months ended 6-30-11 | Year ended 12-31-101 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 134,433 | $ | 2,221,095 | 400,078 | $ | 6,058,229 | |||||||||||||
Distributions reinvested | — | — | 16,962 | 266,498 | |||||||||||||||
Repurchased | (49,447 | ) | (810,986 | ) | (15,190 | ) | (231,395 | ) | |||||||||||
Net increase | 84,986 | $ | 1,410,109 | 401,850 | $ | 6,093,332 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 1,878,144 | $ | 31,050,586 | 3,033,350 | $ | 46,060,544 | |||||||||||||
Distributions reinvested | — | — | 116,008 | 1,820,921 | |||||||||||||||
Repurchased | (154,726 | ) | (2,545,694 | ) | (440,180 | ) | (6,498,773 | ) | |||||||||||
Net increase | 1,723,418 | $ | 28,504,892 | 2,709,178 | $ | 41,382,692 | |||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,541 | $ | 25,000 | 1,607 | $ | 25,000 | |||||||||||||
Distributions reinvested | — | — | 46 | 730 | |||||||||||||||
Repurchased | (8 | ) | (131 | ) | — | — | |||||||||||||
Net increase | 1,533 | $ | 24,869 | 1,653 | $ | 25,730 | |||||||||||||
Net increase | 1,809,937 | $ | 29,939,870 | 3,112,681 | $ | 47,501,754 |
1 | The inception date for Series NAV shares is 4-30-10. |
Core Allocation Plus Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 28,484 | $ | 321,935 | 154,655 | $ | 1,586,466 | |||||||||||||
Distributions reinvested | — | — | 67,408 | 697,340 | |||||||||||||||
Repurchased | (98,288 | ) | (1,112,830 | ) | (184,852 | ) | (1,916,682 | ) | |||||||||||
Net increase (decrease) | (69,804 | ) | ($790,895 | ) | 37,211 | $ | 367,124 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 11,346 | $ | 128,636 | 248,379 | $ | 2,566,010 | |||||||||||||
Distributions reinvested | — | — | 384,263 | 3,959,882 | |||||||||||||||
Repurchased | (640,771 | ) | (7,232,923 | ) | (1,313,899 | ) | (13,438,417 | ) | |||||||||||
Net decrease | (629,425 | ) | ($7,104,287 | ) | (681,257 | ) | ($6,912,525 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,745,960 | $ | 19,764,297 | 3,049,562 | $ | 31,608,824 | |||||||||||||
Distributions reinvested | — | — | 121,144 | 1,261,309 | |||||||||||||||
Repurchased | (30,898 | ) | (343,423 | ) | (214,768 | ) | (2,167,480 | ) | |||||||||||
Net increase | 1,715,062 | $ | 19,420,874 | 2,955,938 | $ | 30,702,653 | |||||||||||||
Net increase | 1,015,833 | $ | 11,525,692 | 2,311,892 | $ | 24,157,252 |
Core Disciplined Diversification Trust | Six months ended 6-30-11 | Year ended 12-31-101 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series II shares | |||||||||||||||||||
Sold | 2,817,960 | $ | 48,897,605 | 5,051,481 | $ | 81,198,236 | |||||||||||||
Distributions reinvested | — | — | 161,968 | 2,700,490 | |||||||||||||||
Repurchased | (315,639 | ) | (5,447,513 | ) | (330,520 | ) | (5,000,839 | ) | |||||||||||
Net increase | 2,502,321 | $ | 43,450,092 | 4,882,929 | $ | 78,897,887 | |||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | — | — | 1,548 | $ | 25,000 | ||||||||||||||
Distributions reinvested | — | — | 34 | 564 | |||||||||||||||
Net increase | — | — | 1,582 | $ | 25,564 | ||||||||||||||
Net increase | 2,502,321 | $ | 43,450,092 | 4,884,511 | $ | 78,923,451 | |||||||||||||
1 The inception date for Series NAV shares is 4-30-10. | |||||||||||||||||||
Core Diversified Growth & Income Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 70,709 | $ | 880,653 | 143,524 | $ | 1,657,694 | |||||||||||||
Distributions reinvested | — | — | 3,558 | 42,541 | |||||||||||||||
Repurchased | (13,711 | ) | (171,019 | ) | (52,032 | ) | (593,427 | ) | |||||||||||
Net increase | 56,998 | $ | 709,634 | 95,050 | $ | 1,106,808 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 322 | $ | 3,920 | — | — | ||||||||||||||
Distributions reinvested | — | — | 1,026 | �� | $ | 12,196 | |||||||||||||
Net increase | 322 | $ | 3,920 | 1,026 | $ | 12,196 | |||||||||||||
Series III shares | |||||||||||||||||||
Distributions reinvested | — | — | 179 | $ | 2,142 | ||||||||||||||
Net increase | — | — | 179 | $ | 2,142 | ||||||||||||||
Series NAV shares | |||||||||||||||||||
Distributions reinvested | — | — | 193 | $ | 2,297 | ||||||||||||||
Net increase | — | — | 193 | $ | 2,297 | ||||||||||||||
Net increase | 57,320 | $ | 713,554 | 96,448 | $ | 1,123,443 | |||||||||||||
Core Fundamental Holdings Trust | Six months ended 6-30-11 | Year ended 12-31-101 | |||||||||||||||||
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | — | — | 1,633 | $ | 25,000 | ||||||||||||||
Distributions reinvested | — | — | 39 | 603 | |||||||||||||||
Net increase | — | — | 1,672 | $ | 25,603 | ||||||||||||||
Series II shares | |||||||||||||||||||
Sold | 2,201,668 | $ | 35,457,935 | 7,442,132 | $ | 111,782,928 | |||||||||||||
Distributions reinvested | — | — | 290,805 | 4,503,590 | |||||||||||||||
Repurchased | (271,788 | ) | (4,386,188 | ) | (405,188 | ) | (5,992,152 | ) | |||||||||||
Net increase | 1,929,880 | $ | 31,071,747 | 7,327,749 | $ | 110,294,366 | |||||||||||||
Series III shares | |||||||||||||||||||
Sold | 199,749 | $ | 3,212,628 | 639,541 | $ | 9,630,163 | |||||||||||||
Distributions reinvested | — | — | 29,845 | 462,915 | |||||||||||||||
Repurchased | (77,247 | ) | (1,247,423 | ) | (58,024 | ) | (867,558 | ) | |||||||||||
Net increase | 122,502 | $ | 1,965,205 | 611,362 | $ | 9,225,520 | |||||||||||||
Net increase | 2,052,382 | $ | 33,036,952 | 7,940,783 | $ | 119,545,489 |
1 | The inception date for Series I shares is 4-30-10. |
Core Global Diversification Trust | Six months ended 6-30-11 | Year ended 12-31-101 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 9,174 | $ | 150,000 | 1,613 | $ | 25,000 | |||||||||||||
Distributions reinvested | — | — | 48 | 759 | |||||||||||||||
Repurchased | (45 | ) | (742 | ) | — | — | |||||||||||||
Net increase | 9,129 | $ | 149,258 | 1,661 | $ | 25,759 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 2,799,779 | $ | 45,942,718 | 9,214,998 | $ | 142,549,254 | |||||||||||||
Distributions reinvested | — | — | 434,728 | 6,822,320 | |||||||||||||||
Repurchased | (488,126 | ) | (7,967,597 | ) | (724,943 | ) | (10,723,860 | ) | |||||||||||
Net increase | 2,311,653 | $ | 37,975,121 | 8,924,783 | $ | 138,647,714 | |||||||||||||
Series III shares | |||||||||||||||||||
Sold | 172,805 | $ | 2,831,772 | 639,115 | $ | 9,791,445 | |||||||||||||
Distributions reinvested | — | — | 29,895 | 469,764 | |||||||||||||||
Repurchased | (75,570 | ) | (1,231,860 | ) | (60,974 | ) | (956,156 | ) | |||||||||||
Net increase | 97,235 | $ | 1,599,912 | 608,036 | $ | 9,305,053 | |||||||||||||
Net increase | 2,418,017 | $ | 39,724,291 | 9,534,480 | $ | 147,978,526 |
1 | The inception date for Series I shares is 4-30-10. |
Disciplined Diversification Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,611 | $ | 20,589 | 25,067 | $ | 289,540 | |||||||||||||
Distributions reinvested | — | — | 312 | 3,828 | |||||||||||||||
Repurchased | (5,648 | ) | (71,387 | ) | (12,249 | ) | (136,629 | ) | |||||||||||
Net increase (decrease) | (4,037 | ) | ($50,798 | ) | 13,130 | $ | 156,739 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 78,671 | $ | 996,375 | 399,190 | $ | 4,523,073 | |||||||||||||
Distributions reinvested | — | — | 257,905 | 3,164,499 | |||||||||||||||
Repurchased | (1,259,630 | ) | (16,052,707 | ) | (1,226,126 | ) | (14,035,582 | ) | |||||||||||
Net decrease | (1,180,959 | ) | ($15,056,332 | ) | (569,031 | ) | ($6,348,010 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 2,342,186 | $ | 29,684,478 | 4,356,081 | $ | 50,870,511 | |||||||||||||
Distributions reinvested | — | — | 129,274 | 1,583,608 | |||||||||||||||
Repurchased | (176,934 | ) | (2,229,735 | ) | (214,051 | ) | (2,438,467 | ) | |||||||||||
Net increase | 2,165,252 | $ | 27,454,743 | 4,271,304 | $ | 50,015,652 | |||||||||||||
Net increase | 980,256 | $ | 12,347,613 | 3,715,403 | $ | 43,824,381 |
Emerging Markets Value Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 52,104 | $ | 815,362 | 351,658 | $ | 5,147,997 | |||||||||||||
Distributions reinvested | — | — | 20,217 | 282,470 | |||||||||||||||
Repurchased | (123,410 | ) | (1,906,867 | ) | (290,567 | ) | (3,992,271 | ) | |||||||||||
Net increase (decrease) | (71,306 | ) | ($1,091,505 | ) | 81,308 | $ | 1,438,196 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 3,022,374 | $ | 46,484,269 | 1,983,106 | $ | 28,539,661 | |||||||||||||
Distributions reinvested | — | — | 2,983,678 | 41,340,336 | |||||||||||||||
Repurchased | (1,849,131 | ) | (29,447,698 | ) | (12,970,490 | ) | (180,974,573 | ) | |||||||||||
Net increase (decrease) | 1,173,243 | $ | 17,036,571 | (8,003,706 | ) | ($111,094,576 | ) | ||||||||||||
Net increase (decrease) | 1,101,937 | $ | 15,945,066 | (7,922,398 | ) | ($109,656,380 | ) |
Equity-Income Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 59,237 | $ | 858,741 | 401,543 | $ | 5,056,504 | |||||||||||||
Issued in reorganization (Note X) | 1,913,143 | 28,719,859 | — | — | |||||||||||||||
Distributions reinvested | — | — | 461,138 | 6,241,056 | |||||||||||||||
Repurchased | (2,229,107 | ) | (32,334,493 | ) | (4,416,226 | ) | (55,872,703 | ) | |||||||||||
Net decrease | (256,727 | ) | ($2,755,893 | ) | (3,553,545 | ) | ($44,575,143 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 353,373 | $ | 5,091,045 | 797,322 | $ | 10,050,348 | |||||||||||||
Issued in reorganization (Note X) | 1,774,923 | 26,568,392 | — | — | |||||||||||||||
Distributions reinvested | — | — | 209,057 | 2,821,093 | |||||||||||||||
Repurchased | (1,080,699 | ) | (15,559,216 | ) | (2,233,352 | ) | (27,890,679 | ) | |||||||||||
Net increase (decrease) | 1,047,597 | $ | 16,100,221 | (1,226,973 | ) | ($15,019,238 | ) | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 584,830 | $ | 6,567,422 | 3,541,295 | $ | 43,668,022 | |||||||||||||
Issued in reorganization (Note X) | 9,388,950 | 140,571,143 | — | — | |||||||||||||||
Distributions reinvested | — | — | 1,958,752 | 26,431,778 | |||||||||||||||
Repurchased | (3,048,732 | ) | (44,123,644 | ) | (15,960,213 | ) | (205,327,044 | ) | |||||||||||
Net increase (decrease) | 6,925,048 | $ | 103,014,921 | (10,460,166 | ) | ($135,227,244 | ) | ||||||||||||
Net increase (decrease) | 7,715,918 | $ | 116,359,249 | (15,240,684 | ) | ($194,821,625 | ) |
Financial Services Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 198,718 | $ | 2,383,724 | 8,142,664 | $ | 93,137,767 | |||||||||||||
Distributions reinvested | — | — | 32,447 | 381,257 | |||||||||||||||
Repurchased | (1,164,914 | ) | (14,117,978 | ) | (1,881,692 | ) | (20,236,608 | ) | |||||||||||
Net increase (decrease) | (966,196 | ) | ($11,734,254 | ) | 6,293,419 | $ | 73,282,416 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 53,737 | $ | 641,576 | 211,367 | $ | 2,342,662 | |||||||||||||
Distributions reinvested | — | — | 3,403 | 39,843 | |||||||||||||||
Repurchased | (352,164 | ) | (4,207,529 | ) | (697,754 | ) | (7,406,141 | ) | |||||||||||
Net decrease | (298,427 | ) | ($3,565,953 | ) | (482,984 | ) | ($5,023,636 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 138,737 | $ | 1,667,520 | 277,858 | $ | 3,046,264 | |||||||||||||
Distributions reinvested | — | — | 6,728 | 78,916 | |||||||||||||||
Repurchased | (255,057 | ) | (3,092,300 | ) | (758,405 | ) | (8,214,984 | ) | |||||||||||
Net decrease | (116,320 | ) | ($1,424,780 | ) | (473,819 | ) | ($5,089,804 | ) | |||||||||||
Net increase (decrease) | (1,380,943 | ) | ($16,724,987 | ) | 5,336,616 | $ | 63,168,976 |
Franklin Templeton Founding Allocation Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 51,038 | $ | 532,787 | 256,206 | $ | 2,432,775 | |||||||||||||
Distributions reinvested | — | — | 170,651 | 1,696,076 | |||||||||||||||
Repurchased | (249,917 | ) | (2,622,433 | ) | (363,927 | ) | (3,404,652 | ) | |||||||||||
Net increase (decrease) | (198,879 | ) | ($2,089,646 | ) | 62,930 | $ | 724,199 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 76,238 | $ | 818,037 | 119,878 | $ | 1,092,330 | |||||||||||||
Distributions reinvested | — | — | 4,620,841 | 46,017,560 | |||||||||||||||
Repurchased | (8,722,669 | ) | (91,253,488 | ) | (16,078,621 | ) | (152,344,513 | ) | |||||||||||
Net decrease | (8,646,431 | ) | ($90,435,451 | ) | (11,337,902 | ) | ($105,234,623 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 150,168 | $ | 1,571,264 | 398,246 | $ | 3,840,404 | |||||||||||||
Distributions reinvested | — | — | 29,015 | 288,381 | |||||||||||||||
Repurchased | (94,386 | ) | (982,283 | ) | (144,686 | ) | (1,419,367 | ) | |||||||||||
Net increase | 55,782 | $ | 588,981 | 282,575 | $ | 2,709,418 | |||||||||||||
Net decrease | (8,789,528 | ) | ($91,936,116 | ) | (10,992,397 | ) | ($101,801,006 | ) |
Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 262,298 | $ | 3,483,220 | 1,051,233 | $ | 11,992,066 | |||||||||||||
Distributions reinvested | — | — | 122,883 | 1,521,548 | |||||||||||||||
Repurchased | (1,060,125 | ) | (14,329,461 | ) | (2,349,498 | ) | (26,670,376 | ) | |||||||||||
Net decrease | (797,827 | ) | ($10,846,241 | ) | (1,175,382 | ) | ($13,156,762 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 15,142 | $ | 202,344 | 186,936 | $ | 2,046,685 | |||||||||||||
Distributions reinvested | — | — | 50,521 | 623,124 | |||||||||||||||
Repurchased | (520,477 | ) | (7,057,422 | ) | (1,083,837 | ) | (12,380,211 | ) | |||||||||||
Net decrease | (505,335 | ) | ($6,855,078 | ) | (846,380 | ) | ($9,710,402 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 256,465 | $ | 3,434,615 | 732,296 | $ | 8,211,525 | |||||||||||||
Distributions reinvested | — | — | 1,041,070 | 12,947,911 | |||||||||||||||
Repurchased | (4,747,430 | ) | (64,557,319 | ) | (11,858,050 | ) | (135,598,098 | ) | |||||||||||
Net decrease | (4,490,965 | ) | ($61,122,704 | ) | (10,084,684 | ) | ($114,438,662 | ) | |||||||||||
Net decrease | (5,794,127 | ) | ($78,824,023 | ) | (12,106,446 | ) | ($137,305,826 | ) |
Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 433 | $ | 4,568 | 415,513 | $ | 3,538,780 | |||||||||||||
Distributions reinvested | — | — | 602 | 5,818 | |||||||||||||||
Repurchased | (7,622 | ) | (80,576 | ) | (456,273 | ) | (3,959,544 | ) | |||||||||||
Net decrease | (7,189 | ) | ($76,008 | ) | (40,158 | ) | ($414,946 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 103,933 | $ | 1,076,787 | 52,350 | $ | 463,199 | |||||||||||||
Distributions reinvested | — | — | 23,650 | 229,948 | |||||||||||||||
Repurchased | (182,039 | ) | (1,923,314 | ) | (261,890 | ) | (2,358,797 | ) | |||||||||||
Net decrease | (78,106 | ) | ($846,527 | ) | (185,890 | ) | ($1,665,650 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 4,093,690 | $ | 42,202,518 | 252,250 | $ | 2,170,314 | |||||||||||||
Distributions reinvested | — | — | 390,296 | 3,754,368 | |||||||||||||||
Repurchased | (828,892 | ) | (8,711,412 | ) | (10,892,619 | ) | (95,060,425 | ) | |||||||||||
Net increase (decrease) | 3,264,798 | $ | 33,491,106 | (10,250,073 | ) | ($89,135,743 | ) | ||||||||||||
Net increase (decrease) | 3,179,503 | $ | 32,568,571 | (10,476,121 | ) | ($91,216,339 | ) |
Fundamental Value Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 17,624 | $ | 250,969 | 110,397 | $ | 1,412,084 | |||||||||||||
Distributions reinvested | — | — | 328,383 | 4,561,200 | |||||||||||||||
Repurchased | (2,739,707 | ) | (40,526,564 | ) | (5,461,105 | ) | (71,056,590 | ) | |||||||||||
Net decrease | (2,722,083 | ) | ($40,275,595 | ) | (5,022,325 | ) | ($65,083,306 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 304,362 | $ | 4,454,326 | 663,254 | $ | 8,132,945 | |||||||||||||
Distributions reinvested | — | — | 211,214 | 2,922,047 | |||||||||||||||
Repurchased | (1,961,151 | ) | (28,942,886 | ) | (4,419,481 | ) | (58,065,885 | ) | |||||||||||
Net decrease | (1,656,789 | ) | ($24,488,560 | ) | (3,545,013 | ) | ($47,010,893 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 860,894 | $ | 12,492,783 | 1,753,487 | $ | 21,487,493 | |||||||||||||
Distributions reinvested | — | — | 807,441 | 11,168,651 | |||||||||||||||
Repurchased | (1,841,490 | ) | (27,312,563 | ) | (14,206,708 | ) | (183,743,726 | ) | |||||||||||
Net decrease | (980,596 | ) | ($14,819,780 | ) | (11,645,780 | ) | ($151,087,582 | ) | |||||||||||
Net decrease | (5,359,468 | ) | ($79,583,935 | ) | (20,213,118 | ) | ($263,181,781 | ) |
Global Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 44,295 | $ | 674,703 | 366,937 | $ | 4,600,820 | |||||||||||||
Distributions reinvested | — | — | 183,763 | 2,642,929 | |||||||||||||||
Repurchased | (778,944 | ) | (12,026,394 | ) | (1,599,916 | ) | (21,586,346 | ) | |||||||||||
Net decrease | (734,649 | ) | ($11,351,691 | ) | (1,049,216 | ) | ($14,342,597 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 94,572 | $ | 1,458,664 | 124,952 | $ | 1,699,936 | |||||||||||||
Distributions reinvested | — | — | 30,039 | 431,470 | |||||||||||||||
Repurchased | (223,671 | ) | (3,428,990 | ) | (419,265 | ) | (5,571,454 | ) | |||||||||||
Net decrease | (129,099 | ) | ($1,970,326 | ) | (264,274 | ) | ($3,440,048 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 35,476 | $ | 521,724 | 791,061 | $ | 10,422,848 | |||||||||||||
Distributions reinvested | — | — | 507,376 | 7,284,844 | |||||||||||||||
Repurchased | (2,485,261 | ) | (38,320,220 | ) | (3,378,469 | ) | (46,815,099 | ) | |||||||||||
Net decrease | (2,449,785 | ) | ($37,798,496 | ) | (2,080,032 | ) | ($29,107,407 | ) | |||||||||||
Net decrease | (3,313,533 | ) | ($51,120,513 | ) | (3,393,522 | ) | ($46,890,052 | ) |
Growth Equity Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 237,268 | $ | 2,745,213 | 464,006 | $ | 4,356,722 | |||||||||||||
Distributions reinvested | — | — | 120,246 | 1,292,174 | |||||||||||||||
Repurchased | (304,389 | ) | (3,692,354 | ) | (16,418,510 | ) | (161,546,761 | ) | |||||||||||
Net decrease | (67,121 | ) | ($947,141 | ) | (15,834,258 | ) | ($155,897,865 | ) |
Health Sciences Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||||||
Series I shares | |||||||||||||||||||||||
Sold | 595,302 | $ | 10,270,110 | 316,718 | $ | 4,522,969 | |||||||||||||||||
Repurchased | (257,051 | ) | (4,395,729 | ) | (971,185 | ) | (13,539,458 | ) | |||||||||||||||
Net increase (decrease) | 338,251 | $ | 5,874,381 | (654,467 | ) | ($9,016,489 | ) | ||||||||||||||||
Series II shares | |||||||||||||||||||||||
Sold | 348,259 | $ | 6,056,551 | 532,176 | $ | 7,335,685 | |||||||||||||||||
Repurchased | (430,461 | ) | (7,181,910 | ) | (870,661 | ) | (11,725,945 | ) | |||||||||||||||
Net decrease | (82,202 | ) | ($1,125,359 | ) | (338,485 | ) | ($4,390,260 | ) | |||||||||||||||
Series NAV shares | |||||||||||||||||||||||
Sold | 387,272 | $ | 6,881,655 | 298,801 | $ | 4,179,993 | |||||||||||||||||
Repurchased | (180,103 | ) | (3,126,642 | ) | (456,860 | ) | (6,346,526 | ) | |||||||||||||||
Net increase (decrease) | 207,169 | $ | 3,755,013 | (158,059 | ) | ($2,166,533 | ) | ||||||||||||||||
Net increase (decrease) | 463,218 | $ | 8,504,035 | (1,151,011 | ) | ($15,573,282 | ) |
Heritage Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 90,787 | $ | 1,208,799 | 175,232 | $ | 1,868,733 | |||||||||||||
Repurchased | (538,142 | ) | (7,577,136 | ) | (2,485,817 | ) | (29,015,606 | ) | |||||||||||
Net decrease | (447,355 | ) | ($6,368,337 | ) | (2,310,585 | ) | ($27,146,873 | ) |
International Core Trust | Six months ended 6-30-11 | Period ended 12-31-101 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 148,399 | $ | 1,568,710 | 282,515 | $ | 2,544,871 | |||||||||||||
Distributions reinvested | — | — | 112,488 | 1,074,707 | |||||||||||||||
Repurchased | (537,457 | ) | (5,488,247 | ) | (1,297,186 | ) | (11,579,039 | ) | |||||||||||
Net decrease | (389,058 | ) | ($3,919,537 | ) | (902,183 | ) | ($7,959,461 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 219,232 | $ | 2,305,477 | 268,697 | $ | 2,454,794 | |||||||||||||
Distributions reinvested | — | — | 45,759 | 440,753 | |||||||||||||||
Repurchased | (303,245 | ) | (3,114,724 | ) | (552,408 | ) | (4,996,974 | ) | |||||||||||
Net decrease | (84,013 | ) | ($809,247 | ) | (237,952 | ) | ($2,101,427 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,109,396 | $ | 11,081,677 | 9,814,734 | $ | 81,347,606 | |||||||||||||
Distributions reinvested | — | — | 1,488,444 | 14,183,854 | |||||||||||||||
Repurchased | (10,696,427 | ) | (109,897,212 | ) | (8,576,942 | ) | (78,163,168 | ) | |||||||||||
Net increase (decrease) | (9,587,031 | ) | ($98,815,535 | ) | 2,726,236 | $ | 17,368,292 | ||||||||||||
Net increase (decrease) | (10,060,102 | ) | ($103,544,319 | ) | 1,586,101 | $ | 7,307,404 |
1 | Period from 9-16-10 (inception date) to 12-31-10. |
International Growth Stock Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,797,836 | $ | 25,361,897 | 11,542,963 | $ | 148,789,113 | |||||||||||||
Repurchased | (497,223 | ) | (7,154,020 | ) | (4,288 | ) | (57,799 | ) | |||||||||||
Net increase | 1,300,613 | $ | 18,207,877 | 11,538,675 | $ | 148,731,314 |
International Opportunities Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 43,557 | $ | 553,103 | 294,981 | $ | 3,388,040 | |||||||||||||
Distributions reinvested | — | — | 4,716 | 57,156 | |||||||||||||||
Repurchased | (108,203 | ) | (1,383,143 | ) | (378,566 | ) | (4,250,034 | ) | |||||||||||
Net decrease | (64,646 | ) | ($830,040 | ) | (78,869 | ) | ($804,838 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 123,682 | $ | 1,563,963 | 705,047 | $ | 8,091,193 | |||||||||||||
Distributions reinvested | — | — | 36,080 | 434,356 | |||||||||||||||
Repurchased | (527,177 | ) | (6,621,499 | ) | (1,101,304 | ) | (11,976,563 | ) | |||||||||||
Net decrease | (403,495 | ) | ($5,057,536 | ) | (360,177 | ) | ($3,451,014 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,319,056 | $ | 16,473,813 | 5,462,862 | $ | 56,433,251 | |||||||||||||
Distributions reinvested | — | — | 571,424 | 6,795,249 | |||||||||||||||
Repurchased | (1,407,382 | ) | (17,957,482 | ) | (18,586,028 | ) | (218,457,516 | ) | |||||||||||
Net decrease | (88,326 | ) | ($1,483,669 | ) | (12,551,742 | ) | ($155,229,016 | ) | |||||||||||
Net decrease | (556,467 | ) | ($7,371,245 | ) | (12,990,788 | ) | ($159,484,868 | ) |
International Small Company Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 37,954 | $ | 407,361 | 199,906 | $ | 1,881,208 | |||||||||||||
Distributions reinvested | — | — | 152,400 | 1,506,909 | |||||||||||||||
Repurchased | (710,387 | ) | (7,624,416 | ) | (1,814,744 | ) | (16,275,460 | ) | |||||||||||
Net decrease | (672,433 | ) | ($7,217,055 | ) | (1,462,438 | ) | ($12,887,343 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 122,242 | $ | 1,315,142 | 496,523 | $ | 4,740,117 | |||||||||||||
Distributions reinvested | — | — | 81,497 | 805,611 | |||||||||||||||
Repurchased | (432,114 | ) | (4,660,719 | ) | (990,622 | ) | (8,892,789 | ) | |||||||||||
Net decrease | (309,872 | ) | ($3,345,577 | ) | (412,602 | ) | ($3,347,061 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 923,089 | $ | 10,088,920 | 779,508 | $ | 7,466,376 | |||||||||||||
Distributions reinvested | — | — | 77,075 | 765,016 | |||||||||||||||
Repurchased | (250,990 | ) | (2,699,131 | ) | (12,696,020 | ) | (112,288,987 | ) | |||||||||||
Net increase (decrease) | 672,099 | $ | 7,389,789 | (11,839,437 | ) | ($104,057,595 | ) | ||||||||||||
Net decrease | (310,206 | ) | ($3,172,843 | ) | (13,714,477 | ) | ($120,291,999 | ) |
International Value Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 87,010 | $ | 1,120,864 | 421,381 | $ | 4,786,975 | |||||||||||||
Distributions reinvested | — | — | 252,956 | 3,018,058 | |||||||||||||||
Repurchased | (1,434,093 | ) | (18,405,646 | ) | (2,609,802 | ) | (28,985,149 | ) | |||||||||||
Net decrease | (1,347,083 | ) | ($17,284,782 | ) | (1,935,465 | ) | ($21,180,116 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 260,922 | $ | 3,362,028 | 320,614 | $ | 3,523,757 | |||||||||||||
Issued in reorganization (Note 11) | — | — | 330,360 | 3,737,414 | |||||||||||||||
Distributions reinvested | — | — | 185,281 | 2,208,504 | |||||||||||||||
Repurchased | (885,938 | ) | (11,275,665 | ) | (1,964,736 | ) | (21,989,879 | ) | |||||||||||
Net decrease | (625,016 | ) | ($7,913,637 | ) | (1,128,481 | ) | ($12,520,204 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 3,516,865 | $ | 44,468,719 | 5,997,776 | $ | 63,127,109 | |||||||||||||
Issued in reorganization (Note 11) | — | — | 13,028,135 | 146,944,729 | |||||||||||||||
Distributions reinvested | — | — | 1,219,700 | 14,455,410 | |||||||||||||||
Repurchased | (3,858,442 | ) | (49,432,000 | ) | (5,068,491 | ) | (57,326,679 | ) | |||||||||||
Net increase (decrease) | (341,577 | ) | ($4,963,281 | ) | 15,177,120 | $ | 167,200,569 | ||||||||||||
Net increase (decrease) | (2,313,676 | ) | ($30,161,700 | ) | 12,113,174 | $ | 133,500,249 |
Large Cap Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 14,663 | $ | 189,312 | 32,460 | $ | 376,431 | |||||||||||||
Distributions reinvested | — | — | 133,134 | 1,583,413 | |||||||||||||||
Repurchased | (1,109,262 | ) | (14,348,032 | ) | (1,991,675 | ) | (22,482,183 | ) | |||||||||||
Net decrease | (1,094,599 | ) | ($14,158,720 | ) | (1,826,081 | ) | ($20,522,339 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 54,006 | $ | 700,057 | 55,610 | $ | 632,532 | |||||||||||||
Distributions reinvested | — | — | 7,157 | 84,502 | |||||||||||||||
Repurchased | (72,990 | ) | (931,815 | ) | (158,526 | ) | (1,780,237 | ) | |||||||||||
Net decrease | (18,984 | ) | ($231,758 | ) | (95,759 | ) | ($1,063,203 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 250,901 | $ | 3,225,595 | 308,838 | $ | 3,496,725 | |||||||||||||
Distributions reinvested | — | — | 10,635 | 126,724 | |||||||||||||||
Repurchased | (307,169 | ) | (3,966,866 | ) | (345,400 | ) | (3,830,348 | ) | |||||||||||
Net decrease | (56,268 | ) | ($741,271 | ) | (25,927 | ) | ($206,899 | ) | |||||||||||
Net decrease | (1,169,851 | ) | ($15,131,749 | ) | (1,947,767 | ) | ($21,792,441 | ) |
Lifestyle Balanced PS Series | Period ended 6-30-111 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | ||||||||||
Series II shares | |||||||||||
Sold | 4,855 | $ | 60,000 | ||||||||
Net increase | 4,855 | $ | 60,000 |
1 | Period from 4-29-11 (inception date) to 06-30-11. |
Lifestyle Conservative PS Series | Period ended 6-30-111 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | ||||||||||
Series II shares | |||||||||||
Sold | 2,000 | $ | 25,000 | ||||||||
Net increase | 2,000 | $ | 25,000 |
1 | Period from 4-29-11 (inception date) to 06-30-11. |
Lifestyle Growth PS Series | Period ended 6-30-111 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | ||||||||||
Series II shares | |||||||||||
Sold | 19,803 | $ | 243,088 | ||||||||
Net increase | 19,803 | $ | 243,088 |
1 | Period from 4-29-11 (inception date) to 06-30-11. |
Lifestyle Moderate PS Series | Period ended 6-30-111 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | ||||||||||
Series II shares | |||||||||||
Sold | 11,764 | $ | 145,000 | ||||||||
Repurchased | (1 | ) | (7 | ) | �� | ||||||
Net increase | 11,763 | $ | 144,993 |
1 | Period from 4-29-11 (inception date) to 06-30-11. |
Mid Cap Stock Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 223,848 | $ | 3,337,428 | 318,969 | $ | 3,814,732 | |||||||||||||
Distributions reinvested | — | — | 14 | 166 | |||||||||||||||
Repurchased | (1,320,072 | ) | (20,266,497 | ) | (2,334,484 | ) | (28,549,001 | ) | |||||||||||
Net decrease | (1,096,224 | ) | ($16,929,069 | ) | (2,015,501 | ) | ($24,734,103 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 642,938 | $ | 9,384,075 | 693,260 | $ | 8,527,168 | |||||||||||||
Repurchased | (1,073,565 | ) | (16,221,405 | ) | (1,943,954 | ) | (22,979,418 | ) | |||||||||||
Net decrease | (430,627 | ) | ($6,837,330 | ) | (1,250,694 | ) | ($14,452,250 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 587,313 | $ | 8,886,067 | 537,442 | $ | 6,531,261 | |||||||||||||
Distributions reinvested | — | — | 30 | 356 | |||||||||||||||
Repurchased | (2,425,655 | ) | (37,314,563 | ) | (5,900,513 | ) | (74,100,759 | ) | |||||||||||
Net decrease | (1,838,342 | ) | ($28,428,496 | ) | (5,363,041 | ) | ($67,569,142 | ) | |||||||||||
Net decrease | (3,365,193 | ) | ($52,194,895 | ) | (8,629,236 | ) | ($106,755,495 | ) |
Mid Cap Value Equity Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 9,741 | $ | 125,154 | 87,004 | $ | 891,357 | |||||||||||||
Distributions reinvested | — | — | 96,081 | 1,098,281 | |||||||||||||||
Repurchased | (628,806 | ) | (8,226,125 | ) | (2,176,287 | ) | (24,024,031 | ) | |||||||||||
Net decrease | (619,065 | ) | ($8,100,971 | ) | (1,993,202 | ) | ($22,034,393 | ) |
Mid Value Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 931,412 | $ | 10,756,887 | 1,967,577 | $ | 20,189,024 | |||||||||||||
Distributions reinvested | — | — | 630,354 | 6,837,093 | |||||||||||||||
Repurchased | (1,114,952 | ) | (13,022,480 | ) | (2,058,713 | ) | (20,748,891 | ) | |||||||||||
Net increase (decrease) | (183,540 | ) | ($2,265,593 | ) | 539,218 | $ | 6,277,226 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 23,611 | $ | 276,078 | 139,096 | $ | 1,407,222 | |||||||||||||
Distributions reinvested | — | — | 204,910 | 2,221,838 | |||||||||||||||
Repurchased | (1,056,882 | ) | (12,247,650 | ) | (1,476,996 | ) | (15,005,355 | ) | |||||||||||
Net decrease | (1,033,271 | ) | ($11,971,572 | ) | (1,132,990 | ) | ($11,376,295 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 231,760 | $ | 2,686,334 | 558,609 | $ | 5,573,782 | |||||||||||||
Distributions reinvested | — | — | 852,172 | 9,213,918 | |||||||||||||||
Repurchased | (1,709,739 | ) | (19,954,356 | ) | (4,349,236 | ) | (44,826,765 | ) | |||||||||||
Net decrease | (1,477,979 | ) | ($17,268,022 | ) | (2,938,455 | ) | ($30,039,065 | ) | |||||||||||
Net decrease | (2,694,790 | ) | ($31,505,187 | ) | (3,532,227 | ) | ($35,138,134 | ) |
Mutual Shares Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,103,403 | $ | 11,328,234 | 3,948,159 | $ | 36,537,191 | |||||||||||||
Distributions reinvested | — | — | 439,574 | 4,317,043 | |||||||||||||||
Repurchased | (283,144 | ) | (2,926,476 | ) | (420,113 | ) | (4,060,701 | ) | |||||||||||
Net increase | 820,259 | $ | 8,401,758 | 3,967,620 | $ | 36,793,533 | |||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 80,606 | $ | 815,697 | 747,628 | $ | 6,682,760 | |||||||||||||
Distributions reinvested | — | — | 1,243,556 | 12,193,722 | |||||||||||||||
Repurchased | (2,556,701 | ) | (26,437,512 | ) | (5,989,214 | )�� | (55,975,091 | ) | |||||||||||
Net decrease | (2,476,095 | ) | ($25,621,815 | ) | (3,998,030 | ) | ($37,098,609 | ) | |||||||||||
Net decrease | (1,655,836 | ) | ($17,220,057 | ) | (30,410 | ) | ($305,076 | ) |
Natural Resources Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 267,632 | $ | 3,586,169 | 454,134 | $ | 5,020,284 | |||||||||||||
Distributions reinvested | — | — | 8,566 | 103,221 | |||||||||||||||
Repurchased | (302,586 | ) | (3,959,908 | ) | (529,290 | ) | (5,676,183 | ) | |||||||||||
Net decrease | (34,954 | ) | ($373,739 | ) | (66,590 | ) | ($552,678 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 961,506 | $ | 12,563,605 | 1,565,704 | $ | 17,326,535 | |||||||||||||
Distributions reinvested | — | — | 60,469 | 716,208 | |||||||||||||||
Repurchased | (2,196,506 | ) | (28,228,451 | ) | (3,596,414 | ) | (37,719,712 | ) | |||||||||||
Net decrease | (1,235,000 | ) | ($15,664,846 | ) | (1,970,241 | ) | ($19,676,969 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,204,101 | $ | 15,743,637 | 1,573,881 | $ | 17,211,720 | |||||||||||||
Distributions reinvested | — | — | 42,066 | 499,775 | |||||||||||||||
Repurchased | (812,527 | ) | (10,417,545 | ) | (1,843,982 | ) | (20,022,390 | ) | |||||||||||
Net increase (decrease) | 391,574 | $ | 5,326,092 | (228,035 | ) | ($2,310,895 | ) | ||||||||||||
Net decrease | (878,380 | ) | ($10,712,493 | ) | (2,264,866 | ) | ($22,540,542 | ) |
Real Estate Securities Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 241,468 | $ | 3,024,254 | 707,560 | $ | 7,172,340 | |||||||||||||
Distributions reinvested | — | — | 171,069 | 1,845,151 | |||||||||||||||
Repurchased | (907,983 | ) | (10,920,932 | ) | (1,995,142 | ) | (19,981,303 | ) | |||||||||||
Net decrease | (666,515 | ) | ($7,896,678 | ) | (1,116,513 | ) | ($10,963,812 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 250,454 | $ | 3,086,327 | 860,536 | $ | 8,943,778 | |||||||||||||
Distributions reinvested | — | — | 116,524 | 1,254,813 | |||||||||||||||
Repurchased | (867,713 | ) | (10,528,595 | ) | (1,643,175 | ) | (16,605,457 | ) | |||||||||||
Net decrease | (617,259 | ) | ($7,442,268 | ) | (666,115 | ) | ($6,406,866 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 713,237 | $ | 8,659,865 | 1,970,023 | $ | 19,621,539 | |||||||||||||
Distributions reinvested | — | — | 349,800 | 3,756,009 | |||||||||||||||
Repurchased | (1,085,779 | ) | (13,065,521 | ) | (3,480,734 | ) | (35,001,248 | ) | |||||||||||
Net decrease | (372,542 | ) | ($4,405,656 | ) | (1,160,911 | ) | ($11,623,700 | ) | |||||||||||
Net decrease | (1,656,316 | ) | ($19,744,602 | ) | (2,943,539 | ) | ($28,994,378 | ) |
Science & Technology Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 861,890 | $ | 15,577,610 | 1,854,352 | $ | 27,578,399 | |||||||||||||
Repurchased | (1,876,242 | ) | (33,484,146 | ) | (3,587,114 | ) | (50,131,922 | ) | |||||||||||
Net decrease | (1,014,352 | ) | ($17,906,536 | ) | (1,732,762 | ) | ($22,553,523 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 251,998 | $ | 4,487,354 | 540,294 | $ | 7,940,668 | |||||||||||||
Repurchased | (731,844 | ) | (12,927,478 | ) | (1,169,102 | ) | (16,120,215 | ) | |||||||||||
Net decrease | (479,846 | ) | ($8,440,124 | ) | (628,808 | ) | ($8,179,547 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 174,320 | $ | 3,127,989 | 385,337 | $ | 5,549,970 | |||||||||||||
Repurchased | (152,045 | ) | (2,760,472 | ) | (209,843 | ) | (3,035,793 | ) | |||||||||||
Net increase | 22,275 | $ | 367,517 | 175,494 | $ | 2,514,177 | |||||||||||||
Net decrease | (1,471,923 | ) | ($25,979,143 | ) | (2,186,076 | ) | ($28,218,893 | ) |
Small Cap Growth Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 2,591,842 | $ | 29,340,558 | 2,110,003 | $ | 19,140,077 | |||||||||||||
Repurchased | (765,638 | ) | (8,487,698 | ) | (1,068,514 | ) | (9,197,212 | ) | |||||||||||
Net increase | 1,826,204 | $ | 20,852,860 | 1,041,489 | $ | 9,942,865 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 1,317,386 | $ | 14,208,604 | 786,645 | $ | 6,787,527 | |||||||||||||
Repurchased | (878,651 | ) | (9,645,247 | ) | (1,163,379 | ) | (9,993,812 | ) | |||||||||||
Net increase (decrease) | 438,735 | $ | 4,563,357 | (376,734 | ) | ($3,206,285 | ) | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 674,167 | $ | 7,521,425 | 739,661 | $ | 6,550,897 | |||||||||||||
Repurchased | (2,274,458 | ) | (25,518,141 | ) | (5,266,891 | ) | (47,267,858 | ) | |||||||||||
Net decrease | (1,600,291 | ) | ($17,996,716 | ) | (4,527,230 | ) | ($40,716,961 | ) | |||||||||||
Net increase (decrease) | 664,648 | $ | 7,419,501 | (3,862,475 | ) | ($33,980,381 | ) |
Small Cap Opportunities Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 164,670 | $ | 3,431,323 | 612,133 | $ | 10,740,693 | |||||||||||||
Repurchased | (517,306 | ) | (10,705,611 | ) | (717,171 | ) | (11,463,703 | ) | |||||||||||
Net decrease | (352,636 | ) | ($7,274,288 | ) | (105,038 | ) | ($723,010 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 195,420 | $ | 3,958,235 | 647,203 | $ | 11,042,431 | |||||||||||||
Repurchased | (274,863 | ) | (5,636,111 | ) | (683,247 | ) | (11,128,768 | ) | |||||||||||
Net decrease | (79,443 | ) | ($1,677,876 | ) | (36,044 | ) | ($86,337 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 165,827 | $ | 3,392,894 | 1,025,288 | $ | 17,050,380 | |||||||||||||
Repurchased | (546,375 | ) | (11,291,719 | ) | (1,716,793 | ) | (27,810,057 | ) | |||||||||||
Net decrease | (380,548 | ) | ($7,898,825 | ) | (691,505 | ) | ($10,759,677 | ) | |||||||||||
Net decrease | (812,627 | ) | ($16,850,989 | ) | (832,587 | ) | ($11,569,024 | ) |
Small Cap Value Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,277,747 | $ | 24,771,363 | 3,177,124 | $ | 53,558,894 | |||||||||||||
Distributions reinvested | — | — | 37,682 | 664,945 | |||||||||||||||
Repurchased | (406,943 | ) | (7,908,178 | ) | (849,501 | ) | (13,501,089 | ) | |||||||||||
Net increase | 870,804 | $ | 16,863,185 | 2,365,305 | $ | 40,722,750 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 157,373 | $ | 3,062,411 | 1,035,367 | $ | 17,221,443 | |||||||||||||
Distributions reinvested | — | — | 4,273 | 69,435 | |||||||||||||||
Repurchased | (505,402 | ) | (9,813,830 | ) | (919,515 | ) | (14,543,178 | ) | |||||||||||
Net increase (decrease) | (348,029 | ) | ($6,751,419 | ) | 120,125 | $ | 2,747,700 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 609,762 | $ | 11,764,007 | 854,474 | $ | 14,390,994 | |||||||||||||
Distributions reinvested | — | — | 67,481 | 1,191,258 | |||||||||||||||
Repurchased | (984,613 | ) | (19,412,705 | ) | (3,479,314 | ) | (58,458,291 | ) | |||||||||||
Net decrease | (374,851 | ) | ($7,648,698 | ) | (2,557,359 | ) | ($42,876,039 | ) | |||||||||||
Net increase (decrease) | 147,924 | $ | 2,463,068 | (71,929 | ) | $ | 594,411 |
Small Company Growth Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 56,467 | $ | 916,793 | 66,904 | $ | 897,091 | |||||||||||||
Repurchased | (607,918 | ) | (10,490,205 | ) | (1,467,184 | ) | (20,825,431 | ) | |||||||||||
Net decrease | (551,451 | ) | ($9,573,412 | ) | (1,400,280 | ) | ($19,928,340 | ) |
Small Company Value Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 39,863 | $ | 711,545 | 126,174 | $ | 1,874,064 | |||||||||||||
Distributions reinvested | — | — | 90,032 | 1,364,453 | |||||||||||||||
Repurchased | (629,488 | ) | (11,202,290 | ) | (1,670,528 | ) | (24,928,005 | ) | |||||||||||
Net decrease | (589,625 | ) | ($10,490,745 | ) | (1,454,322 | ) | ($21,689,488 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 90,413 | $ | 1,563,674 | 140,210 | $ | 2,192,421 | |||||||||||||
Distributions reinvested | — | — | 69,774 | 1,029,052 | |||||||||||||||
Repurchased | (497,078 | ) | (8,766,969 | ) | (1,143,033 | ) | (17,006,140 | ) | |||||||||||
Net decrease | (406,665 | ) | ($7,203,295 | ) | (933,049 | ) | ($13,784,667 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 303,674 | $ | 5,258,547 | 436,010 | $ | 6,334,965 | |||||||||||||
Distributions reinvested | — | — | 190,730 | 2,894,668 | |||||||||||||||
Repurchased | (541,176 | ) | (9,749,478 | ) | (2,393,886 | ) | (38,201,732 | ) | |||||||||||
Net decrease | (237,502 | ) | ($4,490,931 | ) | (1,767,146 | ) | ($28,972,099 | ) | |||||||||||
Net decrease | (1,233,792 | ) | ($22,184,971 | ) | (4,154,517 | ) | ($64,446,254 | ) |
Smaller Company Growth Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 41,685 | $ | 754,824 | 174,588 | $ | 2,682,613 | |||||||||||||
Distributions reinvested | — | — | 99,132 | 1,433,455 | |||||||||||||||
Repurchased | (568,727 | ) | (10,441,396 | ) | (1,190,287 | ) | (17,790,781 | ) | |||||||||||
Net decrease | (527,042 | ) | ($9,686,572 | ) | (916,567 | ) | ($13,674,713 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 56,599 | $ | 1,042,633 | 255,086 | $ | 3,852,168 | |||||||||||||
Distributions reinvested | — | — | 26,201 | 378,342 | |||||||||||||||
Repurchased | (189,310 | ) | (3,450,017 | ) | (481,046 | ) | (7,112,220 | ) | |||||||||||
Net decrease | (132,711 | ) | ($2,407,384 | ) | (199,759 | ) | ($2,881,710 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 49,458 | $ | 906,304 | 174,759 | $ | 2,735,110 | |||||||||||||
Distributions reinvested | — | — | 125,171 | 1,809,973 | |||||||||||||||
Repurchased | (217,959 | ) | (3,969,226 | ) | (1,333,835 | ) | (21,772,008 | ) | |||||||||||
Net decrease | (168,501 | ) | ($3,062,922 | ) | (1,033,905 | ) | ($17,226,925 | ) | |||||||||||
Net decrease | (828,254 | ) | ($15,156,878 | ) | (2,150,231 | ) | ($33,783,348 | ) |
Strategic Allocation Trust | Period ended 6-30-111 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | ||||||||||
Class NAV shares | |||||||||||
Sold | 808,669 | $ | 10,105,500 | ||||||||
Net increase | 808,669 | $ | 10,105,500 |
1 | Period from 4-28-11 (inception date) to 06-30-11. |
U.S. Equity Trust (formerly U.S. Multi Sector Trust) | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 439,326 | $ | 5,456,290 | 3,478,096 | $ | 37,060,867 | |||||||||||||
Distributions reinvested | — | — | 1,033,038 | 12,032,417 | |||||||||||||||
Repurchased | (3,082,905 | ) | (38,961,533 | ) | (23,096,111 | ) | (247,900,835 | ) | |||||||||||
Net decrease | (2,643,579 | ) | ($33,505,243 | ) | (18,584,977 | ) | ($198,807,551 | ) |
Utilities Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 762,981 | $ | 9,595,608 | 816,360 | $ | 8,732,853 | |||||||||||||
Distributions reinvested | — | — | 219,595 | 2,545,101 | |||||||||||||||
Repurchased | (410,508 | ) | (5,030,602 | ) | (2,018,004 | ) | (20,890,613 | ) | |||||||||||
Net increase (decrease) | 352,473 | $ | 4,565,006 | (982,049 | ) | ($9,612,659 | ) | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 92,539 | $ | 1,162,591 | 116,362 | $ | 1,232,906 | |||||||||||||
Distributions reinvested | — | — | 56,794 | 653,702 | |||||||||||||||
Repurchased | (318,136 | ) | (3,919,476 | ) | (680,555 | ) | (7,024,047 | ) | |||||||||||
Net decrease | (225,597 | ) | ($2,756,885 | ) | (507,399 | ) | ($5,137,439 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 652,477 | $ | 8,150,201 | 1,738,356 | $ | 18,192,541 | |||||||||||||
Distributions reinvested | — | — | 57,123 | 661,485 | |||||||||||||||
Repurchased | (181,992 | ) | (2,275,265 | ) | (1,258,650 | ) | (13,340,900 | ) | |||||||||||
Net increase | 470,485 | $ | 5,874,936 | 536,829 | $ | 5,513,126 | |||||||||||||
Net increase (decrease) | 597,361 | $ | 7,683,057 | (952,619 | ) | ($9,236,972 | ) |
Value Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 253,123 | $ | 4,445,488 | 789,041 | $ | 11,681,491 | |||||||||||||
Distributions reinvested | — | — | 126,556 | 2,033,253 | |||||||||||||||
Repurchased | (693,078 | ) | (12,276,134 | ) | (1,705,394 | ) | (25,309,926 | ) | |||||||||||
Net decrease | (439,955 | ) | ($7,830,646 | ) | (789,797 | ) | ($11,595,182 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 135,977 | $ | 2,404,981 | 307,928 | $ | 4,591,583 | |||||||||||||
Distributions reinvested | — | — | 16,318 | 260,090 | |||||||||||||||
Repurchased | (195,883 | ) | (3,435,316 | ) | (563,881 | ) | (8,243,695 | ) | |||||||||||
Net decrease | (59,906 | ) | ($1,030,335 | ) | (239,635 | ) | ($3,392,022 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 112,409 | $ | 1,982,884 | 619,110 | $ | 8,827,305 | |||||||||||||
Distributions reinvested | — | — | 13,201 | 212,262 | |||||||||||||||
Repurchased | (104,094 | ) | (1,819,289 | ) | (564,255 | ) | (7,856,818 | ) | |||||||||||
Net increase | 8,315 | $ | 163,595 | 68,056 | $ | 1,182,749 | |||||||||||||
Net decrease | (491,546 | ) | ($8,697,386 | ) | (961,376 | ) | ($13,804,455 | ) |
Value & Restructuring Trust | Six months ended 6-30-11 | Year ended 12-31-10 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 2,791,579 | $ | 40,424,329 | 1,956,529 | $ | 22,261,474 | |||||||||||||
Distributions reinvested | — | — | 336,314 | 4,523,031 | |||||||||||||||
Repurchased | (4,809,572 | ) | (68,780,589 | ) | (2,627,579 | ) | (34,996,751 | ) | |||||||||||
Net decrease | (2,017,993 | ) | ($28,356,260 | ) | (334,736 | ) | ($8,212,246 | ) |
PORTFOLIO | | SERIES | | % BY SERIES | ||||||
---|---|---|---|---|---|---|---|---|---|---|
American Global Diversification Trust | III | 100 | % | |||||||
American Global Small Capitalization Trust | I | 10 | % | |||||||
Core Allocation Trust | NAV | 52 | % | |||||||
Core Disciplined Diversification Trust | NAV | 100 | % | |||||||
Core Diversified Growth & Income Trust | II | 99 | % | |||||||
Core Diversified Growth & Income Trust | III | 100 | % | |||||||
Core Diversified Growth & Income Trust | NAV | 100 | % | |||||||
Core Fundamental Holdings Trust | I | 100 | % | |||||||
Core Global Diversification Trust | I | 15 | % | |||||||
Strategic Allocation Trust | NAV | 100 | % |
PORTFOLIO | | PURCHASES | | SALES AND MATURITIES | ||||||
---|---|---|---|---|---|---|---|---|---|---|
All Cap Core Trust | $ | 416,292,602 | $ | 436,140,546 | ||||||
All Cap Value Trust | 175,244,733 | 114,797,409 | ||||||||
Alpha Opportunities Trust | 634,567,284 | 698,272,790 | ||||||||
American Asset Allocation Trust | 7,429,172 | 97,216,525 | ||||||||
American Blue Chip Income and Growth Trust | 11,628,847 | 7,132,827 | ||||||||
American Bond Trust | 28,915,829 | 60,353,904 | ||||||||
American Fundamental Holdings Trust | 5,253,820 | 58,837,995 | ||||||||
American Global Diversification Trust | 7,250,597 | 53,911,916 | ||||||||
American Global Growth Trust | 2,822,308 | 20,375,376 | ||||||||
American Global Small Capitalization Trust | 4,748,921 | 12,699,428 | ||||||||
American Growth Trust | 21,711,793 | 122,190,629 | ||||||||
American Growth-Income Trust | 7,087,278 | 101,765,786 | ||||||||
American High-Income Bond Trust | 5,287,140 | 7,770,575 | ||||||||
American International Trust | 5,326,926 | 72,938,017 | ||||||||
American New World Trust | 8,080,275 | 15,214,185 | ||||||||
Balanced Trust | 35,746,490 | 10,040,199 | ||||||||
Blue Chip Growth Trust | 333,712,789 | 426,844,066 | ||||||||
Capital Appreciation Trust | 337,103,798 | 398,926,545 | ||||||||
Capital Appreciation Value Trust | 176,232,714 | 170,749,935 | ||||||||
Core Allocation Trust | 32,141,454 | 2,397,388 | ||||||||
Core Allocation Plus Trust | 158,563,389 | 158,401,616 | ||||||||
Core Disciplined Diversification Trust | 48,603,509 | 5,494,156 | ||||||||
Core Diversified Growth & Income Trust | 908,263 | 189,130 | ||||||||
Core Fundamental Holdings Trust | 38,622,101 | 4,286,410 | ||||||||
Core Global Diversification Trust | 48,720,165 | 7,718,722 | ||||||||
Disciplined Diversification Trust | 31,121,287 | 15,370,106 | ||||||||
Emerging Markets Value Trust | 147,648,877 | 124,845,859 | ||||||||
Equity-Income Trust | 231,911,422 | 264,429,158 | ||||||||
Financial Services Trust | 13,492,933 | 27,245,411 | ||||||||
Franklin Templeton Founding Allocation Trust | 774,666 | 94,839,922 | ||||||||
Fundamental All Cap Core Trust (formerly Optimized All Cap Trust) | 1,643,542,260 | 1,726,021,128 | ||||||||
Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | 236,755,894 | 208,695,749 | ||||||||
Fundamental Value Trust | $ | 86,020,670 | $ | 199,997,186 | ||||||
Global Trust | 70,860,983 | 118,546,668 | ||||||||
Growth Equity Trust | 230,583,806 | 230,430,845 | ||||||||
Health Sciences Trust | 35,438,848 | 29,516,234 | ||||||||
Heritage Trust | 75,169,168 | 80,832,999 | ||||||||
International Core Trust | 144,246,340 | 233,410,115 | ||||||||
International Growth Stock Trust | 44,635,397 | 29,042,619 | ||||||||
International Opportunities Trust | 269,352,117 | 286,314,488 | ||||||||
International Small Company Trust | 8,403,851 | 11,119,107 | ||||||||
International Value Trust | 159,404,520 | 170,478,000 | ||||||||
Large Cap Trust | 74,184,740 | 87,557,795 | ||||||||
Lifestyle Balanced PS Series | 60,000 | 14 | ||||||||
Lifestyle Conservative PS Series | 25,000 | 13 | ||||||||
Lifestyle Growth PS Series | 243,088 | 12 | ||||||||
Lifestyle Moderate PS Series | 145,000 | 22 | ||||||||
Mid Cap Stock Trust | 485,697,201 | 552,608,391 | ||||||||
Mid Cap Value Equity Trust | 33,464,665 | 46,236,550 | ||||||||
Mid Value Trust | 192,325,470 | 200,533,490 | ||||||||
Mutual Shares Trust | 97,376,781 | 177,722,668 | ||||||||
Natural Resources Trust | 125,639,078 | 131,127,113 | ||||||||
Real Estate Securities Trust | 173,959,419 | 188,481,143 | ||||||||
Science & Technology Trust | 234,831,916 | 250,120,437 | ||||||||
Small Cap Growth Trust | 295,849,050 | 295,779,935 | ||||||||
Small Cap Opportunities Trust | 33,154,823 | 48,736,922 | ||||||||
Small Cap Value Trust | 75,920,088 | 67,624,758 | ||||||||
Small Company Growth Trust | 16,032,039 | 26,268,814 | ||||||||
Small Company Value Trust | 10,591,630 | 29,472,670 | ||||||||
Smaller Company Growth Trust | 104,636,009 | 119,614,927 | ||||||||
Strategic Allocation Trust | 5,932,953 | 2,775,000 | ||||||||
U.S. Equity Trust (formerly U.S. Multi Sector Trust) | 155,625,269 | 190,341,727 | ||||||||
Utilities Trust | 56,975,533 | 46,406,643 | ||||||||
Value Trust | 47,506,284 | 56,858,950 | ||||||||
Value & Restructuring Trust | 77,857,926 | 95,104,351 |
PORTFOLIO | | PURCHASES | | SALES AND MATURITIES | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Balanced Trust | $ | 7,522,686 | $ | 7,113,635 | ||||||
Disciplined Diversification Trust | 6,674,762 | 6,403,978 | ||||||||
Core Allocation Plus Trust | $ | 15,443,912 | $ | 10,760,126 |
PORTFOLIO | | AFFILIATE CONCENTRATION | ||||
---|---|---|---|---|---|---|
All Cap Core Trust | 76.9 | % | ||||
All Cap Value Trust | 80.4 | % | ||||
Alpha Opportunities Trust | 99.7 | % | ||||
Balanced Trust | 97.9 | % | ||||
Blue Chip Growth Trust | 52.0 | % | ||||
Capital Appreciation Trust | 63.7 | % | ||||
Core Allocation Plus Trust | 29.6 | % | ||||
Disciplined Diversification Trust | 32.4 | % | ||||
Emerging Markets Value Trust | 91.4 | % | ||||
Equity-Income Trust | 60.7 | % | ||||
Fundamental Large Cap Value Trust (formerly Optimized Value Trust) | 93.2 | % | ||||
Fundamental Value Trust | 56.0 | % | ||||
Global Trust | 68.2 | % | ||||
Growth Equity Trust | 100.0 | % | ||||
Heritage Trust | 100.0 | % | ||||
International Core Trust | 82.5 | % | ||||
International Growth Stock Trust | 100.0 | % | ||||
International Opportunities Trust | 85.2 | % | ||||
International Small Company Trust | 8.1 | % | ||||
International Value Trust | 58.5 | % | ||||
Mid Cap Stock Trust | 35.8 | % | ||||
Mid Cap Value Equity Trust | 100.0 | % | ||||
Mid Value Trust | 36.0 | % | ||||
Mutual Shares Trust | 73.4 | % | ||||
Small Cap Growth Trust | 32.3 | % | ||||
Small Cap Opportunities Trust | 44.2 | % |
PORTFOLIO | | AFFILIATE CONCENTRATION | ||||
---|---|---|---|---|---|---|
Small Cap Value Trust | 26.9 | % | ||||
Small Company Growth Trust | 100.0 | % | ||||
Small Company Value Trust | 50.0 | % | ||||
Smaller Company Growth Trust | 49.7 | % | ||||
U.S. Equity Trust (formerly U.S. Multi Sector Trust) | 100.0 | % | ||||
Value & Restructuring Trust | 93.9 | % |
PORTFOLIO | | AFFILIATED SERIES NAV | | PERCENTAGE OF UNDERLYING PORTFOLIOS’ NET ASSETS | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Core Allocation Trust | Core Allocation Plus Trust | 27.0 | % | |||||||
Core Disciplined Diversification Trust | Disciplined Diversification Trust | 59.8 | % | |||||||
Franklin Templeton Founding Allocation Trust | Global Trust | 67.3 | % | |||||||
Income Trust | 100.0 | % | ||||||||
Mutual Shares Trust | 69.9 | % |
Portfolio | | Issuer, Description | | Original Acquisition date | | Acquisition cost | | Beginning share amount | | Ending share amount | | Value as a percentage of Portfolio’s net assets | | Value as of 6-30-11 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balanced Trust | Facebook, Inc. | 3/31/2011 | $ | 107,376 | — | 4,294 | 0.10 | % | $ | 125,728 | ||||||||||||||||||||
Bought : 4,294 | $ | 107,376 | ||||||||||||||||||||||||||||
Blue Chip Growth Trust | Facebook, Inc. | 3/31/2011 | $ | 7,618,692 | — | 304,677 | 0.48 | % | $ | 8,920,943 | ||||||||||||||||||||
Bought : 304,677 | $ | 7,618,692 | ||||||||||||||||||||||||||||
Financial Services Trust | SKBHC Holdings LLC | 11/8/2010 | $ | 280,374 | 269 | 269 | 0.81 | % | $ | 1,345,789 | ||||||||||||||||||||
Science & Technology Trust | Angie’s List | 3/15/2011 | $ | 689,829 | — | 9,752 | 0.11 | % | $ | 471,099 | ||||||||||||||||||||
Bought: 9,752 | $ | 689,829 | ||||||||||||||||||||||||||||
Facebook, Inc. | 3/31/2011 | $ | 957,624 | — | 38,296 | 0.25 | % | $ | 1,121,307 | |||||||||||||||||||||
Bought : 38,296 | $ | 957,627 | �� | |||||||||||||||||||||||||||
Twitter, Inc. | 9/24/2009 | $ | 416,310 | 26,048 | 78,144 | 0.27 | % | $ | 1,193,259 | |||||||||||||||||||||
3:1 Stock Split : 52,096 |
ACQUIRING PORTFOLIO | | Acquired Portfolio | | Acquired Net Asset Value of the Acquired Portfolio | | Shares Redeemed by the Acquired Portfolio | | Shares Issued by the Acquiring Portfolio | | Acquiring Portfolio Net Assets Prior to Combination | | Acquiring Portfolio Total Net Assets After Combination | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Equity-Income Trust | Large Cap Value Trust | $ | 195,859,394 | 10,989,242 | 13,077,016 | $ | 2,076,943,642 | $ | 2,272,803,036 |
Net investment income | $ 18,739,482 | |||||
Net realized and unrealized gain (loss) | 85,050,999 | |||||
Increase (decrease) in net assets from operations | 103,790,481 |
ACQUIRED PORTFOLIO | | ACQUIRING PORTFOLIO | ||||
---|---|---|---|---|---|---|
All Cap Growth Trust | Capital Appreciation Trust | |||||
Overseas Equity Trust | International Value Trust |
ACQUIRING PORTFOLIOS | | ACQUIRED PORTFOLIOS | | ACQUIRED NET ASSET VALUE OF THE ACQUIRED PORTFOLIOS | | APPRECIATION (DEPRECIATION) OF THE ACQUIRED PORTFOLIOS’ INVESTMENTS | | SHARES REDEEMED BY THE ACQUIRED PORTFOLIOS | | SHARES ISSUED BY THE ACQUIRING PORTFOLIOS | | ACQUIRING PORTFOLIOS NET ASSETS PRIOR TO COMBINATION | | ACQUIRING PORTFOLIOS TOTAL NET ASSETS AFTER COMBINATION | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Trust | All Cap Growth Trust | $ | 105,073,836 | $ | 8,878,466 | 7,258,252 | 11,401,643 | $ | 1,029,651,540 | $ | 1,134,725,376 | |||||||||||||||||||
International Value Trust | Overseas Equity Trust | $ | 150,682,143 | ($3,414,229 | ) | 16,118,709 | 13,358,495 | $ | 855,250,071 | $ | 1,005,932,214 |
Net investment income | $ | 1,676,335 | ||||
Net gain/(loss) | 121,015,418 | |||||
Increase (decrease) in net assets from operations | 122,691,753 |
Net investment income | $ | 20,660,974 | ||||
Net gain/(loss) | 59,901,798 | |||||
Increase (decrease) in net assets from operations | 80,562,772 |
Special Shareholder Meeting (unaudited)
FOR | Against | Abstain | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
9,939,460.326 | 394,790.601 | 767,177.332 |
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees
Lifestyle Balanced PS Series
Lifestyle Conservative PS Series
Lifestyle Growth PS Series
Lifestyle Moderate PS Series
Strategic Allocation Trust
American Blue Chip Income and Growth Trust
American Bond Trust
American Global Growth Trust
American Global Small Cap Trust
American Growth Trust
American Growth-Income Trust
American High-Income Trust
American International Trust
American New World Trust
(1) | the nature, extent and quality of the services to be provided by the Adviser to the Trust and by the Sub-Advisers to the Funds; |
(2) | the investment performance of the Funds and their Sub-Advisers; |
(3) | the extent to which economies of scale would be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of Trust shareholders; |
(4) | the costs of the services to be provided and the profits to be realized by the Adviser and its affiliates (including any subadvisers that are affiliated with the Adviser) from the Adviser’s relationship with the Trust; and |
(5) | comparative services rendered and comparative advisory and subadvisory fee rates. |
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees
the preceding year and through each Trustee’s experience as a Trustee of the Trust and of another trust in the complex.
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees
(1) | information relating to each subadviser’s business, including current subadvisory services to the Trust (and other funds in the John Hancock family of funds); |
(2) | the historical and current performance of each Fund and comparative performance information relating to the Fund’s benchmark and comparable funds; |
(3) | the subadvisory fee for each Fund and comparative fee information prepared by an independent third party of mutual fund data; and |
(4) | information relating to the nature and scope of Material Relationships and their significance to the Trust’s Adviser and unaffiliated Sub-Advisers. |
(1) | The Subadviser has extensive experience and demonstrated skills as a manager; |
(2) | Although not without variation, the performance of each Fund managed by a Sub-Adviser has generally been in line with or generally outperformed the historical performance of comparable funds and the Fund’s respective benchmarks with the exceptions noted in Appendix A (with respect to such exceptions, the Board concluded that appropriate action was being taken to address such Funds’ performance, if necessary, or that performance was reasonable in light of all factors considered); |
(3) | The subadvisory fees generally are competitive and within the range of industry norms, are paid by JHIMS out of its advisory fees it receives from the Fund (in the case of each sub-subadvisory agreement, that the sub-subadvisory fee would be paid by the Sub-Adviser out of the subadvisory fee) and would not be an expense of the Fund, and, with respect to each Sub-Adviser that is not affiliated with the Adviser, are a product of arm’s length negotiation between the Adviser and the Sub-Adviser; and the Board concluded that each Fund’s subadvisory fees are reasonable; and |
(4) | With respect to those Funds that have subadvisory fees that contain breakpoints, such breakpoints are reflected as breakpoints in the advisory fees for |
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees
the Funds in order to permit shareholders to benefit from economies of scale if those Funds grow. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
All Cap Core (QS Investors, Inc.) | Benchmark Index — The Trust modestly underperformed for the one-year period, underperformed for the three-year period, underperformed for the five-year period, and slightly underperformed for the ten-year period. Morningstar Category — The Trust slightly outperformed for the one-year period, modestly underperformed for the three-year period, underperformed for the five-year period, and modestly outperformed for the ten-year period. | Subadvisory fees for this Trust are slightly lower than the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are slightly lower than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the Trust’s performance, including the subadviser’s quantitative investment style and current market conditions, as well as the Trust’s overall performance record since the current subadviser began managing the Trust in November 2002. The Board also noted the Trust’s more recent improved performance. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
All Cap Value (Lord, Abbett & Co. LLC) | Benchmark Index — The Trust outperformed for the one-year period, outperformed for the three-year period, and outperformed for the five-year period. Morningstar Category — The Trust outperformed for the one-year period, outperformed for the three-year period, and outperformed for the five-year period. | Subadvisory fees for this Trust are equal to the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median | The Board took into account management’s discussion of the Trust’s performance, noting the Trust’s consistent outperformance relative to the index and peer group average. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. The Board also noted a lower advisory fee structure was implemented in September 2010. | |||||||||||
Alpha Opportunities (Wellington Management Company, LLP) | Benchmark Index — The Trust modestly outperformed for the one-year period. Morningstar Category — The Trust outperformed for the one-year period. | Subadvisory fees for this Trust are higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board noted that the Trust commenced operations in October 2008. In reviewing the Trust’s performance, the Board noted that although the Trust has a limited performance history, it has outperformed the benchmark index and peer group average since inception in October 2008. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. The Board also noted that the limited availability of sleeve strategies resulted in higher subadvisory fees. In addition, the Board noted that the advisory and subadvisory fees for the Trust had been reduced effective May 3, 2010. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
American Fundamental Holdings (John Hancock Asset Management) (John Hancock Asset Management (North America)) | Benchmark Index — The Trust modestly underperformed for the one-year period and underperformed for the three-year period. Morningstar Category — The Trust modestly underperformed for the one-year period and underperformed for the three-year period. | Subadvisory fees — Limited peer group. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance including its performance relative to its peer group and benchmark. The Board requested that management continue to closely monitor the Trust. | |||||||||||
American Global Diversification (John Hancock Asset Management) (John Hancock Asset Management (North America)) | Benchmark Index — The Trust modestly outperformed for the one-year period and outperformed for the three-year period. Morningstar Category — The Trust slightly outperformed for the one-year period and outperformed for the three-year period. | Subadvisory fees for this Trust are lower than the peer group median. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | ||||||||||||
Balanced (T. Rowe Price Associates, Inc.) | Benchmark Index — The Trust slightly outperformed for the one-year period. Morningstar Category — The Trust slightly outperformed for the one-year period. | Subadvisory fees for this Trust are higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board noted that the Trust commenced operations on April 29, 2009 and has a limited performance history. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
Blue Chip Growth (T. Rowe Price Associates, Inc.) | Benchmark Index — The Trust modestly outperformed for the one-year period, outperformed for the three-year and five-year periods, and modestly outperformed for the ten-year period. Morningstar Category — The Trust slightly outperformed for the one-year period, and outperformed for the three-year, five-year, and ten-year periods. | Subadvisory fees for this Trust are modestly higher than the peer group median. Net management fees for this Trust are modestly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation (Jennison Associates LLC) | Benchmark Index — The Trust underperformed for the one-year period, slightly outperformed for the three-year period, underperformed for the five-year period, and modestly underperformed for the ten-year period. Morningstar Category — The Trust modestly underperformed for the one-year period, outperformed for the three-year period, slightly outperformed for the five-year period, and modestly underperformed for the ten-year period. | Subadvisory fees for this Trust are equal to the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including its three-year performance relative to its peers and benchmark. The Board also took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
Capital Appreciation Value (T. Rowe Price Associates, Inc.) | Benchmark Index — The Trust slightly outperformed for the one-year period. Morningstar Category — The Trust slightly outperformed for the one-year period. | Subadvisory fees for this Trust are higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board noted that the Trust commenced operations on April 28, 2008 and has a limited performance history. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
Core Allocation (John Hancock Asset Management) | Benchmark Index — The Trust slightly outperformed for the one-year period. Morningstar Category — The Trust slightly underperformed for the one-year period. | Subadvisory fees for this Trust are lower than the peer group median. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted that the Trust commenced operations in May 2009 and had a limited performance history. The Board also noted that the Trust performed in-line with its benchmark since the Trust’s inception. The Board noted that effective January 1, 2011, John Hancock Asset Management was named subadviser for the Trust. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Core Allocation Plus (Wellington Management Company, LLP) | Benchmark Index — The Trust slightly outperformed for the one-year period and slightly underperformed for the three-year period. Morningstar Category — The Trust slightly underperformed for the one-year period and underperformed for the three-year period. | Subadvisory fees for this Trust are higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board noted that performance was competitive with the index. The Board also noted that the index is a more appropriate benchmark than the peer group since the index more closely matches the equity weight of the Trust. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. The Board also noted that the limited availability of sleeve strategies resulted in higher subadvisory fees. | |||||||||||
Core Disciplined Diversification (John Hancock Asset Management) | Benchmark Index — The Trust slightly outperformed for the one-year period. Morningstar Category — The Trust slightly outperformed for the one-year period. | Subadvisory fees for this Trust are lower than the peer group median. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted that the Trust commenced operations in May 2009 and had a limited performance history. The Board also noted the Trust outperformed its benchmark since inception. The Board noted that effective January 1, 2011, John Hancock Asset Management was named subadviser for the Trust. | |||||||||||
Core Diversified Growth & Income (John Hancock Asset Management) (John Hancock Asset Management (North America)) | Benchmark Index — The Trust modestly underperformed for the one-year period. Morningstar Category — The Trust slightly underperformed for the one-year period. | Subadvisory fees for this Trust are lower than the peer group median. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted that the Trust commenced operations on June 30, 2008. The Board also took into account management’s discussion of the Trust’s performance. The Board noted that although the Trust underperformed its benchmark index and peer group during the one-year period, the Trust has a limited performance history. | |||||||||||
Core Fundamental Holdings (John Hancock Asset Management) (John Hancock Asset Management (North America)) | Benchmark Index — The Trust modestly underperformed for the one-year period. Morningstar Category — The Trust modestly underperformed for the one-year period. | Subadvisory fees — limited peer group. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted that the Trust commenced operations May 1, 2009. The Board also took into account management’s discussion of the Trust’s performance. The Board noted that although the Trust underperformed its benchmark index and peer group during the one-year period, the Trust has a limited performance history. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Core Global Diversification (John Hancock Asset Management) (John Hancock Asset Management (North America)) | Benchmark Index — The Trust modestly underperformed for the one-year period. Morningstar Category — The Trust underperformed for the one-year period. | Subadvisory fees for this Trust are lower than the peer group median. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted that the Trust commenced operations on May 1, 2009. The Board also took into account management’s discussion of the Trust’s performance. The Board noted that although the Trust underperformed its benchmark index and peer group during the one-year period, the Trust has a limited performance history. | |||||||||||
Disciplined Diversification (Dimensional Fund Advisors LP) | Benchmark Index — The Trust modestly outperformed for the one-year period. Morningstar Category — The Trust modestly outperformed for the one-year period. | Subadvisory fees for this Trust are modestly higher than the peer group median. Net management fees for this Trust are modestly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
Emerging Markets Value (Dimensional Fund Advisors LP) | Benchmark Index — The Trust slightly underperformed for the one-year period and outperformed for the three-year period. Morningstar Category — The Trust slightly outperformed for the one-year period and outperformed for the three-year period. | Subadvisory fees for this Trust are equal to the peer group median. Net management fees for this Trust are slightly lower than the peer group median. Total expenses for this Trust are slightly lower than the peer group median. | ||||||||||||
Equity-Income (T. Rowe Price Associates, Inc.) | Benchmark Index — The Trust slightly underperformed for the one-year period, outperformed for the three-year and five-year periods, and modestly outperformed for the ten-year period. Morningstar Category — The Trust slightly outperformed for the one-year period, outperformed for the three-year, five-year and ten-year periods. | Subadvisory fees for this Trust are slightly higher than the peer group median. Net management fees for this Trust are modestly higher than the peer group median. Total expenses for this Trust are modestly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Financial Services (Davis Selected Advisers, L.P.) | Benchmark Index — The Trust outperformed for the one-year period, outperformed for the three-year period, and outperformed for the five-year period. Morningstar Category — The Trust outperformed for the one-year period, outperformed for the three-year period, and outperformed for the five-year period. | Subadvisory fees for this Trust are modestly lower than the peer group median. Net management fees for this Trust are slightly lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | ||||||||||||
Franklin Templeton Founding Allocation (John Hancock Asset Management) | Benchmark Index — The Trust slightly outperformed for the one-year period and underperformed for the three-year period. Morningstar Category — The Trust slightly underperformed for the one-year period and slightly outperformed for the three-year period. | Subadvisory fees — limited peer group. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s more recent performance relative to the peer group. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. The Board noted that effective January 1, 2011, John Hancock Asset Management was named subadviser for the Trust. | |||||||||||
Fundamental All Cap Core (formerly Optimized All Cap) (John Hancock Asset Management) | Benchmark Index — The Trust slightly outperformed for the one-year period, underperformed for the three-year period, and underperformed for the five-year period. Morningstar Category — The Trust outperformed for the one-year period, underperformed for the three-year period, and underperformed for the five-year period. | Subadvisory fees for this Trust are lower than the peer group median. Net management fees for this Trust are slightly lower than the peer group median. Total expenses for this Trust are modestly lower than the peer group median. | The Board took into account the change in portfolio management team in January 2011 and the recent change in investment process. The Board noted the strong performance of the Trust relative to its peers since the change in portfolio management. The Board requested that management continue to closely monitor the Trust’s performance. | |||||||||||
Fundamental Large Cap Value (formerly Optimized Value) (John Hancock Asset Management) | Benchmark Index — The Trust slightly outperformed for the one-year period, underperformed for the three-year period, and underperformed for the five-year period. Morningstar Category — The Trust modestly outperformed for the one-year period, underperformed for the three-year period, and underperformed for the five-year period. | Subadvisory fees for this Trust are modestly lower than the peer group median. Net management fees for this Trust are slightly lower than the peer group median. Total expenses for this Trust are slightly lower than the peer group median. | The Board took into account the change in portfolio management team in January 2011 and the recent change in investment process. The Board noted the strong performance of the Trust relative to its benchmark and peers since the change in portfolio management. The Board requested that management continue to closely monitor the Trust’s performance. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Fundamental Value (Davis Selected Advisers, L.P.) | Benchmark Index — The Trust modestly underperformed for the one-year period, underperformed for the three-year period, and underperformed for the five-year period. Morningstar Category — The Trust slightly underperformed for the one-year period, underperformed for the three-year period, and slightly underperformed for the five-year period. | Subadvisory fees for this Trust are equal to the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the Trust’s performance, including the subadviser’s investment style and market conditions. The Board also noted the 3- and 5-year performance was negatively impacted by relative underperformance in 2008. In addition, the Board noted that the margin of underperformance over the 5-year period is narrow versus peers and that the Trust had outperformed its peer group since inception. The Board also noted the favorable longer-term performance of the comparably managed retail fund. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
Global (Templeton Global Advisors Limited) | Benchmark Index — The Trust slightly underperformed for the one-year period, outperformed for the three-year period, underperformed for the five-year period, and underperformed for the ten-year period. Morningstar Category — The Trust modestly underperformed for the one-year period, outperformed for the three-year period, underperformed for the five-year period, and underperformed for the ten-year period. | Subadvisory fees for this Trust are equal to the peer group median. Net management fees for this Trust are slightly lower than the peer group median. Total expenses for this Trust are slightly lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance. The Board also noted that a new lead portfolio manager assumed responsibility for the Trust in March 2011. The Board requested that management continue to closely monitor the Trust’s performance. | |||||||||||
Growth Equity (Rainier Investment Management) | Benchmark Index — The Trust slightly underperformed for the one-year period. Morningstar Category — The Trust slightly outperformed for the one-year period. | Subadvisory fees for this Trust are slightly lower than the peer group median. Net management fees for this Trust are equal to the peer group median. Total expenses for this Trust are equal to the peer group median. | The Board noted that the Trust commenced operations on April 28, 2008, and has a limited performance history. In reviewing the Trust, the Board noted management’s discussion of the Trust’s performance, including the Subadviser’s investment style and the impact of current conditions. The Board also noted the Trust’s strong performance relative to the peer group in 2010. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Health Sciences (T. Rowe Price Associates, Inc.) | Benchmark Index — The Trust outperformed for the one-year, three-year, and five-year periods. Morningstar Category — The Trust outperformed for the one-year, three-year, and five-year periods. | Subadvisory fees for this Trust are modestly higher than the peer group median. Net management fees for this Trust are equal to the peer group median. Total expenses for this Trust are equal to the peer group median. | ||||||||||||
Heritage (American Century Investment Management, Inc.) | Benchmark Index — The Trust slightly outperformed for the one-year period, underperformed for the three-year period, and underperformed for the five-year period. Morningstar Category — The Trust modestly outperformed for the one-year period, underperformed for the three-year period and underperformed for the five-year period. | Subadvisory fees for this Trust are slightly lower than the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board noted the strong performance since the Trust changed its investment style and portfolio managers in May 2010. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. The Board also noted a reduction in the advisory and subadvisory fees effective May 3, 2010. | |||||||||||
International Core (Grantham, Mayo, Van Otterloo & Co. LLC) | Benchmark Index — The Trust modestly outperformed for the one-year period, slightly underperformed for the three-year period, and underperformed for the five- and ten-year periods. Morningstar Category — The Trust modestly outperformed for the one-year period, slightly outperformed for the three-year period, slightly underperformed for the five-year period, and underperformed for the ten-year period. | Subadvisory fees for this Trust are slightly higher than the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including factors contributing to performance results such as the subadviser’s investment style and market conditions and the Trust’s improved more recent performance. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. The Board noted that additional breakpoints in the advisory and subadvisory fee schedules were implemented in 2009. | |||||||||||
International Opportunities (Marsico Capital Management, LLC) | Benchmark Index — The Trust outperformed for the one-year period, underperformed for the three-year period, and modestly underperformed for the five-year period. Morningstar Category — The Trust slightly underperformed for the one-year period, underperformed for the three-year period, and underperformed for the five-year period. | Subadvisory fees for this Trust are equal to the peer group median. Net management fees for this Trust are equal to the peer group median. Total expenses for this Trust are slightly lower than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the Trust’s performance, including the subadviser’s investment style. The Board also noted the Trust’s more recent improved performance relative to its benchmark as well as the continued close monitoring of the Trust’s performance. The Board also took into account the longer-term performance history of the subadviser’s retail fund. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Small Company (Dimensional Fund Advisors LP) | Benchmark Index — The Trust slightly outperformed for the one-year period and underperformed for the three-year period. Morningstar Category — The Trust slightly outperformed for the one-year period and underperformed for the three-year period. | Subadvisory fees for this Trust are equal to the peer group median. Net management fees for this Trust are equal to the peer group median. Total expenses for this Trust are slightly lower than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the Trust’s performance, including the subadviser’s investment style and current market conditions. The Board also noted the longer-term performance history of the subadviser’s comparable mutual fund. | |||||||||||
International Value (Templeton Investment Counsel, LLC & Templeton Global Advisors Limited) | Benchmark Index — The Trust outperformed for the one-year period, outperformed for the three-year period, outperformed for the five-year period, and outperformed for the ten-year period. Morningstar Category — The Trust outperformed for the one-year period, outperformed for the three-year period, outperformed for the five-year period, and outperformed for the ten-year period | Subadvisory fees for this Trust are slightly lower than the peer group median. Net management fees for this Trust are equal to the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, noting the Trust’s consistent outperformance relative to the index and peer group average. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
Large Cap (UBS Global Asset Management (Americas) Inc.) | Benchmark Index — The Trust underperformed for the one-year period, underperformed for the three-year period, and underperformed for the five-year period. Morningstar Category — The Trust modestly underperformed for the one-year period, underperformed for the three-year period and underperformed for the five-year period. | Subadvisory fees for this Trust are modestly lower than the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are slightly lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including the strong performance in 2009 and 2010. The Board also noted the longer-term performance history of the comparable mutual fund after which the Trust is modeled, which has outperformed its peer group average over the ten-year period. The Board requested that management continue to closely monitor the Trust’s performance. The Board took into account management’s discussion of the Trust’s expenses, including the advisory and subadvisory fee structure. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mid Cap Stock (Wellington Management Company, LLP) | Benchmark Index — The Trust slightly outperformed for the one-year period, modestly underperformed for the three-year period, modestly outperformed for the five-year period, and outperformed for the ten-year period. Morningstar Category — The Trust slightly outperformed for the one-year period, slightly underperformed for the three-year period, outperformed for the five-year period, and outperformed for the ten-year period. | Subadvisory fees for this Trust are equal to the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, noting that three-year period performance was hurt by results in 2009 and in the first quarter of 2010. The Board also noted the Trust’s more recent improved performance and also the Trust’s strong performance over the longer term periods. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
Mid Cap Value Equity (Columbia Management Investment Advisers, LLC) | Benchmark Index — The Trust slightly outperformed for the one-year period and underperformed for the three-year period. Morningstar Category — The Trust slightly outperformed for the one-year period and underperformed for the three-year period. | Subadvisory fees for this Trust are equal to the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, noting that the Trust has exceeded the peer group average since its inception in April 2006. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
Mid Value (T. Rowe Price Associates, Inc.) | Benchmark Index — The Trust underperformed for the one-year period, modestly outperformed for the three-year period, outperformed for the five-year period, and slightly outperformed for the ten-year period. Morningstar Category — The Trust underperformed for the one-year period, outperformed for the three-year and five-year periods, and modestly outperformed for the ten-year period. | Subadvisory fees for this Trust are modestly higher than the peer group median. Net management fees for this Trust are modestly higher than the peer group median. Total expenses for this Trust are modestly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Shares (Franklin Mutual Advisers) | Benchmark Index — The Trust slightly underperformed for the one-year period and underperformed for the three-year period. Morningstar Category — The Trust underperformed for the one-year period and underperformed for the three-year period. | Subadvisory fees for this Trust are higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance. The Board also noted that performance of the comparable retail fund the Trust is modeled after outperforms its peer group average over the ten-year period. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. The Board also noted that the limited availability of this strategy resulted in higher subadvisory fees. In addition, the Board noted that effective March 25, 2011 a breakpoint was added to the fee schedule resulting in lower fees for assets over $1 billion. | |||||||||||
Natural Resources (Wellington Management Company, LLP) | Benchmark Index — The Trust slightly underperformed for the one-year period, underperformed for the three-year period, and slightly underperformed for the five-year period. Morningstar Category — The Trust slightly outperformed for the one-year period, underperformed for the three-year period, and slightly underperformed for the five-year period. | Subadvisory fees for this Trust are slightly higher than the peer group median. Net management fees for this Trust are modestly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance relative to its benchmark and the peer group. The Board also noted that although the Trust slightly underperformed its peer group average for the five-year period, it ranked above the median of the peer group for the five-year period. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure and the small size of the peer group. The Board also noted that the advisory and subadvisory fees for the Trust had been reduced effective May 3, 2010. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Estate Securities (Deutsche Asset Management Americas Inc.) | Benchmark Index — The Trust modestly outperformed for the one-year period, outperformed for the three-year period, and outperformed for the five-year period. It was noted that the Trust’s benchmark does not have ten years of performance history. Morningstar Category — The Trust modestly outperformed for the one-year period, outperformed for the three-year period, outperformed for the five-year period, and slightly outperformed for the ten-year period. | Subadvisory fees for this Trust are lower than the peer group median. Net management fees for this Trust are modestly lower than the peer group median. Total expenses for this Trust are modestly lower than the peer group median. | ||||||||||||
Science & Technology (RCM Capital Management LLC and T. Rowe Price Associates, Inc.) | Benchmark Index — The Trust outperformed for the one-year, three-year, five-year and ten-year periods. Morningstar Category — The Trust outperformed for the one-year, three-year and five-year periods and slightly outperformed for the ten-year period. | Subadvisory fees for this Trust are slightly higher than the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
Small Cap Growth (Wellington Management Company, LLP) | Benchmark Index — The Trust slightly underperformed for the one-year period, slightly underperformed for the three-year period, outperformed for the five-year period, and outperformed for the ten-year period. Morningstar Category — The Trust slightly underperformed for the one-year period, modestly outperformed for the three-year period, outperformed for the five-year period, and outperformed for the ten-year period. | Subadvisory fees for this Trust are higher than the peer group median. Net management fees for this Trust are modestly higher than the peer group median. Total expenses for this Trust are modestly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s more recent performance relative to its benchmark and the peer group. The Board also noted the Trust’s outperformance relative to its benchmark and the peer group over the five- and ten-year periods. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Small Cap Opportunities (Dimensional Fund Advisors LP and Invesco Advisers, Inc.) | Benchmark Index — The Trust modestly outperformed for the one-year period, modestly underperformed for the three-year period, and underperformed for the five-year period. Morningstar Category — The Trust modestly outperformed for the one-year period, modestly underperformed for the three-year period, and underperformed for the five-year period. | Subadvisory fees for this Trust are equal to the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are equal to the peer group median. | The Board took into account management’s discussion of the Trust’s performance. The Board noted that the previous subadviser was replaced by two new subadvisers in 2008 and that the Trust’s long-term performance reflects the performance of the previous subadviser. The Board noted that performance since the change in subadviser has been strong. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
Small Cap Value (Wellington Management Company, LLP) | Benchmark Index — The Trust slightly outperformed for the one-year period, outperformed for the three-year period, outperformed for the five-year period, and outperformed for the ten-year period. Morningstar Category — The Trust slightly underperformed for the one-year period, outperformed for the three-year period, outperformed for the five-year period, and modestly outperformed for the ten-year period. | Subadvisory fees for this Trust are slightly higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are modestly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including its overall outperformance over the longer term periods. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. The Board also noted the lower re-negotiated advisory and subadvisory fees which took effect May 3, 2010. | |||||||||||
Small Company Growth (Invesco Advisers, Inc.) | Benchmark Index — The Trust slightly outperformed for the one-year period, modestly underperformed for the three-year period, and modestly outperformed for the five-year period. Morningstar Category — The Trust modestly outperformed for the one-year period, slightly outperformed for the three-year period, and outperformed for the five-year period. | Subadvisory fees for this Trust are higher than the peer group median. Net management fees for this Trust are modestly higher than the peer group median. Total expenses for this Trust are modestly higher than the peer group median. | The Board took into account the strength of the Trust’s three-year and five-year performance versus peers. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. The Board also noted the lower re-negotiated subadvisory fees which took effect in June 2011. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Small Company Value (T. Rowe Price Associates, Inc.) | Benchmark Index — The Trust slightly outperformed for the one-year period, modestly outperformed for the three-year period, outperformed for the five-year period, and modestly outperformed for the ten-year period. Morningstar Category — The Trust modestly underperformed for the one-year period, slightly underperformed for the three-year period, outperformed for the five year period and modestly outperformed for the ten-year period. | Subadvisory fees for this Trust are higher than the peer group median. Net management fees for this Trust are modestly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including the factors that contributed to the Trust’s performance over the shorter term relative to its peers, and noted that its overall performance has been favorable. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
Smaller Company Growth (John Hancock Asset Management (North America), Frontier Capital Management Company, LLC, Perimeter Capital Management) | Benchmark Index — The Trust modestly underperformed for the one-year period. Morningstar Category — The Trust modestly underperformed for the one-year period. | Subadvisory fees for this Trust are slightly higher than the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board noted that the Trust commenced operations on October 7, 2008, and has a limited performance history. The Board noted that the Trust’s performance relative to its peer group and the benchmark was acceptable given the Trust’s limited performance history. The Board also took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure, and the impact of the size of the Trust on Trust expenses. | |||||||||||
U.S. Equity (formerly U.S. Multi Sector) (Grantham, Mayo, Van Otterloo & Co. LLC) | Benchmark Index — The Trust underperformed for the one-year period, modestly underperformed for the three-year period and underperformed for the five-year period. Morningstar Category — The Trust underperformed for the one-year period, outperformed for the three-year period, and underperformed for the five-year period. | Subadvisory fees for this Trust are slightly lower than the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are slightly lower than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the Trust’s more recent performance, including the subadviser’s investment style and current market conditions. The Board also noted the longer-term performance history of the subadviser’s comparably managed institutional fund. The Board requested that management continue to closely monitor the Trust’s performance. The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. The Board also approved a reduction in the management fee schedule effective as of June 14, 2011. |
Appendix A
PORTFOLIO (SUBADVISER) | | Performance of Trust, as of March 31, 2011 | | Fees and Expenses | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Utilities (Massachusetts Financial Services Company) | Benchmark Index — The Trust slightly outperformed for the one-year period, and modestly underperformed for the three-year period. Morningstar Category — The Trust modestly outperformed for the one-year period, and outperformed for the three-year period. | Subadvisory fees for this Trust are modestly lower than the peer group median. Net management fees for this Trust are modestly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. | |||||||||||
Value (Invesco Advisers, Inc.) | Benchmark Index — The Trust slightly underperformed for the one-year period, slightly outperformed for the three-year period, outperformed for the five-year period, and modestly underperformed for the ten-year period. Morningstar Category — The Trust slightly outperformed for the one-year period, slightly outperformed for the three-year period, outperformed for the five-year period, and slightly underperformed for the ten-year period. | Subadvisory fees for this Trust are lower than the peer group median. Net management fees for this Trust are slightly lower than the peer group median. Total expenses for this Trust are slightly lower than the peer group median. | ||||||||||||
Value & Restructuring (Columbia Management Investment Advisers, LLC) | Benchmark Index — The Trust outperformed for the one-year period, underperformed for the three-year period, and slightly outperformed for the five-year period. Morningstar Category — The Trust outperformed for the one-year period, outperformed for the three-year period, and outperformed for the five-year period. | Subadvisory fees for this Trust are modestly higher than the peer group median. Net management fees for this Trust are slightly higher than the peer group median. Total expenses for this Trust are slightly higher than the peer group median. | The Board took into account management’s discussion of the Trust’s expenses, including the advisory / subadvisory fee structure. |
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees
Lifestyle Balanced PS Series
Lifestyle Conservative PS Series
Lifestyle Growth PS Series
Lifestyle Moderate PS Series
Lifestyle Balanced PS Series
Lifestyle Conservative PS Series
Lifestyle Growth PS Series
Lifestyle Moderate PS Series
(the “New Portfolios”)
(1) | the nature, extent and quality of the services to be provided by the Adviser to the Trust and by the subadvisers to the Funds; |
(2) | the investment performance of the Funds and their subadvisers; |
(3) | the extent to which economies of scale would be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of Fund shareholders; |
(4) | the costs of the services to be provided and the profits to be realized by the Adviser and its affiliates (including any subadvisers that are affiliated with the Adviser) from the Adviser’s relationship with the Trust; and |
(5) | comparative services rendered and comparative advisory and subadvisory fee rates. |
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees
the legal standards for their consideration of the Agreements and also discussed the proposed continuation of the Agreements in private sessions with their independent legal counsel at which no representatives of management were present.
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees
(1) | information relating to the Subadviser’s business, including current subadvisory services to the Trust and John Hancock Funds II; |
(2) | the investment performance of other Trust and John Hancock Funds II funds managed by the Subadviser; and |
(3) | the proposed subadvisory fee for the New Portfolios, including any breakpoints, and comparative fee information as set forth in Appendix A. |
(1) | that the Subadviser has demonstrated skills as a manager, is currently the subadviser to other funds of the Trust and John Hancock Funds II and the Board is generally satisfied with the Subadviser’s management of these funds, and may reasonably be expected to provide a high quality of investment management services and personnel to each of the New Portfolios; |
(2) | The subadvisory fees for the New Portfolios are: (i) within industry norms and (ii) paid by the Adviser and not by the Portfolios and with respect to the unaffiliated Subadviser are a product of arm’s length negotiation between the Adviser and the Subadviser; and are reasonable; and |
(3) | Subadvisory breakpoints are reflected as breakpoints in the advisory fees for the Portfolios. |
Appendix A
Trust (Subadviser) | | Comparable Fund Performance as of December 31, 2010 | | Estimated Fees and Expenses as of December 31, 2010 | | Other Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Trust (John Hancock Asset Management) | No comparable fund performance is available. | Estimated advisory fees for the Trust were lower than its peer group median. Estimated total net expenses for the Trust were lower than its peer group median. | ||||||||||||
Lifestyle Conservative PS Series (John Hancock Asset Management, John Hancock Asset Management (North America) QS Investors, LLC) | No comparable fund performance is available. See “Other Comments.” | Estimated advisory fees for the Trust were lower than its peer group median. Estimated subadvisory fees for the Trust were lower than its peer group median. | It was also noted that the Subadvisers manage other similar types of JHVIT and JHF II funds and the Board is generally satisfied with their performance. | |||||||||||
Lifestyle Moderate PS Series (John Hancock Asset Management, John Hancock Asset Management (North America) QS Investors, LLC) | No comparable fund performance is available. See “Other Comments.” | Estimated advisory fees for the Trust were lower than its peer group median. Estimated subadvisory fees for the Trust were lower than its peer group median. | It was also noted that the Subadvisers manage other similar types of JHVIT and JHF II funds and the Board is generally satisfied with their performance. | |||||||||||
Lifestyle Balanced PS Series (John Hancock Asset Management, John Hancock Asset Management (North America) QS Investors, LLC) | No comparable fund performance is available. See “Other Comments.” | Estimated advisory fees for the Trust were lower than its peer group median. Estimated subadvisory fees for the Trust were lower than its peer group median. | It was also noted that the Subadvisers manage other similar types of JHVIT and JHF II funds and the Board is generally satisfied with their performance. | |||||||||||
Lifestyle Growth PS Series (John Hancock Asset Management, John Hancock Asset Management (North America) QS Investors, LLC) | No comparable fund performance is available. See “Other Comments” | Estimated advisory fees for the Trust were lower than its peer group median. Estimated subadvisory fees for the Trust were lower than its peer group median. | It was also noted that the Subadvisers manage other similar types of JHVIT and JHF II funds and the Board is generally satisfied with their performance. |
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees
Fundamental Large Cap Value Trust (formerly Optimized Value Trust)
(1) | the nature, extent and quality of the services to be provided by the Adviser to the Trust and by the subadvisers to the Funds; |
(2) | the investment performance of the Funds and their subadvisers (or the Adviser if there is no subadviser); |
(3) | the extent to which economies of scale would be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of Fund shareholders; |
(4) | the costs of the services to be provided and the profits to be realized by the Adviser and its affiliates (including any subadvisers that are affiliated with the Adviser) from the Adviser’s relationship with the Trust; and |
(5) | comparative services rendered and comparative advisory and subadvisory fee rates. |
(1) | information relating to the Subadviser’s business, including current subadvisory services to the Trust and John Hancock Funds II; |
(2) | the performance of each Portfolio and comparative performance information relating to the Portfolios’ benchmark and comparable funds; |
(3) | the historical performance of comparable funds previously managed by the proposed portfolio manager for the Portfolios, and of other Trust and John Hancock Funds II funds managed by the Subadviser; and |
(4) | the subadvisory fee for each Portfolio, including any breakpoints. |
(1) | Approval of the Subadvisory Agreement Amendment reflects the re-allocation of subadvisory services between John Hancock Asset Management a division of Manulife Asset Management (North America) Limited (“John Hancock |
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees
Asset Management (North America)”), the current subadviser to the Portfolios, and the Subadviser, each of which is affiliated with the Adviser. |
(2) | The Subadviser has demonstrated skill as a manager, is currently the subadviser to multiple funds of the Trust and John Hancock Funds II and the Board is generally satisfied with the Subadviser’s management of these funds, and may reasonably be expected to provide a high quality of investment management services and personnel to each of the Portfolios. |
(3) | The portfolio management team of John Hancock Asset Management (North America) who currently manage the assets of the Portfolios are expected to continue to manage the Funds, and the Board is satisfied with their skill and experience and with the performance of the Portfolios under their management. |
(4) | The Board noted the strong performance record of the current portfolio management team with respect to each Portfolio, as well as the performance history of comparable funds previously advised by the Portfolios’ portfolio managers. |
(5) | The Board noted that the Fundamental All Cap Core Trust outperformed its benchmark index and peer group for the one-year period ended December 31, 2010, and underperformed its benchmark index and peer group for the three- and five- year periods ended December 31, 2010 and the Fundamental Large Cap Value Trust underperformed its benchmark index and peer group for the one- , three- and five- year ended December 31, 2010. The Board took into account the improved performance of the Portfolios relative to their benchmark and peer group since the current portfolio management team began managing the Portfolios on January 12, 2011. |
(6) | The subadvisory fees for the Portfolios are: (i) within industry norms; (ii) are the same as under the current subadvisory agreement with John Hancock Asset Management (North America) and (iii) paid by the Adviser and not by the Portfolios and approval of the Subadvisory Agreement Amendment will not result in any change in the advisory fees for any of the Portfolios; and are reasonable. |
(7) | Subadvisory breakpoints are reflected as breakpoints in the advisory fees for the Portfolios. |
For More Information
![](https://capedge.com/proxy/N-CSRS/0001145443-11-000864/d28426_altbackcover.jpg)
John Hancock Variable Insurance Trust
Semiannual Report — Table of Contents
Sector Weightings | 3 |
Shareholder Expense Example | 5 |
Summary Portfolio of Investments (See below for each Portfolio’s page #) | 8 |
Statements of Assets and Liabilities | 37 |
Statements of Operations | 41 |
Statements of Changes in Net Assets | 45 |
Financial Highlights | 48 |
Notes to Financial Statements | 55 |
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees | 100 |
For More Information | 112 |
Portfolio | Summary Portfolio of Investments | |||||
---|---|---|---|---|---|---|
Active Bond Trust | 8 | |||||
Bond Trust | 10 | |||||
Bond PS Series | 11 | |||||
Core Bond Trust | 13 | |||||
Global Bond Trust | 15 | |||||
High Yield Trust | 17 | |||||
Income Trust | 19 | |||||
Investment Quality Bond Trust | 21 | |||||
Money Market Trust | 23 | |||||
Money Market Trust B | 24 | |||||
New Income Trust | 24 | |||||
Real Return Bond Trust | 26 | |||||
Short Term Government Income Trust | 28 | |||||
Strategic Income Opportunities Trust | 29 | |||||
Total Return Trust | 32 | |||||
Ultra Short Term Bond Trust | 34 |
John Hancock Variable Insurance Trust
Sector Weightings
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 24.28 | |||||
Collateralized Mortgage Obligations | 17.65 | |||||
Financials | 17.13 | |||||
U.S. Government | 6.14 | |||||
Consumer Discretionary | 5.25 | |||||
Energy | 4.48 | |||||
Industrials | 3.28 | |||||
Asset Backed Securities | 3.10 | |||||
Utilities | 3.16 | |||||
Materials | 2.68 | |||||
Telecommunication Services | 2.11 | |||||
Consumer Staples | 2.00 | |||||
Health Care | 0.95 | |||||
Foreign Government | 0.80 | |||||
Municipal Bonds | 0.59 | |||||
Information Technology | 0.29 | |||||
Short-Term Investments & Other | 6.11 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 43.16 | |||||
Financials | 21.05 | |||||
U.S. Government | 14.24 | |||||
Consumer Discretionary | 3.62 | |||||
Energy | 3.40 | |||||
Materials | 3.21 | |||||
Industrials | 2.66 | |||||
Utilities | 2.62 | |||||
Telecommunication Services | 1.96 | |||||
Consumer Staples | 1.32 | |||||
Health Care | 0.43 | |||||
Asset Backed Securities | 0.21 | |||||
Information Technology | 0.17 | |||||
Foreign Government Obligations | 0.16 | |||||
Collateralized Mortgage Obligations | 0.11 | |||||
Municipal Bonds | 0.09 | |||||
Short-Term Investments & Other | 1.59 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 33.59 | |||||
Financials | 24.80 | |||||
U.S. Government | 18.09 | |||||
Consumer Staples | 4.47 | |||||
Consumer Discretionary | 3.90 | |||||
Telecommunication Services | 3.36 | |||||
Materials | 3.20 | |||||
Utilities | 3.01 | |||||
Energy | 2.95 | |||||
Short-Term Investments & Other | 2.63 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 60.05 | |||||
Asset Backed Securities | 10.99 | |||||
U.S. Government | 10.61 | |||||
Collateralized Mortgage Obligations | 10.15 | |||||
Financials | 8.51 | |||||
Utilities | 2.45 | |||||
Energy | 2.14 | |||||
Telecommunication Services | 1.65 | |||||
Consumer Staples | 1.47 | |||||
Foreign Government Obligations | 1.43 | |||||
Consumer Discretionary | 1.33 | |||||
Municipal Bonds | 1.16 | |||||
Materials | 1.02 | |||||
Health Care | 0.88 | |||||
Industrials | 0.63 | |||||
Information Technology | 0.32 | |||||
Short-Term Investments & Other | (14.79 | ) |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 39.71 | |||||
Foreign Government | 23.24 | |||||
U.S. Government Agency | 15.22 | |||||
Collateralized Mortgage Obligations | 13.60 | |||||
Asset Backed Securities | 3.60 | |||||
Municipal Bonds | 3.24 | |||||
Consumer Discretionary | 3.03 | |||||
Energy | 1.41 | |||||
Industrials | 1.10 | |||||
Consumer Staples | 0.73 | |||||
Materials | 0.44 | |||||
Telecommunication Services | 0.44 | |||||
Utilities | 0.36 | |||||
Information Technology | 0.25 | |||||
Health Care | 0.20 | |||||
Short-Term Investments & Other | (6.57 | ) |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Consumer Discretionary | 20.36 | |||||
Energy | 13.21 | |||||
Financials | 12.37 | |||||
Industrials | 12.03 | |||||
Telecommunication Services | 10.91 | |||||
Materials | 7.72 | |||||
Utilities | 4.94 | |||||
Health Care | 4.27 | |||||
Foreign Government | 3.28 | |||||
Consumer Staples | 3.05 | |||||
Information Technology | 1.86 | |||||
Warrants | 0.32 | |||||
Short-Term Investments & Other | 5.68 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Utilities | 21.64 | |||||
Financials | 20.48 | |||||
Energy | 15.84 | |||||
Health Care | 10.93 | |||||
Consumer Discretionary | 7.18 | |||||
Information Technology | 7.05 | |||||
Telecommunication Services | 4.28 | |||||
Industrials | 3.87 | |||||
Materials | 3.68 | |||||
Collateralized Mortgage Obligations | 0.39 | |||||
Consumer Staples | 2.49 | |||||
Asset Backed Securities | 0.45 | |||||
Municipal Bonds | 0.33 | |||||
Warrants | 0.13 | |||||
Short-Term Investments & Other | 1.26 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 25.42 | |||||
U.S. Government | �� | 15.57 | ||||
U.S. Government Agency | 13.27 | |||||
Collateralized Mortgage Obligations | 10.94 | |||||
Consumer Discretionary | 5.46 | |||||
Municipal Bonds | 4.88 | |||||
Consumer Staples | 4.86 | |||||
Telecommunication Services | 4.16 | |||||
Energy | 3.95 | |||||
Utilities | 3.80 | |||||
Health Care | 2.74 | |||||
Asset Backed Securities | 2.36 | |||||
Materials | 1.77 | |||||
Industrials | 1.73 | |||||
Foreign Government | 1.37 | |||||
Information Technology | 0.26 | |||||
Short-Term Investments & Other | (2.54 | ) |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Commercial Paper | 50.22 | |||||
Corporate Interest-Bearing Obligations | 19.33 | |||||
U.S. Government | 18.67 | |||||
U.S. Government Agency | 12.13 | |||||
Other | (0.35 | ) |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Commercial Paper | 56.80 | |||||
Corporate Interest-Bearing Obligations | 20.87 | |||||
U.S. Government | 19.53 | |||||
U.S. Government Agency | 3.46 | |||||
Other | (0.66 | ) |
John Hancock Variable Insurance Trust
Sector Weightings
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 38.30 | |||||
U.S. Government | 14.10 | |||||
Financials | 11.93 | |||||
Collateralized Mortgage Obligations | 5.48 | |||||
Energy | 3.92 | |||||
Foreign Government | 3.66 | |||||
Consumer Discretionary | 3.59 | |||||
Asset Backed Securities | 3.36 | |||||
Utilities | 2.51 | |||||
Materials | 2.13 | |||||
Telecommunication Services | 1.98 | |||||
Industrials | 1.94 | |||||
Consumer Staples | 1.57 | |||||
Municipal bonds | 1.33 | |||||
Health Care | 1.26 | |||||
Information Technology | 0.73 | |||||
Short-Term Investments & Other | 2.21 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government | 85.95 | |||||
Financials | 34.73 | |||||
Foreign Government Obligations | 12.39 | |||||
Collateralized Mortgage Obligations | 10.16 | |||||
Asset Backed Securities | 4.89 | |||||
U.S. Government Agency | 2.88 | |||||
Telecommunication Services | 1.10 | |||||
Industrials | 0.92 | |||||
Materials | 0.87 | |||||
Municipal Bonds | 0.24 | |||||
Consumer Discretionary | 0.08 | |||||
Energy | 0.08 | |||||
Purchased Options | 0.04 | |||||
Short-Term Investments & Other | (54.33 | ) |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 71.55 | |||||
U.S. Government | 23.71 | |||||
Collateralized Mortgage Obligations | 3.37 | |||||
Financials | 0.03 | |||||
Short-Term Investments & Other | 1.34 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 24.50 | |||||
Foreign Government | 21.19 | |||||
Consumer Discretionary | 11.89 | |||||
Materials | 6.37 | |||||
Industrials | 6.32 | |||||
Energy | 5.99 | |||||
Telecommunication Services | 4.46 | |||||
Collateralized Mortgage Obligations | 3.53 | |||||
Municipal Bonds | 3.46 | |||||
Consumer Staples | 2.92 | |||||
Health Care | 2.62 | |||||
Utilities | 1.37 | |||||
Information Technology | 1.21 | |||||
Asset Backed Securities | 0.62 | |||||
U.S. Government Agency | 0.52 | |||||
Options Purchased | 0.29 | |||||
Short-Term Investments & Other | 2.74 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Foreign Government | 26.88 | |||||
U.S. Government Agency | 26.79 | |||||
Financials | 22.98 | |||||
Collateralized Mortgage Obligations | 5.26 | |||||
U.S. Government | 5.13 | |||||
Municipal Bonds | 2.98 | |||||
Asset Backed Securities | 2.53 | |||||
Energy | 1.90 | |||||
Consumer Discretionary | 1.03 | |||||
Materials | 0.54 | |||||
Industrials | 0.52 | |||||
Information Technology | 0.41 | |||||
Telecommunication Services | 0.31 | |||||
Health Care | 0.23 | |||||
Utilities | 0.17 | |||||
Consumer Staples | 0.07 | |||||
Purchased Options | 0.01 | |||||
Short-Term Investments & Other | 2.26 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 43.74 | |||||
Asset Backed Securities | 19.47 | |||||
Financials | 16.97 | |||||
Consumer Staples | 4.21 | |||||
Telecommunication Services | 3.87 | |||||
Energy | 2.70 | |||||
Health Care | 2.34 | |||||
Consumer Discretionary | 1.18 | |||||
Materials | 1.01 | |||||
Utilities | 0.69 | |||||
Information Technology | 0.66 | |||||
Industrials | 0.34 | |||||
Short-Term Investments & Other | 2.82 |
* | Top sectors as a percentage of net assets. |
John Hancock Variable Insurance Trust
Shareholder Expense Example
Beginning Account Value 1/1/2011 | Ending Account Value 6/30/2011 | Expenses Paid During Period 1 1/1/2011– 6/30/2011 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Active Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,044.30 | $ | 3.45 | 0.68 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.41 | 0.68 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,043.20 | 4.46 | 0.88 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.41 | 0.88 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,044.30 | 3.19 | 0.63 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.16 | 0.63 | % | ||||||||||||||
Bond Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,028.20 | $ | 3.02 | 0.60 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.01 | 0.60 | % | ||||||||||||||
Bond PS Series | |||||||||||||||||||
Series II — Actual2 | $ | 1,000.00 | $ | 1,001.60 | $ | 1.84 | 1.05 | % | |||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.60 | 5.26 | 1.05 | % | ||||||||||||||
Series NAV — Actual2 | 1,000.00 | 1,002.40 | 1.40 | 0.80 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.01 | 0.80 | % | ||||||||||||||
Core Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,032.20 | $ | 3.38 | 0.67 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.50 | 3.36 | 0.67 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,030.70 | 4.38 | 0.87 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.36 | 0.87 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,032.30 | 3.12 | 0.62 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.11 | 0.62 | % | ||||||||||||||
Global Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,047.20 | $ | 4.11 | 0.81 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.06 | 0.81 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,046.00 | 5.12 | 1.01 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.06 | 1.01 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,047.40 | 3.86 | 0.76 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.81 | 0.76 | % |
John Hancock Variable Insurance Trust
Shareholder Expense Example
Beginning Account Value 1/1/2011 | Ending Account Value 6/30/2011 | Expenses Paid During Period 1 1/1/2011– 6/30/2011 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
High Yield Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,053.90 | $ | 3.92 | 0.77 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,051.50 | 4.93 | 0.97 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.86 | 0.97 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,054.40 | 3.67 | 0.72 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.61 | 0.72 | % | ||||||||||||||
Income Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,056.80 | $ | 4.33 | 0.85 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.26 | 0.85 | % | ||||||||||||||
Investment Quality Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,032.70 | $ | 3.43 | 0.68 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.41 | 0.68 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,031.80 | 4.43 | 0.88 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.41 | 0.88 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,032.80 | 3.18 | 0.63 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.16 | 0.63 | % | ||||||||||||||
Money Market Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,000.00 | $ | 0.89 | 0.18 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.90 | 0.90 | 0.18 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,000.00 | 0.89 | 0.18 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.90 | 0.90 | 0.18 | % | ||||||||||||||
Money Market Trust B | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,000.00 | $ | 0.99 | 0.20 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.80 | 1.00 | 0.20 | % | ||||||||||||||
New Income Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,024.00 | $ | 3.16 | 0.63 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.16 | 0.63 | % | ||||||||||||||
Real Return Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,056.90 | $ | 4.18 | 0.82 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.11 | 0.82 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,055.80 | 5.20 | 1.02 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.11 | 1.02 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,057.70 | 3.93 | 0.77 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | % | ||||||||||||||
Short Term Government Income Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,013.90 | $ | 3.25 | 0.65 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.26 | 0.65 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,013.10 | 4.24 | 0.85 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.26 | 0.85 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,013.90 | 3.00 | 0.60 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.01 | 0.60 | % | ||||||||||||||
Strategic Income Opportunities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,061.40 | $ | 4.04 | 0.79 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.96 | 0.79 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,061.30 | 5.06 | 0.99 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.91 | 0.99 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,061.60 | 3.78 | 0.74 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.71 | 0.74 | % | ||||||||||||||
Total Return Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,027.70 | $ | 3.87 | 0.77 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,027.00 | 4.88 | 0.97 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.86 | 0.97 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,027.80 | 3.62 | 0.72 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.61 | 0.72 | % |
John Hancock Variable Insurance Trust
Shareholder Expense Example
Beginning Account Value 1/1/2011 | Ending Account Value 6/30/2011 | Expenses Paid During Period 1 1/1/2011– 6/30/2011 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ultra Short Term Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,002.40 | $ | 3.72 | 0.75 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.76 | 0.75 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,001.60 | 4.71 | 0.95 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.76 | 0.95 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,002.40 | 3.48 | 0.70 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.30 | 3.51 | 0.70 | % |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by the number of days in the period (181), and divided by 365 (to reflect the one-half year period). |
2 | The inception date for Bond PS Series is April 28, 2011. Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by the number of days in the period (64), and divided by 365 (to reflect the period). |
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
This section shows the fund’s 50 largest portfolio holdings in unaffiliated issuers and any holdings exceeding 1% of the fund’s total net assets as of the report date. The remaining securities held by the fund are grouped as “Other Securities” in each category. You can request a complete schedule of portfolio holdings as of the report date, free of charge, by calling at 1-800-344-1029. This complete schedule, filed on the fund’s Form N-CSR, is also available on the SEC’s website at http://www.sec.gov.
Active Bond Trust
|
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| Shares or |
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| % of |
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| Principal |
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| Net |
| ||
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| Amount |
| Value |
| Assets |
| |||
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|
|
U.S. GOVERNMENT & AGENCY |
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|
|
OBLIGATIONS - 28.21% |
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
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Federal Home Loan Mortgage Corp. - 0.97% |
|
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|
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|
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|
|
4.000%, 09/01/2040 |
| $ | 7,628,597 |
| $ | 7,624,781 |
|
| 0.58 | % |
6.500%, 06/01/2037 |
|
|
|
|
|
|
|
|
|
|
to 04/01/2039 |
|
| 2,474,474 |
|
| 2,780,372 |
|
| 0.21 | % |
OTHER SECURITIES |
|
|
|
|
| 2,455,921 |
|
| 0.18 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 12,861,074 |
|
|
|
|
Federal National Mortgage Association - 17.12% |
|
|
|
|
|
|
|
|
|
|
4.000%, TBA |
|
| 28,000,000 |
|
| 27,967,402 |
|
| 2.11 | % |
4.000%, 09/01/2040 |
|
|
|
|
|
|
|
|
|
|
to 10/01/2040 |
|
| 15,358,973 |
|
| 15,378,965 |
|
| 1.16 | % |
4.500%, TBA |
|
| 41,000,000 |
|
| 42,378,725 |
|
| 3.20 | % |
5.000%, TBA |
|
| 14,000,001 |
|
| 14,862,579 |
|
| 1.12 | % |
5.000%, 05/01/2018 |
|
|
|
|
|
|
|
|
|
|
to 04/01/2041 |
|
| 29,598,583 |
|
| 31,536,062 |
|
| 2.38 | % |
5.500%, 02/01/2018 |
|
|
|
|
|
|
|
|
|
|
to 01/01/2037 |
|
| 46,117,510 |
|
| 50,102,720 |
|
| 3.78 | % |
6.000%, 05/01/2035 |
|
|
|
|
|
|
|
|
|
|
to 07/01/2038 |
|
| 25,027,106 |
|
| 27,670,307 |
|
| 2.09 | % |
6.500%, 02/01/2036 |
|
|
|
|
|
|
|
|
|
|
to 06/01/2039 |
|
| 13,636,188 |
|
| 15,420,589 |
|
| 1.16 | % |
OTHER SECURITIES |
|
|
|
|
| 1,386,016 |
|
| 0.12 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 226,703,365 |
|
|
|
|
Government National Mortgage Association - 0.56% |
|
|
|
|
|
|
|
|
|
|
5.000%, 04/15/2035 |
|
| 2,700,418 |
|
| 2,941,228 |
|
| 0.22 | % |
OTHER SECURITIES |
|
|
|
|
| 4,426,499 |
|
| 0.34 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 7,367,727 |
|
|
|
|
U.S. Government - 0.23% |
|
|
|
|
|
|
|
|
|
|
2.750%, 02/28/2018 |
|
| 3,000,000 |
|
| 3,069,141 |
|
| 0.23 | % |
|
|
|
|
|
|
|
|
|
|
|
U.S. Government Agency - 3.43% |
|
|
|
|
|
|
|
|
|
|
4.000%, 06/01/2024 |
|
| 6,101,330 |
|
| 6,369,498 |
|
| 0.48 | % |
5.000%, 05/01/2018 |
|
|
|
|
|
|
|
|
|
|
to 04/01/2041 |
|
| 26,520,356 |
|
| 28,217,314 |
|
| 2.13 | % |
5.500%, 04/01/2038 |
|
|
|
|
|
|
|
|
|
|
to 11/01/2039 |
|
| 5,823,024 |
|
| 6,320,680 |
|
| 0.48 | % |
OTHER SECURITIES |
|
|
|
|
| 4,562,503 |
|
| 0.34 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 45,469,995 |
|
|
|
|
U.S. Treasury Bonds - 2.57% |
|
|
|
|
|
|
|
|
|
|
3.125%, 05/15/2021 |
|
| 21,700,000 |
|
| 21,622,097 |
|
| 1.63 | % |
4.750%, 02/15/2041 |
|
| 11,730,000 |
|
| 12,468,626 |
|
| 0.94 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 34,090,723 |
|
|
|
|
U.S. Treasury Notes - 3.17% |
|
|
|
|
|
|
|
|
|
|
0.375%, 06/30/2013 |
|
| 8,000,000 |
|
| 7,985,000 |
|
| 0.60 | % |
1.000%, 09/30/2011 |
|
| 30,000,000 |
|
| 30,069,150 |
|
| 2.27 | % |
2.375%, 05/31/2018 |
|
| 4,000,000 |
|
| 3,975,320 |
|
| 0.30 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 42,029,470 |
|
|
|
|
U.S. Treasury Strips - 0.16% |
|
|
|
|
| 2,066,741 |
|
| 0.16 | % |
|
|
|
| |||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS |
|
|
|
| $ | 373,658,236 |
|
|
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| |||||||
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|
|
FOREIGN GOVERNMENT |
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|
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|
|
OBLIGATIONS - 0.80% |
|
|
|
|
|
|
|
|
|
|
Argentina - 0.25% |
|
|
|
| $ | 3,395,126 |
|
| 0.25 | % |
Germany - 0.11% |
|
|
|
|
| 1,414,708 |
|
| 0.11 | % |
Japan - 0.07% |
|
|
|
|
| 886,118 |
|
| 0.07 | % |
Mexico - 0.14% |
|
|
|
|
| 1,827,025 |
|
| 0.14 | % |
Panama - 0.05% |
|
|
|
|
| 680,670 |
|
| 0.05 | % |
Peru - 0.01% |
|
|
|
|
| 138,195 |
|
| 0.01 | % |
United Kingdom - 0.17% |
|
|
|
|
| 2,280,082 |
|
| 0.17 | % |
|
|
|
| |||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS |
|
|
|
| $ | 10,621,924 |
|
|
|
|
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|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS - 38.49% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 4.79% |
|
|
|
|
|
|
|
|
|
|
Time Warner Cable, Inc. |
|
|
|
|
|
|
|
|
|
|
6.750%, 07/01/2018 |
| $ | 2,990,000 |
|
| 3,465,712 |
|
| 0.26 | % |
OTHER SECURITIES |
|
|
|
|
| 59,935,976 |
|
| 4.53 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 63,401,688 |
|
|
|
|
Consumer Staples - 2.00% |
|
|
|
|
| 26,442,933 |
|
| 2.00 | % |
Energy - 4.29% |
|
|
|
|
| 56,837,283 |
|
| 4.29 | % |
Financials - 14.97% |
|
|
|
|
|
|
|
|
|
|
Merrill Lynch & Company, Inc. |
|
|
|
|
|
|
|
|
|
|
7.750%, 05/14/2038 |
|
| 2,865,000 |
|
| 3,175,950 |
|
| 0.24 | % |
Textron Financial Corp. (6.000% |
|
|
|
|
|
|
|
|
|
|
to 02/15/2017, then 3 month |
|
|
|
|
|
|
|
|
|
|
LIBOR + 1.735%) |
|
|
|
|
|
|
|
|
|
|
02/15/2017 (S) |
|
| 4,910,000 |
|
| 4,198,050 |
|
| 0.32 | % |
Vornado Realty LP |
|
|
|
|
|
|
|
|
|
|
4.250%, 04/01/2015 |
|
| 2,665,000 |
|
| 2,765,001 |
|
| 0.21 | % |
OTHER SECURITIES |
|
|
|
|
| 188,229,915 |
|
| 14.20 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 198,368,916 |
|
|
|
|
Health Care - 0.95% |
|
|
|
|
| 12,597,830 |
|
| 0.95 | % |
Industrials - 3.25% |
|
|
|
|
| 43,081,262 |
|
| 3.25 | % |
Information Technology - 0.29% |
|
|
|
|
| 3,798,319 |
|
| 0.29 | % |
Materials - 2.68% |
|
|
|
|
| 35,460,458 |
|
| 2.68 | % |
Telecommunication Services - 2.11% |
|
|
|
|
| 28,009,553 |
|
| 2.11 | % |
Utilities - 3.16% |
|
|
|
|
|
|
|
|
|
|
Dominion Resources, Inc. (6.300% |
|
|
|
|
|
|
|
|
|
|
to 09/30/2011, then 3 month |
|
|
|
|
|
|
|
|
|
|
LIBOR + 2.300%) |
|
| �� |
|
|
|
|
|
|
|
09/30/2011 |
|
| 3,200,000 |
|
| 3,124,000 |
|
| 0.24 | % |
OTHER SECURITIES |
|
|
|
|
| 38,807,530 |
|
| 2.92 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 41,931,530 |
|
|
|
|
|
|
|
| |||||||
TOTAL CORPORATE BONDS (Cost $476,343,355) |
|
|
|
| $ | 509,929,772 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CAPITAL PREFERRED SECURITIES - 2.12% |
|
|
|
|
|
|
|
|
|
|
Financials - 2.12% |
|
|
|
|
|
|
|
|
|
|
USB Capital IX |
|
|
|
|
|
|
|
|
|
|
3.500%, 08/29/2011 (Q) |
|
| 4,605,000 |
|
| 3,806,217 |
|
| 0.29 | % |
OTHER SECURITIES |
|
|
|
|
| 24,315,744 |
|
| 1.83 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 28,121,961 |
|
|
|
|
|
|
|
| |||||||
TOTAL CAPITAL PREFERRED SECURITIES |
|
|
|
| $ | 28,121,961 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS - 0.17% |
|
|
|
|
|
|
|
|
|
|
Industrials - 0.07% |
|
|
|
|
| 913,750 |
|
| 0.07 | % |
Consumer Discretionary - 0.10% |
|
|
|
|
| 1,403,850 |
|
| 0.10 | % |
|
|
|
| |||||||
TOTAL CONVERTIBLE BONDS (Cost $1,462,869) |
|
|
|
| $ | 2,317,600 |
|
|
|
|
|
|
|
|
The accompanying notes are an integral part of the financial statements.
8
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Active Bond Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
MUNICIPAL BONDS - 0.59% |
|
|
|
|
|
|
|
|
|
|
California - 0.05% |
|
|
|
| $ | 687,154 |
|
| 0.05 | % |
District of Columbia - 0.37% |
|
|
|
|
|
|
|
|
|
|
George Washington University |
|
|
|
|
|
|
|
|
|
|
5.095%, 09/15/2032 |
| $ | 4,580,000 |
|
| 4,812,252 |
|
| 0.37 | % |
New Jersey - 0.17% |
|
|
|
|
| 2,291,538 |
|
| 0.17 | % |
|
|
|
| |||||||
TOTAL MUNICIPAL BONDS (Cost $7,249,604) |
|
|
|
| $ | 7,790,944 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
TERM LOANS (M) - 0.65% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.36% |
|
|
|
|
| 4,736,675 |
|
| 0.36 | % |
Financials - 0.04% |
|
|
|
|
| 566,031 |
|
| 0.04 | % |
Industrials - 0.06% |
|
|
|
|
| 705,000 |
|
| 0.06 | % |
Energy - 0.19% |
|
|
|
|
| 2,550,000 |
|
| 0.19 | % |
|
|
|
| |||||||
TOTAL TERM LOANS (Cost $8,776,253) |
|
|
|
| $ | 8,557,706 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 19.86% |
|
|
|
|
|
|
|
|
|
|
Banc of America Large Loan, Inc., |
|
|
|
|
|
|
|
|
|
|
Series 2006-BIX1, Class C |
|
|
|
|
|
|
|
|
|
|
0.367% 10/15/2019 (P)(S) |
|
| 5,214,117 |
|
| 5,091,221 |
|
| 0.38 | % |
Banc of America Large Loan, Inc., |
|
|
|
|
|
|
|
|
|
|
Series 2005-MIB1, Class B |
|
|
|
|
|
|
|
|
|
|
0.447% 03/15/2022 (P)(S) |
|
| 5,345,000 |
|
| 5,338,364 |
|
| 0.40 | % |
Bear Stearns Commercial Mortgage |
|
|
|
|
|
|
|
|
|
|
Securities, Inc., Series 2005-T20, |
|
|
|
|
|
|
|
|
|
|
Class AJ |
|
|
|
|
|
|
|
|
|
|
5.296% 10/12/2042 (P) |
|
| 4,200,000 |
|
| 4,209,695 |
|
| 0.32 | % |
Commercial Mortgage Pass Through |
|
|
|
|
|
|
|
|
|
|
Certificates, Series 2007-C9, |
|
|
|
|
|
|
|
|
|
|
Class A4 |
|
|
|
|
|
|
|
|
|
|
6.008% 12/10/2049 (P) |
|
| 3,475,000 |
|
| 3,814,365 |
|
| 0.29 | % |
Countrywide Home Loan Mortgage |
|
|
|
|
|
|
|
|
|
|
Pass Through Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2004-HYB2, Class 4A |
|
|
|
|
|
|
|
|
|
|
2.616% 07/20/2034 |
|
| 3,217,452 |
|
| 3,099,374 |
|
| 0.23 | % |
Credit Suisse First Boston Mortgage |
|
|
|
|
|
|
|
|
|
|
Securities Corp., Series 2005-C4, |
|
|
|
|
|
|
|
|
|
|
Class AJ |
|
|
|
|
|
|
|
|
|
|
5.190% 08/15/2038 (P) |
|
| 3,000,000 |
|
| 2,985,519 |
|
| 0.23 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2011-41, |
|
|
|
|
|
|
|
|
|
|
Class KA |
|
|
|
|
|
|
|
|
|
|
4.000% 01/25/2041 |
|
| 4,397,978 |
|
| 4,630,240 |
|
| 0.35 | % |
GE Capital Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Corp., Series 2005-C3, |
|
|
|
|
|
|
|
|
|
|
Class AJ |
|
|
|
|
|
|
|
|
|
|
5.065% 07/10/2045 (P) |
|
| 6,500,000 |
|
| 6,450,163 |
|
| 0.49 | % |
GE Capital Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Corp., Series 2005-C2, |
|
|
|
|
|
|
|
|
|
|
Class C |
|
|
|
|
|
|
|
|
|
|
5.133% 05/10/2043 (P) |
|
| 3,096,263 |
|
| 2,763,657 |
|
| 0.21 | % |
JPMorgan Chase Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities Corp., |
|
|
|
|
|
|
|
|
|
|
Series 2005-LDP5, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.371% 12/15/2044 (P) |
|
| 5,990,000 |
|
| 6,532,632 |
|
| 0.49 | % |
JPMorgan Chase Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities Corp., |
|
|
|
|
|
|
|
|
|
|
Series 2006-LDP8, Class AM |
|
|
|
|
|
|
|
|
|
|
5.440% 05/15/2045 |
|
| 3,200,000 |
|
| 3,244,888 |
|
| 0.24 | % |
JPMorgan Chase Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities Corp., |
|
|
|
|
|
|
|
|
|
|
Series 2007-CB18, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.440% 06/12/2047 |
|
| 2,990,000 |
|
| 3,193,446 |
|
| 0.24 | % |
JPMorgan Chase Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities Corp., |
|
|
|
|
|
|
|
|
|
|
Series 2006-LDP8, Class A3B |
|
|
|
|
|
|
|
|
|
|
5.447% 05/15/2045 |
| $ | 4,530,000 |
| $ | 4,729,163 |
|
| 0.36 | % |
JPMorgan Chase Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities Corp., |
|
|
|
|
|
|
|
|
|
|
Series 2007-LDPX Class AM |
|
|
|
|
|
|
|
|
|
|
5.464% 01/15/2049 (P) |
|
| 5,000,000 |
|
| 4,502,585 |
|
| 0.34 | % |
LB-UBS Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Trust, 2005-C2 AJ |
|
|
|
|
|
|
|
|
|
|
5.205% 04/15/2030 |
|
| 3,500,000 |
|
| 3,315,835 |
|
| 0.25 | % |
LB-UBS Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Trust, Series 2006-C6, |
|
|
|
|
|
|
|
|
|
|
Class AM |
|
|
|
|
|
|
|
|
|
|
5.413% 09/15/2039 |
|
| 2,805,000 |
|
| 2,848,882 |
|
| 0.22 | % |
Merrill Lynch Floating Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2006-1, Class A2 |
|
|
|
|
|
|
|
|
|
|
0.317% 06/15/2022 (P)(S) |
|
| 4,330,000 |
|
| 4,235,702 |
|
| 0.32 | % |
Merrill Lynch/Countrywide |
|
|
|
|
|
|
|
|
|
|
Commercial Mortgage Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2006-2, Class A4 |
|
|
|
|
|
|
|
|
|
|
6.097% 06/12/2046 (P) |
|
| 2,985,000 |
|
| 3,293,787 |
|
| 0.25 | % |
Morgan Stanley Capital I, |
|
|
|
|
|
|
|
|
|
|
Series 2007-IQ13, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.364% 03/15/2044 |
|
| 3,030,000 |
|
| 3,212,849 |
|
| 0.24 | % |
Morgan Stanley Capital I, |
|
|
|
|
|
|
|
|
|
|
Series 2005-HQ7, Class AJ |
|
|
|
|
|
|
|
|
|
|
5.374% 11/14/2042 (P) |
|
| 3,560,000 |
|
| 3,483,519 |
|
| 0.26 | % |
Morgan Stanley Capital I, |
|
|
|
|
|
|
|
|
|
|
Series 2008-HQ8, Class AM |
|
|
|
|
|
|
|
|
|
|
5.648% 03/12/2044 (P) |
|
| 2,715,000 |
|
| 2,817,186 |
|
| 0.21 | % |
OTHER SECURITIES |
|
|
|
|
| 179,259,183 |
|
| 13.54 | % |
|
|
|
| |||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS |
|
|
|
| $ | 263,052,255 |
|
|
|
|
|
|
|
| |||||||
Asset Backed Securities 3.00% |
|
|
|
|
| 39,797,697 |
|
| 3.00 | % |
|
|
|
| |||||||
TOTAL ASSET BACKED SECURITIES (Cost $53,778,446) |
|
|
|
| $ | 39,797,697 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCKS - 0.01% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.01% |
|
|
|
|
| 57,881 |
|
| 0.01 | % |
Financials - 0.00% |
|
|
|
|
| 14,343 |
|
| 0.00 | % |
|
|
|
| |||||||
TOTAL COMMON STOCKS (Cost $135,472) |
|
|
|
| $ | 72,224 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
PREFERRED SECURITIES - 0.50% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.09% |
|
|
|
|
| 1,201,800 |
|
| 0.09 | % |
Consumer Staples - 0.14% |
|
|
|
|
| 1,867,533 |
|
| 0.14 | % |
Energy - 0.06% |
|
|
|
|
| 762,628 |
|
| 0.06 | % |
Financials - 0.21% |
|
|
|
|
| 2,750,713 |
|
| 0.21 | % |
|
|
|
| |||||||
TOTAL PREFERRED SECURITIES (Cost $6,759,426) |
|
|
|
| $ | 6,582,674 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SECURITIES LENDING COLLATERAL - 0.66% |
|
|
|
|
|
|
|
|
|
|
John Hancock Collateral |
|
|
|
|
|
|
|
|
|
|
Investment Trust, |
|
|
|
|
|
|
|
|
|
|
0.2447% (W)(Y) |
|
| 879,732 |
|
| 8,804,270 |
|
| 0.66 | % |
|
|
|
| |||||||
TOTAL SECURITIES LENDING COLLATERAL |
|
|
|
| $ | 8,804,270 |
|
|
|
|
|
|
|
|
The accompanying notes are an integral part of the financial statements.
9
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Active Bond Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
SHORT-TERM INVESTMENTS - 13.12% |
|
|
|
|
|
|
|
|
|
|
Repurchase Agreement 0.12% |
|
|
|
| $ | 1,599,000 |
|
| 0.12 | % |
Short-Term Securities - 0.23% |
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Bill, |
|
|
|
|
|
|
|
|
|
|
0.0100%, 07/07/2011 (Y) |
| $ | 3,000,000 |
|
| 3,000,000 |
|
| 0.23 | % |
Money Market Funds - 12.77% |
|
|
|
|
|
|
|
|
|
|
State Street Institutional |
|
|
|
|
|
|
|
|
|
|
US Government Money Market |
|
|
|
|
|
|
|
|
|
|
Fund, 0.0000% (Y) |
|
| 169,163,068 |
|
| 169,163,068 |
|
| 12.77 | % |
|
|
|
| |||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $173,762,068) |
|
|
|
| $ | 173,762,068 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Active Bond Trust) |
|
|
|
|
|
|
|
|
|
|
(Cost $1,411,587,053) - 108.18% |
|
|
|
| $ | 1,433,069,331 |
|
| 108.18 | % |
Other Assets And Liabilities, Net - (8.18%) |
|
|
|
|
| (108,381,543 | ) |
| (8.18 | )% |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 1,324,687,788 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
Bond Trust
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 47.47% |
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Mortgage Corp. - 6.90% |
|
|
|
|
|
|
|
|
|
|
3.810%, 12/01/2039 (P) |
| $ | 16,284,331 |
| $ | 17,083,167 |
|
| 0.32 | % |
4.000%, 03/01/2024 |
|
|
|
|
|
|
|
|
|
|
to 09/01/2040 |
|
| 182,248,471 |
|
| 186,044,551 |
|
| 3.44 | % |
4.500%, 02/01/2039 |
|
|
|
|
|
|
|
|
|
|
to 04/01/2040 |
|
| 88,966,092 |
|
| 92,379,634 |
|
| 1.71 | % |
5.000%, 09/01/2040 |
|
| 38,036,607 |
|
| 40,338,540 |
|
| 0.75 | % |
OTHER SECURITIES |
|
|
|
|
| 37,039,197 |
|
| 0.68 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 372,885,089 |
|
|
|
|
Federal National Mortgage Association - 25.41% |
|
|
|
|
|
|
|
|
|
|
2.508%, 10/01/2035 (P) |
|
| 93,242,173 |
|
| 98,058,759 |
|
| 1.81 | % |
4.000%, 04/01/2024 |
|
|
|
|
|
|
|
|
|
|
to 11/01/2040 |
|
| 174,478,330 |
|
| 178,314,322 |
|
| 3.30 | % |
4.500%, TBA |
|
| 54,290,000 |
|
| 56,115,642 |
|
| 1.04 | % |
4.500%, 06/01/2023 |
|
|
|
|
|
|
|
|
|
|
to 08/01/2040 |
|
| 123,547,063 |
|
| 129,721,647 |
|
| 2.40 | % |
5.000%, 06/01/2035 |
|
|
|
|
|
|
|
|
|
|
to 04/01/2041 |
|
| 209,514,839 |
|
| 222,896,304 |
|
| 4.12 | % |
5.500%, 12/01/2033 |
|
|
|
|
|
|
|
|
|
|
to 06/01/2039 |
|
| 382,391,138 |
|
| 415,310,254 |
|
| 7.68 | % |
6.000%, 04/01/2035 |
|
|
|
|
|
|
|
|
|
|
to 09/01/2039 |
|
| 62,513,130 |
|
| 68,911,337 |
|
| 1.28 | % |
6.500%, 07/01/2036 |
|
|
|
|
|
|
|
|
|
|
to 08/01/2039 |
|
| 157,855,700 |
|
| 178,484,009 |
|
| 3.30 | % |
OTHER SECURITIES |
|
|
|
|
| 25,744,838 |
|
| 0.48 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 1,373,557,112 |
|
|
|
|
Government National Mortgage Association - 0.81% |
|
|
|
|
|
|
|
|
|
|
3.500%, 10/20/2039 |
|
|
|
|
|
|
|
|
|
|
to 11/20/2039 (P) |
|
| 40,459,193 |
|
| 42,551,346 |
|
| 0.79 | % |
OTHER SECURITIES |
|
|
|
|
| 1,117,064 |
|
| 0.02 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 43,668,410 |
|
|
|
|
Tennessee Valley Authority - 0.11% |
|
|
|
|
| 5,924,932 |
|
| 0.11 | % |
U.S. Treasury Bonds - 6.85% |
|
|
|
|
|
|
|
|
|
|
3.125%, 05/15/2021 |
|
| 153,055,000 |
|
| 152,505,533 |
|
| 2.82 | % |
4.750%, 02/15/2041 |
|
| 204,800,000 |
|
| 217,696,051 |
|
| 4.03 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 370,201,584 |
|
|
|
|
U.S. Treasury Notes - 7.08% |
|
|
|
|
|
|
|
|
|
|
1.375%, 11/30/2015 |
| $ | 87,750,000 |
| $ | 87,276,940 |
|
| 1.62 | % |
2.000%, 01/31/2016 |
|
|
|
|
|
|
|
|
|
|
to 04/30/2016 |
|
| 175,410,000 |
|
| 178,589,681 |
|
| 3.30 | % |
2.125%, 02/29/2016 |
|
| 54,240,000 |
|
| 55,494,300 |
|
| 1.03 | % |
2.250%, 11/30/2017 |
|
| 61,500,000 |
|
| 61,274,172 |
|
| 1.13 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 382,635,093 |
|
|
|
|
U.S. Treasury Strips, PO - 0.31% |
|
|
|
|
|
|
|
|
|
|
11/15/2030 |
|
| 40,870,000 |
|
| 16,944,375 |
|
| 0.31 | % |
|
|
|
| |||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS |
|
|
|
| $ | 2,565,816,595 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS - 39.06% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 3.62% |
|
|
|
|
|
|
|
|
|
|
CBS Corp. |
|
|
|
|
|
|
|
|
|
|
8.200%, 05/15/2014 |
|
| 14,829,000 |
|
| 17,356,677 |
|
| 0.32 | % |
NBC Universal Media LLC |
|
|
|
|
|
|
|
|
|
|
3.650%, 04/30/2015 (S) |
|
| 19,910,000 |
|
| 20,895,585 |
|
| 0.39 | % |
OTHER SECURITIES |
|
|
|
|
| 157,623,087 |
|
| 2.91 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 195,875,349 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Staples - 1.32% |
|
|
|
|
| 71,252,697 |
|
| 1.32 | % |
Energy - 3.40% |
|
|
|
|
|
|
|
|
|
|
Husky Energy, Inc. |
|
|
|
|
|
|
|
|
|
|
5.900%, 06/15/2014 |
|
| 15,000,000 |
|
| 16,689,795 |
|
| 0.31 | % |
Kerr-McGee Corp. |
|
|
|
|
|
|
|
|
|
|
6.950%, 07/01/2024 |
|
| 16,810,000 |
|
| 19,139,967 |
|
| 0.35 | % |
Williams Partners LP/Williams |
|
|
|
|
|
|
|
|
|
|
Partners Finance Corp. |
|
|
|
|
|
|
|
|
|
|
7.250%, 02/01/2017 |
|
| 16,450,000 |
|
| 19,384,252 |
|
| 0.36 | % |
OTHER SECURITIES |
|
| �� |
|
| 128,324,586 |
|
| 2.38 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 183,538,600 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials - 19.67% |
|
|
|
|
|
|
|
|
|
|
Dexus Property Group |
|
|
|
|
|
|
|
|
|
|
7.125%, 10/15/2014 (S) |
|
| 14,815,000 |
|
| 16,706,298 |
|
| 0.31 | % |
JPMorgan Chase & Company |
|
|
|
|
|
|
|
|
|
|
4.250%, 10/15/2020 |
|
| 17,140,000 |
|
| 16,757,230 |
|
| 0.31 | % |
JPMorgan Chase & Company |
|
|
|
|
|
|
|
|
|
|
6.000%, 01/15/2018 |
|
| 16,895,000 |
|
| 18,780,634 |
|
| 0.35 | % |
Key Bank NA |
|
|
|
|
|
|
|
|
|
|
5.800%, 07/01/2014 |
|
| 15,919,000 |
|
| 17,447,765 |
|
| 0.32 | % |
Merrill Lynch & Company, Inc. |
|
|
|
|
|
|
|
|
|
|
6.875%, 04/25/2018 |
|
| 15,085,000 |
|
| 16,682,079 |
|
| 0.31 | % |
The Goldman Sachs Group, Inc. |
|
|
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
| 21,140,000 |
|
| 21,139,641 |
|
| 0.39 | % |
OTHER SECURITIES |
|
|
|
|
| 955,366,601 |
|
| 17.68 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 1,062,880,248 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care - 0.43% |
|
|
|
|
|
|
|
|
|
|
Medco Health Solutions, Inc. |
|
|
|
|
|
|
|
|
|
|
7.125%, 03/15/2018 |
|
| 16,150,000 |
|
| 18,862,102 |
|
| 0.35 | % |
OTHER SECURITIES |
|
|
|
|
| 4,516,182 |
|
| 0.08 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 23,378,284 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrials - 2.66% |
|
|
|
|
| 143,562,563 |
|
| 2.66 | % |
Information Technology - 0.17% |
|
|
|
|
| 8,977,303 |
|
| 0.17 | % |
Materials - 3.21% |
|
|
|
|
|
|
|
|
|
|
Georgia-Pacific LLC |
|
|
|
|
|
|
|
|
|
|
5.400%, 11/01/2020 (S) |
|
| 16,505,000 |
|
| 16,809,748 |
|
| 0.31 | % |
Rio Tinto Finance USA, Ltd. |
|
|
|
|
|
|
|
|
|
|
7.125%, 07/15/2028 |
|
| 14,220,000 |
|
| 17,216,438 |
|
| 0.32 | % |
OTHER SECURITIES |
|
|
|
|
| 139,559,547 |
|
| 2.58 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 173,585,733 |
|
|
|
|
The accompanying notes are an integral part of the financial statements.
10
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Bond Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
CORPORATE BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Telecommunication Services - 1.96% |
|
|
|
| $ | 106,210,319 |
|
| 1.96 | % |
Utilities - 2.62% |
|
|
|
|
|
|
|
|
|
|
Commonwealth Edison Company |
|
|
|
|
|
|
|
|
|
|
5.800%, 03/15/2018 |
| $ | 15,749,000 |
|
| 17,646,062 |
|
| 0.33 | % |
Duke Energy Corp. |
|
|
|
|
|
|
|
|
|
|
6.300%, 02/01/2014 |
|
| 14,960,000 |
|
| 16,702,346 |
|
| 0.31 | % |
OTHER SECURITIES |
|
|
|
|
| 107,394,816 |
|
| 1.98 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 141,743,224 |
|
|
|
|
|
|
|
| |||||||
TOTAL CORPORATE BONDS (Cost $2,061,365,623) |
|
|
|
| $ | 2,111,004,320 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 0.16% |
|
|
|
|
|
|
|
|
|
|
South Korea - 0.16% |
|
|
|
|
| 8,539,721 |
|
| 0.16 | % |
|
|
|
| |||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS |
|
|
|
| $ | 8,539,721 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
MUNICIPAL BONDS - 0.09% |
|
|
|
|
|
|
|
|
|
|
California - 0.09% |
|
|
|
|
| 5,191,186 |
|
| 0.09 | % |
|
|
|
| |||||||
TOTAL MUNICIPAL BONDS (Cost $4,537,658) |
|
|
|
| $ | 5,191,186 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CAPITAL PREFERRED SECURITIES - 1.38% |
|
|
|
|
|
|
|
|
|
|
Financials - 1.38% |
|
|
|
|
|
|
|
|
|
|
Fifth Third Capital Trust IV |
|
|
|
|
|
|
|
|
|
|
(6.500% to 04/15/2017 then |
|
|
|
|
|
|
|
|
|
|
3 month LIBOR + 1.368%) |
|
|
|
|
|
|
|
|
|
|
04/15/2037 |
|
| 17,241,000 |
|
| 16,939,283 |
|
| 0.31 | % |
PNC Preferred Funding Trust III |
|
|
|
|
|
|
|
|
|
|
(8.700% to 03/15/2013 then |
|
|
|
|
|
|
|
|
|
|
3 month LIBOR + 5.226%) |
|
|
|
|
|
|
|
|
|
|
03/15/2013 (Q)(S) |
|
| 17,680,000 |
|
| 18,642,676 |
|
| 0.34 | % |
OTHER SECURITIES |
|
|
|
|
| 38,974,670 |
|
| 0.73 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 74,556,629 |
|
|
|
|
|
|
|
| |||||||
TOTAL CAPITAL PREFERRED SECURITIES |
|
|
|
| $ | 74,556,629 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 10.04% |
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Mortgage Corp., |
|
|
|
|
|
|
|
|
|
|
Series 3724, Class NB |
|
|
|
|
|
|
|
|
|
|
2.250% 07/15/2038 |
| $ | 47,806,864 |
|
| 47,647,576 |
|
| 0.88 | % |
Federal Home Loan Mortgage Corp., |
|
|
|
|
|
|
|
|
|
|
Series 3730, Class AB |
|
|
|
|
|
|
|
|
|
|
4.000% 11/15/2028 |
|
| 37,650,689 |
|
| 39,522,734 |
|
| 0.73 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2009-66, |
|
|
|
|
|
|
|
|
|
|
Class EK |
|
|
|
|
|
|
|
|
|
|
4.000% 09/25/2039 |
|
| 33,020,247 |
|
| 34,736,560 |
|
| 0.64 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2010-23, |
|
|
|
|
|
|
|
|
|
|
Class KA |
|
|
|
|
|
|
|
|
|
|
4.000% 02/25/2040 |
|
| 20,994,294 |
|
| 22,124,023 |
|
| 0.41 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2011-49, |
|
|
|
|
|
|
|
|
|
|
Class LA |
|
|
|
|
|
|
|
|
|
|
4.000% 05/25/2041 |
|
| 33,644,342 |
|
| 35,177,932 |
|
| 0.65 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2010-53, |
|
|
|
|
|
|
|
|
|
|
Class MA |
|
|
|
|
|
|
|
|
|
|
4.500% 09/25/2037 |
|
| 28,270,221 |
|
| 29,968,995 |
|
| 0.55 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2008-29, |
|
|
|
|
|
|
|
|
|
|
Class BG |
|
|
|
|
|
|
|
|
|
|
4.700% 12/25/2035 |
|
| 42,121,773 |
|
| 44,704,507 |
|
| 0.83 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2008-17, |
|
|
|
|
|
|
|
|
|
|
Class DP |
|
|
|
|
|
|
|
|
|
|
4.750% 02/25/2038 |
| $ | 24,069,332 |
| $ | 25,679,544 |
|
| 0.48 | % |
Government National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2010-114, |
|
|
|
|
|
|
|
|
|
|
Class MA |
|
|
|
|
|
|
|
|
|
|
4.000% 03/20/2039 |
|
| 28,108,091 |
|
| 29,839,069 |
|
| 0.55 | % |
Government National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2009-69, |
|
|
|
|
|
|
|
|
|
|
Class PC |
|
|
|
|
|
|
|
|
|
|
4.000% 07/16/2039 |
|
| 20,531,912 |
|
| 21,694,989 |
|
| 0.40 | % |
Government National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2010-91, |
|
|
|
|
|
|
|
|
|
|
Class GA |
|
|
|
|
|
|
|
|
|
|
4.500% 09/20/2036 |
|
| 46,374,823 |
|
| 49,460,812 |
|
| 0.92 | % |
OTHER SECURITIES |
|
|
|
|
| 161,879,420 |
|
| 3.00 | % |
|
|
|
| |||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS |
|
|
|
| $ | 542,436,161 |
|
|
|
|
|
|
|
| |||||||
Asset Backed Securities 0.21% |
|
|
|
|
| 11,152,078 |
|
| 0.21 | % |
|
|
|
| |||||||
TOTAL ASSET BACKED SECURITIES (Cost $11,172,654) |
|
|
|
| $ | 11,152,078 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SECURITIES LENDING COLLATERAL - 1.72% |
|
|
|
|
|
|
|
|
|
|
John Hancock Collateral |
|
|
|
|
|
|
|
|
|
|
Investment Trust, |
|
|
|
|
|
|
|
|
|
|
0.2447% (W)(Y) |
|
| 9,311,570 |
|
| 93,189,258 |
|
| 1.72 | % |
|
|
|
| |||||||
TOTAL SECURITIES LENDING COLLATERAL |
|
|
|
| $ | 93,189,258 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 2.02% |
|
|
|
|
|
|
|
|
|
|
Short-Term Securities - 2.02% |
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Bank Discount |
|
|
|
|
|
|
|
|
|
|
Notes, 0.010% * |
|
| 109,000,000 |
|
| 108,999,687 |
|
| 2.02 | % |
|
|
|
| |||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $108,999,687) |
|
|
|
| $ | 108,999,687 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Bond Trust) |
|
|
|
|
|
|
|
|
|
|
(Cost $5,461,785,273) - 102.15% |
|
|
|
| $ | 5,520,885,635 |
|
| 102.15 | % |
Other Assets And Liabilities, Net - (2.15%) |
|
|
|
|
| (116,290,632 | ) |
| (2.15 | )% |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 5,404,595,003 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
Bond PS Series
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 50.44% |
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Mortgage Corp. - 13.28% |
|
|
|
|
|
|
|
|
|
|
4.000%, 06/01/2026 |
| $ | 866,686 |
| $ | 902,476 |
|
| 3.57 | % |
4.500%, 08/01/2024 |
|
| 341,652 |
|
| 361,807 |
|
| 1.43 | % |
5.000%, 04/01/2038 |
|
| 983,938 |
|
| 1,044,407 |
|
| 4.14 | % |
6.500%, 12/01/2036 |
|
| 930,422 |
|
| 1,045,441 |
|
| 4.14 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 3,354,131 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Federal National Mortgage Association - 15.57% |
|
|
|
|
|
|
|
|
|
|
3.893%, 02/01/2040 (P) |
|
| 964,905 |
|
| 1,010,847 |
|
| 4.00 | % |
4.500%, 05/01/2041 |
|
| 749,064 |
|
| 775,307 |
|
| 3.07 | % |
5.500%, 04/01/2038 |
|
| 1,630,000 |
|
| 1,763,545 |
|
| 6.98 | % |
The accompanying notes are an integral part of the financial statements.
11
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Bond PS Series (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS (continued) |
|
|
|
|
|
|
|
|
|
|
Federal National Mortgage Association (continued) |
|
|
|
|
|
|
|
|
|
|
6.000%, 12/01/2037 |
| $ | 349,550 |
| $ | 384,107 |
|
| 1.52 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 3,933,806 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Government National Mortgage Association - 3.50% |
|
|
|
|
|
|
|
|
|
|
4.000%, 05/15/2041 |
|
| 868,319 |
|
| 885,455 |
|
| 3.50 | % |
U.S. Treasury Bonds - 11.47% |
|
|
|
|
|
|
|
|
|
|
3.125%, 05/15/2021 |
|
| 1,815,000 |
|
| 1,808,484 |
|
| 7.16 | % |
4.750%, 02/15/2041 |
|
| 1,025,000 |
|
| 1,089,543 |
|
| 4.31 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 2,898,027 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Notes - 6.46% |
|
|
|
|
|
|
|
|
|
|
2.000%, 04/30/2016 |
|
| 250,000 |
|
| 253,612 |
|
| 1.00 | % |
2.125%, 02/29/2016 |
|
| 1,150,000 |
|
| 1,176,594 |
|
| 4.66 | % |
OTHER SECURITIES |
|
|
|
|
| 200,609 |
|
| 0.80 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 1,630,815 |
|
|
|
|
U.S. Treasury Strips - 0.16% |
|
|
|
|
| 39,386 |
|
| 0.16 | % |
|
|
|
| |||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS (Cost $12,728,223) |
|
|
|
| $ | 12,741,620 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS - 45.40% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 3.90% |
|
|
|
|
|
|
|
|
|
|
News America, Inc. |
|
|
|
|
|
|
|
|
|
|
6.150%, 02/15/2041 (S) |
|
| 250,000 |
|
| 247,659 |
|
| 0.98 | % |
Time Warner Cable, Inc. |
|
|
|
|
|
|
|
|
|
|
6.750%, 07/01/2018 |
|
| 250,000 |
|
| 289,775 |
|
| 1.15 | % |
Viacom, Inc. |
|
|
|
|
|
|
|
|
|
|
4.375%, 09/15/2014 |
|
| 250,000 |
|
| 268,417 |
|
| 1.06 | % |
OTHER SECURITIES |
|
|
|
|
| 180,425 |
|
| 0.71 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 986,276 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Staples - 4.47% |
|
|
|
|
|
|
|
|
|
|
Bunge Ltd. Finance Corp. |
|
|
|
|
|
|
|
|
|
|
4.100%, 03/15/2016 |
|
| 250,000 |
|
| 260,296 |
|
| 1.03 | % |
CVS Caremark Corp. |
|
|
|
|
|
|
|
|
|
|
4.875%, 09/15/2014 |
|
| 250,000 |
|
| 274,152 |
|
| 1.09 | % |
Lorillard Tobacco Company |
|
|
|
|
|
|
|
|
|
|
6.875%, 05/01/2020 |
|
| 250,000 |
|
| 271,070 |
|
| 1.07 | % |
The Kroger Company |
|
|
|
|
|
|
|
|
|
|
7.500%, 01/15/2014 |
|
| 250,000 |
|
| 285,681 |
|
| 1.13 | % |
OTHER SECURITIES |
|
|
|
|
| 36,554 |
|
| 0.15 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 1,127,753 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy - 2.95% |
|
|
|
|
|
|
|
|
|
|
DCP Midstream LLC |
|
|
|
|
|
|
|
|
|
|
9.750%, 03/15/2019 (S) |
|
| 250,000 |
|
| 326,575 |
|
| 1.29 | % |
Husky Energy, Inc. |
|
|
|
|
|
|
|
|
|
|
5.900%, 06/15/2014 |
|
| 250,000 |
|
| 278,163 |
|
| 1.10 | % |
OTHER SECURITIES |
|
|
|
|
| 139,458 |
|
| 0.56 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 744,196 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials - 24.51% |
|
|
|
|
|
|
|
|
|
|
Abbey National Treasury |
|
|
|
|
|
|
|
|
|
|
Services PLC |
|
|
|
|
|
|
|
|
|
|
4.000%, 04/27/2016 |
|
| 250,000 |
|
| 247,960 |
|
| 0.98 | % |
American Express Company |
|
|
|
|
|
|
|
|
|
|
7.000%, 03/19/2018 |
|
| 250,000 |
|
| 294,064 |
|
| 1.16 | % |
Banco de Credito del Peru |
|
|
|
|
|
|
|
|
|
|
4.750%, 03/16/2016 (S) |
|
| 250,000 |
|
| 247,500 |
|
| 0.98 | % |
Bank of America Corp. |
|
|
|
|
|
|
|
|
|
|
5.650%, 05/01/2018 |
|
| 250,000 |
|
| 263,449 |
|
| 1.04 | % |
Barclays Bank PLC |
|
|
|
|
|
|
|
|
|
|
5.200%, 07/10/2014 |
|
| 250,000 |
|
| 270,360 |
|
| 1.07 | % |
BB&T Corp. |
|
|
|
|
|
|
|
|
|
|
5.700%, 04/30/2014 |
|
| 250,000 |
|
| 277,375 |
|
| 1.10 | % |
BBVA Bancomer SA |
|
|
|
|
|
|
|
|
|
|
6.500%, 03/10/2021 (S) |
| $ | 250,000 |
| $ | 255,000 |
|
| 1.01 | % |
Capital One Financial Corp. |
|
|
|
|
|
|
|
|
|
|
6.150%, 09/01/2016 |
|
| 250,000 |
|
| 275,670 |
|
| 1.09 | % |
Credit Suisse New York |
|
|
|
|
|
|
|
|
|
|
5.300%, 08/13/2019 |
|
| 250,000 |
|
| 265,939 |
|
| 1.05 | % |
Discover Bank |
|
|
|
|
|
|
|
|
|
|
7.000%, 04/15/2020 |
|
| 250,000 |
|
| 277,507 |
|
| 1.10 | % |
General Electric Capital Corp. |
|
|
|
|
|
|
|
|
|
|
5.625%, 05/01/2018 |
|
| 250,000 |
|
| 273,289 |
|
| 1.08 | % |
GTP Towers Issuer LLC |
|
|
|
|
|
|
|
|
|
|
4.436%, 02/15/2015 (S) |
|
| 250,000 |
|
| 260,717 |
|
| 1.03 | % |
JPMorgan Chase & Company |
|
|
|
|
|
|
|
|
|
|
6.000%, 01/15/2018 |
|
| 250,000 |
|
| 277,902 |
|
| 1.10 | % |
Key Bank NA |
|
|
|
|
|
|
|
|
|
|
5.800%, 07/01/2014 |
|
| 250,000 |
|
| 274,008 |
|
| 1.08 | % |
Lincoln National Corp. (6.050% to |
|
|
|
|
|
|
|
|
|
|
04/20/17, then 3 month |
|
|
|
|
|
|
|
|
|
|
LIBOR + 2.040%) |
|
|
|
|
|
|
|
|
|
|
04/20/2067 |
|
| 250,000 |
|
| 240,625 |
|
| 0.95 | % |
Morgan Stanley |
|
|
|
|
|
|
|
|
|
|
7.300%, 05/13/2019 |
|
| 250,000 |
|
| 283,351 |
|
| 1.12 | % |
Santander Holdings USA, Inc. |
|
|
|
|
|
|
|
|
|
|
4.625%, 04/19/2016 |
|
| 250,000 |
|
| 251,124 |
|
| 0.99 | % |
The Goldman Sachs Group, Inc. |
|
|
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
| 250,000 |
|
| 249,996 |
|
| 0.99 | % |
The Royal Bank of Scotland PLC |
|
|
|
|
|
|
|
|
|
|
4.875%, 03/16/2015 |
|
| 250,000 |
|
| 259,361 |
|
| 1.03 | % |
Unum Group |
|
|
|
|
|
|
|
|
|
|
7.125%, 09/30/2016 |
|
| 250,000 |
|
| 286,819 |
|
| 1.14 | % |
Willis Group Holdings PLC |
|
|
|
|
|
|
|
|
|
|
5.750%, 03/15/2021 |
|
| 250,000 |
|
| 254,869 |
|
| 1.01 | % |
OTHER SECURITIES |
|
|
|
|
| 605,388 |
|
| 2.41 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 6,192,273 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Materials - 3.20% |
|
|
|
|
|
|
|
|
|
|
ArcelorMittal |
|
|
|
|
|
|
|
|
|
|
6.750%, 03/01/2041 |
|
| 250,000 |
|
| 247,789 |
|
| 0.98 | % |
International Paper Company |
|
|
|
|
|
|
|
|
|
|
7.950%, 06/15/2018 |
|
| 250,000 |
|
| 297,527 |
|
| 1.18 | % |
OTHER SECURITIES |
|
|
|
|
| 263,818 |
|
| 1.04 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 809,134 |
|
|
|
|
Telecommunication Services - 3.36% |
|
|
|
|
|
|
|
|
|
|
America Movil SAB de CV |
|
|
|
|
|
|
|
|
|
|
5.000%, 03/30/2020 |
|
| 250,000 |
|
| 260,634 |
|
| 1.03 | % |
Qwest Corp. |
|
|
|
|
|
|
|
|
|
|
7.500%, 10/01/2014 |
|
| 250,000 |
|
| 280,312 |
|
| 1.11 | % |
Telecom Italia Capital SA |
|
|
|
|
|
|
|
|
|
|
7.721%, 06/04/2038 |
|
| 250,000 |
|
| 248,627 |
|
| 0.98 | % |
OTHER SECURITIES |
|
|
|
|
| 58,494 |
|
| 0.24 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 848,067 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Utilities - 3.01% |
|
|
|
|
|
|
|
|
|
|
Duke Energy Corp. |
|
|
|
|
|
|
|
|
|
|
6.300%, 02/01/2014 |
|
| 250,000 |
|
| 279,117 |
|
| 1.10 | % |
NiSource Finance Corp. |
|
|
|
|
|
|
|
|
|
|
5.400%, 07/15/2014 |
|
| 250,000 |
|
| 274,734 |
|
| 1.09 | % |
OTHER SECURITIES |
|
|
|
|
| 207,194 |
|
| 0.82 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 761,045 |
|
|
|
|
|
|
|
| |||||||
TOTAL CORPORATE BONDS (Cost $11,565,023) |
|
|
|
| $ | 11,468,744 |
|
|
|
|
|
|
|
|
The accompanying notes are an integral part of the financial statements.
12
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Bond PS Series (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
CAPITAL PREFERRED SECURITIES - 0.29% |
|
|
|
|
|
|
|
|
|
|
Financials - 0.29% |
|
|
|
| $ | 72,865 |
|
| 0.29 | % |
|
|
|
| |||||||
TOTAL CAPITAL PREFERRED SECURITIES (Cost $77,639) |
|
|
|
| $ | 72,865 |
|
|
|
|
|
|
|
| |||||||
Collateralized Mortgage |
|
|
|
|
|
|
|
|
|
|
Obligations 1.24% |
|
|
|
|
| 313,064 |
|
| 1.24 | % |
|
|
|
| |||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS |
|
|
|
| $ | 313,064 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Bond PS Series) |
|
|
|
|
|
|
|
|
|
|
(Cost $24,696,636) - 97.37% |
|
|
|
| $ | 24,596,293 |
|
| 97.37 | % |
Other Assets And Liabilities, Net - 2.63% |
|
|
|
|
| 663,376 |
|
| 2.63 | % |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 25,259,669 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
Core Bond Trust
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 59.24% |
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Mortgage Corp. - 6.47% |
|
|
|
|
|
|
|
|
|
|
4.500%, TBA |
| $ | 19,300,000 |
| $ | 19,918,856 |
|
| 1.11 | % |
5.000%, TBA |
|
| 7,200,000 |
|
| 7,630,878 |
|
| 0.43 | % |
5.000%, 11/01/2040 |
|
|
|
|
|
|
|
|
|
|
to 07/15/2041 |
|
| 28,425,615 |
|
| 30,186,318 |
|
| 1.68 | % |
6.000%, 03/01/2034 |
|
|
|
|
|
|
|
|
|
|
to 10/01/2038 |
|
| 20,647,483 |
|
| 22,887,379 |
|
| 1.28 | % |
OTHER SECURITIES |
|
|
|
|
| 35,313,556 |
|
| 1.97 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 115,936,987 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Federal National Mortgage Association - 32.96% |
|
|
|
|
|
|
|
|
|
|
3.000%, TBA |
|
| 15,700,000 |
|
| 15,464,663 |
|
| 0.86 | % |
3.500%, TBA |
|
| 149,936,000 |
|
| 149,934,312 |
|
| 8.36 | % |
3.500%, 09/01/2025 |
|
|
|
|
|
|
|
|
|
|
to 02/01/2041 |
|
| 96,266,018 |
|
| 95,968,236 |
|
| 5.35 | % |
4.000%, 10/01/2033 |
|
|
|
|
|
|
|
|
|
|
to 05/01/2037 |
|
| 15,429,024 |
|
| 15,593,493 |
|
| 0.87 | % |
5.000%, TBA |
|
| 33,200,000 |
|
| 35,245,542 |
|
| 1.97 | % |
5.000%, to 07/01/2041 |
|
| 87,639,682 |
|
| 93,072,222 |
|
| 5.19 | % |
6.000%, 03/01/2034 |
|
|
|
|
|
|
|
|
|
|
to 07/01/2037 |
|
| 133,723,545 |
|
| 148,430,734 |
|
| 8.28 | % |
OTHER SECURITIES |
|
|
|
|
| 37,065,072 |
|
| 2.08 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 590,774,274 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Government National Mortgage Association - 9.20% |
|
|
|
|
|
|
|
|
|
|
3.500%, TBA |
|
| 42,944,000 |
|
| 41,744,645 |
|
| 2.33 | % |
3.500%, 09/20/2040 |
|
|
|
|
|
|
|
|
|
|
to 03/20/2041 |
|
| 25,299,307 |
|
| 24,563,633 |
|
| 1.37 | % |
3.500%, 05/20/2041 |
|
|
|
|
|
|
|
|
|
|
to 06/20/2041 (P) |
|
| 13,759,159 |
|
| 14,339,836 |
|
| 0.80 | % |
4.000%, TBA |
|
| 8,994,000 |
|
| 9,448,851 |
|
| 0.53 | % |
4.000%, 03/20/2026 |
|
|
|
|
|
|
|
|
|
|
to 06/20/2026 |
|
| 61,554,704 |
|
| 64,812,796 |
|
| 3.62 | % |
4.000%, 04/20/2041 |
|
|
|
|
|
|
|
|
|
|
to 05/20/2041 (P) |
|
| 7,816,013 |
|
| 8,227,591 |
|
| 0.46 | % |
OTHER SECURITIES |
|
|
|
|
| 1,755,020 |
|
| 0.09 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 164,892,372 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Bonds - 2.95% |
|
|
|
|
|
|
|
|
|
|
4.250%, 11/15/2040 |
|
| 15,612,000 |
|
| 15,260,730 |
|
| 0.85 | % |
4.500%, 02/15/2036 |
|
| 17,398,000 |
|
| 17,974,309 |
|
| 1.00 | % |
4.750%, 02/15/2041 (L) |
|
| 10,073,000 |
|
| 10,707,287 |
|
| 0.60 | % |
OTHER SECURITIES |
|
|
|
| $ | 8,915,423 |
|
| 0.50 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 52,857,749 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Notes - 7.66% |
|
|
|
|
|
|
|
|
|
|
0.500%, 05/31/2013 |
| $ | 58,312,000 |
|
| 58,362,090 |
|
| 3.26 | % |
1.250%, 04/15/2014 |
|
| 23,771,000 |
|
| 24,099,705 |
|
| 1.34 | % |
1.500%, 06/30/2016 |
|
| 39,286,000 |
|
| 38,782,648 |
|
| 2.16 | % |
OTHER SECURITIES |
|
|
|
|
| 16,141,325 |
|
| 0.90 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 137,385,768 |
|
|
|
|
|
|
|
| |||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS |
|
|
|
| $ | 1,061,847,150 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 1.43% |
|
|
|
|
|
|
|
|
|
|
Chile - 0.11% |
|
|
|
|
| 2,012,000 |
|
| 0.11 | % |
Hungary - 0.22% |
|
|
|
|
| 3,977,350 |
|
| 0.22 | % |
Mexico - 0.28% |
|
|
|
|
| 4,954,936 |
|
| 0.28 | % |
Netherlands - 0.05% |
|
|
|
|
| 886,417 |
|
| 0.05 | % |
Qatar - 0.30% |
|
|
|
|
| 5,415,575 |
|
| 0.30 | % |
South Korea - 0.17% |
|
|
|
|
| 2,990,851 |
|
| 0.17 | % |
Sweden - 0.30% |
|
|
|
|
| 5,459,990 |
|
| 0.30 | % |
|
|
|
| |||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS |
|
|
|
| $ | 25,697,119 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS - 20.22% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 1.33% |
|
|
|
|
| 23,823,319 |
|
| 1.33 | % |
Consumer Staples - 1.47% |
|
|
|
|
| 26,428,689 |
|
| 1.47 | % |
Energy - 2.14% |
|
|
|
|
| 38,293,862 |
|
| 2.14 | % |
Financials - 8.33% |
|
|
|
|
|
|
|
|
|
|
Achmea Hypotheekbank NV |
|
|
|
|
|
|
|
|
|
|
3.200%, 11/03/2014 (S) |
|
| 8,500,000 |
|
| 8,918,523 |
|
| 0.50 | % |
General Electric Capital Corp. |
|
|
|
|
|
|
|
|
|
|
2.950%, 05/09/2016 |
|
| 8,015,000 |
|
| 8,055,163 |
|
| 0.45 | % |
OTHER SECURITIES |
|
|
|
|
| 132,241,528 |
|
| 7.38 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 149,215,214 |
|
|
|
|
Health Care - 0.88% |
|
|
|
|
| 15,840,661 |
|
| 0.88 | % |
Industrials - 0.63% |
|
|
|
|
| 11,311,430 |
|
| 0.63 | % |
Information Technology - 0.32% |
|
|
|
|
| 5,773,477 |
|
| 0.32 | % |
Materials - 1.02% |
|
|
|
|
| 18,254,507 |
|
| 1.02 | % |
Telecommunication Services - 1.65% |
|
|
|
|
| 29,569,688 |
|
| 1.65 | % |
Utilities - 2.45% |
|
|
|
|
|
|
|
|
|
|
Dominion Resources, Inc. |
|
|
|
|
|
|
|
|
|
|
8.875%, 01/15/2019 |
|
| 5,680,000 |
|
| 7,349,460 |
|
| 0.41 | % |
OTHER SECURITIES |
|
|
|
|
| 36,578,222 |
|
| 2.04 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 43,927,682 |
|
|
|
|
|
|
|
| |||||||
TOTAL CORPORATE BONDS (Cost $356,780,008) |
|
|
|
| $ | 362,438,529 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
MUNICIPAL BONDS - 1.16% |
|
|
|
|
|
|
|
|
|
|
California - 0.44% |
|
|
|
|
| 7,888,589 |
|
| 0.44 | % |
Illinois - 0.28% |
|
|
|
|
| 5,016,265 |
|
| 0.28 | % |
Nevada - 0.13% |
|
|
|
|
| 2,324,750 |
|
| 0.13 | % |
New Jersey - 0.17% |
|
|
|
|
| 3,016,902 |
|
| 0.17 | % |
Texas - 0.14% |
|
|
|
|
| 2,482,586 |
|
| 0.14 | % |
|
|
|
| |||||||
TOTAL MUNICIPAL BONDS (Cost $19,040,717) |
|
|
|
| $ | 20,729,092 |
|
|
|
|
|
|
|
|
The accompanying notes are an integral part of the financial statements.
13
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Core Bond Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
CAPITAL PREFERRED SECURITIES - 0.18% |
|
|
|
|
|
|
|
|
|
|
Financials - 0.18% |
|
|
|
| $ | 3,214,650 |
|
| 0.18 | % |
|
|
|
| |||||||
TOTAL CAPITAL PREFERRED SECURITIES (Cost $3,005,684) |
|
|
|
| $ | 3,214,650 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE |
|
|
|
|
|
|
|
|
|
|
Banc of America Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage, Inc., Series 2006-6, |
|
|
|
|
|
|
|
|
|
|
Class A4 |
|
|
|
|
|
|
|
|
|
|
5.356% 10/10/2045 |
| $ | 6,623,000 |
|
| 7,089,888 |
|
| 0.40 | % |
Commercial Mortgage Pass Through |
|
|
|
|
|
|
|
|
|
|
Certificates, Series 2004-B4A, |
|
|
|
|
|
|
|
|
|
|
Class A5 |
|
|
|
|
|
|
|
|
|
|
4.840% 10/15/2037 |
|
| 7,741,000 |
|
| 8,224,782 |
|
| 0.46 | % |
Federal Home Loan Mortgage Corp., |
|
|
|
|
|
|
|
|
|
|
Series K010, Class A1 |
|
|
|
|
|
|
|
|
|
|
3.320% 07/25/2020 |
|
| 6,887,462 |
|
| 7,081,297 |
|
| 0.40 | % |
Federal Home Loan Mortgage Corp., |
|
|
|
|
|
|
|
|
|
|
Series 3704, Class CA |
|
|
|
|
|
|
|
|
|
|
4.000% 12/15/2036 |
|
| 11,656,036 |
|
| 12,295,266 |
|
| 0.69 | % |
Federal Home Loan Mortgage Corp., |
|
|
|
|
|
|
|
|
|
|
Series 3632, Class PK |
|
|
|
|
|
|
|
|
|
|
5.000% 02/15/2040 |
|
| 14,217,045 |
|
| 15,560,347 |
|
| 0.87 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2009-66, |
|
|
|
|
|
|
|
|
|
|
Class KE |
|
|
|
|
|
|
|
|
|
|
4.000% 09/25/2039 |
|
| 6,884,722 |
|
| 7,242,573 |
|
| 0.40 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2010-M3, |
|
|
|
|
|
|
|
|
|
|
Class A3 |
|
|
|
|
|
|
|
|
|
|
4.332% 03/25/2020 (P) |
|
| 10,746,000 |
|
| 11,185,741 |
|
| 0.62 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 3652, |
|
|
|
|
|
|
|
|
|
|
Class AP |
|
|
|
|
|
|
|
|
|
|
4.500% 03/15/2040 |
|
| 11,682,204 |
|
| 12,550,390 |
|
| 0.70 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2010-54, |
|
|
|
|
|
|
|
|
|
|
Class EA |
|
|
|
|
|
|
|
|
|
|
4.500% 06/25/2040 |
|
| 8,509,259 |
|
| 9,152,996 |
|
| 0.51 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2009-105, |
|
|
|
|
|
|
|
|
|
|
Class CB |
|
|
|
|
|
|
|
|
|
|
6.000% 12/25/2039 |
|
| 6,956,149 |
|
| 7,602,140 |
|
| 0.42 | % |
Government National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2005-78, |
|
|
|
|
|
|
|
|
|
|
Class A |
|
|
|
|
|
|
|
|
|
|
5.000% 07/16/2033 |
|
| 14,477,021 |
|
| 15,750,661 |
|
| 0.88 | % |
OTHER SECURITIES |
|
|
|
|
| 272,979,528 |
|
| 15.22 | % |
|
|
|
| |||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS |
|
|
|
| $ | 386,715,609 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
ASSET BACKED SECURITIES - 10.99% |
|
|
|
|
|
|
|
|
|
|
Citibank Omni Master Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2009-A14A, Class A14 |
|
|
|
|
|
|
|
|
|
|
2.937% 08/15/2018 (P)(S) |
|
| 10,298,000 |
|
| 10,825,902 |
|
| 0.60 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association |
|
|
|
|
|
|
|
|
|
|
5.000% 08/25/2041 |
|
| 12,061,000 |
|
| 12,900,847 |
|
| 0.72 | % |
Goal Capital Funding Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2006-1, Class A3 |
|
|
|
|
|
|
|
|
|
|
0.377% 11/25/2026 (P) |
|
| 7,463,000 |
|
| 7,052,420 |
|
| 0.39 | % |
Government National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association |
|
|
|
|
|
|
|
|
|
|
6.000% 07/15/2041 |
|
| 12,469,000 |
|
| 14,031,522 |
|
| 0.78 | % |
National Credit Union |
|
|
|
|
|
|
|
|
|
|
Administration Guaranteed Notes |
|
|
|
|
|
|
|
|
|
|
2.350% 06/12/2017 |
| $ | 17,170,000 |
| $ | 17,179,272 |
|
| 0.96 | % |
Nelnet Student Loan Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2007-1, Class A3 |
|
|
|
|
|
|
|
|
|
|
0.327% 05/27/2025 (P) |
|
| 8,449,000 |
|
| 7,873,735 |
|
| 0.44 | % |
Nelnet Student Loan Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2008-3, Class A4 |
|
|
|
|
|
|
|
|
|
|
1.907% 11/25/2024 (P) |
|
| 8,770,000 |
|
| 9,116,615 |
|
| 0.51 | % |
SLC Student Loan Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2008-1, Class A4A |
|
|
|
|
|
|
|
|
|
|
1.847% 12/15/2032 (P) |
|
| 7,334,000 |
|
| 7,515,484 |
|
| 0.42 | % |
SLM Student Loan Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2003-14, Class A5 |
|
|
|
|
|
|
|
|
|
|
0.504% 01/25/2023 (P) |
|
| 7,252,000 |
|
| 7,149,217 |
|
| 0.40 | % |
OTHER SECURITIES |
|
|
|
|
| 103,284,777 |
|
| 5.77 | % |
|
|
|
| |||||||
TOTAL ASSET BACKED SECURITIES (Cost $196,268,849) |
|
|
|
| $ | 196,929,791 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SECURITIES LENDING COLLATERAL - 0.40% |
|
|
|
|
|
|
|
|
|
|
John Hancock Collateral |
|
|
|
|
|
|
|
|
|
|
Investment Trust, |
|
|
|
|
|
|
|
|
|
|
0.2447% (W)(Y) |
|
| 708,936 |
|
| 7,094,963 |
|
| 0.40 | % |
|
|
|
| |||||||
TOTAL SECURITIES LENDING COLLATERAL |
|
|
|
| $ | 7,094,963 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 3.25% |
|
|
|
|
|
|
|
|
|
|
Short-Term Securities - 3.25% |
|
|
|
|
|
|
|
|
|
|
State Street Institutional Liquid |
|
|
|
|
|
|
|
|
|
|
Reserves Fund, 0.1511% * |
|
| 58,182,027 |
|
| 58,182,027 |
|
| 3.25 | % |
|
|
|
| |||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $58,182,027) |
|
|
|
| $ | 58,182,027 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Core Bond Trust) |
|
|
|
|
|
|
|
|
|
|
(Cost $2,109,134,753) - 118.44% |
|
|
|
| $ | 2,122,848,930 |
|
| 118.44 | % |
Other Assets And Liabilities, Net - (18.44%) |
|
|
|
|
| (330,435,953 | ) |
| (18.44 | )% |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 1,792,412,977 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
|
|
|
|
|
|
SALE COMMITMENTS OUTSTANDING - (5.27)% |
|
|
|
|
|
|
|
|
|
|
Federal National Mortgage Association - (4.84)% |
|
|
|
|
|
|
|
|
|
|
5.000%, TBA |
|
| (57,900,000 | ) |
| (61,467,376 | ) |
| (3.43 | )% |
6.000%, TBA |
|
| (13,800,000 | ) |
| (15,159,991 | ) |
| (0.84 | )% |
6.000%, TBA |
|
| (9,300,000 | ) |
| (10,199,442 | ) |
| (0.57 | )% |
|
|
|
| |||||||
TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION |
|
|
|
| $ | (86,826,809 | ) |
|
|
|
|
|
|
| |||||||
Federal Home Loan Mortgage Corp. - (0.43)% |
|
|
|
|
|
|
|
|
|
|
5.000%, TBA |
|
| (7,200,000 | ) |
| (7,630,877 | ) |
| (0.43 | )% |
|
|
|
| |||||||
TOTAL FEDERAL HOME LOAN MORTGAGE CORP. |
|
|
|
| $ | (7,630,877 | ) |
|
|
|
|
|
|
| |||||||
TOTAL SALE COMMITMENTS OUTSTANDING |
|
|
|
| $ | (94,457,686 | ) |
|
|
|
|
|
|
|
The accompanying notes are an integral part of the financial statements.
14
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Global Bond Trust
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 14.20% |
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Mortgage Corp. - 0.06% |
|
|
|
| $ | 581,291 |
|
| 0.06 | % |
Federal National Mortgage Association - 14.12% |
|
|
|
|
|
|
|
|
|
|
4.000%, TBA |
| $ | 101,000,000 |
|
| 100,882,416 |
|
| 10.02 | % |
4.000%, 08/01/2040 |
|
|
|
|
|
|
|
|
|
|
to 05/01/2041 |
|
| 38,764,672 |
|
| 38,780,432 |
|
| 3.85 | % |
OTHER SECURITIES |
|
|
|
|
| 2,515,185 |
|
| 0.25 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 142,178,033 |
|
|
|
|
Government National Mortgage Association - 0.02% |
|
|
|
|
| 193,090 |
|
| 0.02 | % |
|
|
|
| |||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS |
|
|
|
| $ | 142,952,414 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 23.24% |
|
|
|
|
|
|
|
|
|
|
Canada - 2.35% |
|
|
|
|
|
|
|
|
|
|
Government of Canada |
|
|
|
|
|
|
|
|
|
|
1.750%, 03/01/2013 | CAD |
| 22,000,000 |
|
| 22,903,417 |
|
| 2.28 | % |
OTHER SECURITIES |
|
|
|
|
| 738,283 |
|
| 0.07 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 23,641,700 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
France - 0.89% |
|
|
|
|
|
|
|
|
|
|
Societe Financement de |
|
|
|
|
|
|
|
|
|
|
l’Economie Francaise |
|
|
|
|
|
|
|
|
|
|
2.250%, 06/11/2012 (S) |
| $ | 8,800,000 |
|
| 8,945,262 |
|
| 0.89 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 8,945,262 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Germany - 5.32% |
|
|
|
|
|
|
|
|
|
|
Federal Republic of Germany |
|
|
|
|
|
|
|
|
|
|
5.625%, 01/04/2028 | EUR |
| 10,600,000 |
|
| 19,117,488 |
|
| 1.90 | % |
Federal Republic of Germany |
|
|
|
|
|
|
|
|
|
|
6.500%, 07/04/2027 |
|
| 14,600,000 |
|
| 28,635,804 |
|
| 2.85 | % |
OTHER SECURITIES |
|
|
|
|
| 5,756,383 |
|
| 0.57 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 53,509,675 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Italy - 1.81% |
|
|
|
|
|
|
|
|
|
|
Government of Italy |
|
|
|
|
|
|
|
|
|
|
4.750%, 02/01/2013 |
|
| 12,200,000 |
|
| 18,199,581 |
|
| 1.81 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 18,199,581 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Japan - 5.31% |
|
|
|
|
|
|
|
|
|
|
Government of Japan |
|
|
|
|
|
|
|
|
|
|
zero coupon, 09/26/2011 (Z) | JPY |
| 2,670,000,000 |
|
| 33,157,725 |
|
| 3.30 | % |
Government of Japan |
|
|
|
|
|
|
|
|
|
|
0.200%, 02/15/2012 |
|
| 1,630,000,000 |
|
| 20,249,356 |
|
| 2.01 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 53,407,081 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
New Zealand - 2.30% |
|
|
|
|
|
|
|
|
|
|
Dominion of New Zealand |
|
|
|
|
|
|
|
|
|
|
5.000%, 03/15/2019 | NZD |
| 18,600,000 |
|
| 15,492,231 |
|
| 1.54 | % |
Dominion of New Zealand |
|
|
|
|
|
|
|
|
|
|
6.000%, 05/15/2021 |
|
| 8,700,000 |
|
| 7,694,340 |
|
| 0.76 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 23,186,571 |
|
|
|
|
Norway - 0.53% |
|
|
|
|
|
|
|
|
|
|
Kommunalbanken AS |
|
|
|
|
|
|
|
|
|
|
2.000%, 01/14/2013 |
| $ | 5,200,000 |
|
| 5,301,176 |
|
| 0.53 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 5,301,176 |
|
|
|
|
Spain - 1.57% |
|
|
|
|
|
|
|
|
|
|
Instituto de Credito Oficial |
|
|
|
|
|
|
|
|
|
|
3.276%, 03/25/2014 (P) (S) | EUR |
| 11,000,000 |
|
| 15,850,545 |
|
| 1.57 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 15,850,545 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom - 3.16% |
|
|
|
|
|
|
|
|
|
|
Government of United |
|
|
|
|
|
|
|
|
|
|
Kingdom |
|
|
|
|
|
|
|
|
|
|
4.250%, 12/07/2027 | GBP |
| 4,400,000 |
|
| 7,149,562 |
|
| 0.71 | % |
Government of United |
|
|
|
|
|
|
|
|
|
|
Kingdom |
|
|
|
|
|
|
|
|
|
|
4.750%, 12/07/2030 | GBP |
| 7,400,000 |
| $ | 12,745,413 |
|
| 1.27 | % |
Government of United |
|
|
|
|
|
|
|
|
|
|
Kingdom |
|
|
|
|
|
|
|
|
|
|
5.000%, 03/07/2025 |
|
| 4,000,000 |
|
| 7,160,906 |
|
| 0.71 | % |
OTHER SECURITIES |
|
|
|
|
| 4,807,858 |
|
| 0.47 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 31,863,739 |
|
|
|
|
|
|
|
| |||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS |
|
|
|
| $ | 233,905,330 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS - 46.43% |
|
|
|
|
|
|
|
|
|
|
Australia - 5.22% |
|
|
|
|
|
|
|
|
|
|
Commonwealth Bank of |
|
|
|
|
|
|
|
|
|
|
Australia |
|
|
|
|
|
|
|
|
|
|
0.705%, 07/12/2013 (P) (S) |
| $ | 8,000,000 |
|
| 7,995,600 |
|
| 0.79 | % |
Commonwealth Bank of |
|
|
|
|
|
|
|
|
|
|
Australia |
|
|
|
|
|
|
|
|
|
|
0.747%, 06/25/2014 (P) (S) |
|
| 14,800,000 |
|
| 14,905,968 |
|
| 1.48 | % |
Commonwealth Bank of |
|
|
|
|
|
|
|
|
|
|
Australia |
|
|
|
|
|
|
|
|
|
|
2.500%, 12/10/2012 (S) |
|
| 5,500,000 |
|
| 5,639,249 |
|
| 0.56 | % |
ING Bank Australia, Ltd. |
|
|
|
|
|
|
|
|
|
|
5.668%, 06/24/2014 (P) | AUD |
| 10,000,000 |
|
| 10,796,176 |
|
| 1.07 | % |
OTHER SECURITIES |
|
|
|
|
| 13,138,228 |
|
| 1.32 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 52,475,221 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Bermuda - 0.03% |
|
|
|
|
| 276,750 |
|
| 0.03 | % |
Canada - 1.05% |
|
|
|
|
|
|
|
|
|
|
Honda Canada Finance, Inc., |
|
|
|
|
|
|
|
|
|
|
Series E |
|
|
|
|
|
|
|
|
|
|
1.466%, 03/26/2012 (P) | CAD |
| 10,200,000 |
|
| 10,540,620 |
|
| 1.05 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 10,540,620 |
|
|
|
|
Cayman Islands - 0.27% |
|
|
|
|
| 2,752,754 |
|
| 0.27 | % |
Denmark - 0.03% |
|
|
|
|
| 271,270 |
|
| 0.03 | % |
France - 7.51% |
|
|
|
|
|
|
|
|
|
|
BNP Paribas Home Loan |
|
|
|
|
|
|
|
|
|
|
Covered Bonds SA |
|
|
|
|
|
|
|
|
|
|
2.200%, 11/02/2015 (S) |
| $ | 5,800,000 |
|
| 5,665,417 |
|
| 0.56 | % |
Cie de Financement Foncier |
|
|
|
|
|
|
|
|
|
|
1.625%, 07/23/2012 (S) |
| $ | 7,200,000 |
|
| 7,257,017 |
|
| 0.72 | % |
Cie de Financement Foncier |
|
|
|
|
|
|
|
|
|
|
2.000%, 02/17/2012 | EUR |
| 6,800,000 |
|
| 9,864,923 |
|
| 0.98 | % |
Credit Agricole Home Loan |
|
|
|
|
|
|
|
|
|
|
1.024%, 07/21/2014 (P) (S) |
| $ | 5,200,000 |
|
| 5,201,622 |
|
| 0.52 | % |
Dexia Credit Local SA |
|
|
|
|
|
|
|
|
|
|
0.535%, 01/12/2012 (P) (S) |
|
| 8,000,000 |
|
| 7,996,656 |
|
| 0.79 | % |
Dexia Credit Local SA |
|
|
|
|
|
|
|
|
|
|
2.750%, 01/10/2014 (S) |
|
| 15,500,000 |
|
| 15,764,306 |
|
| 1.57 | % |
OTHER SECURITIES |
|
|
|
|
| 23,827,364 |
|
| 2.37 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 75,577,305 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Germany - 2.22% |
|
|
|
|
|
|
|
|
|
|
IKB Deutsche Industriebank |
|
|
|
|
|
|
|
|
|
|
AG |
|
|
|
|
|
|
|
|
|
|
2.125%, 09/10/2012 | EUR |
| 3,600,000 |
|
| 5,235,360 |
|
| 0.52 | % |
Kreditanstalt Fuer |
|
|
|
|
|
|
|
|
|
|
Wiederaufbau |
|
|
|
|
|
|
|
|
|
|
1.250%, 06/17/2013 |
|
| 7,800,000 |
|
| 11,157,437 |
|
| 1.11 | % |
Kreditanstalt Fuer |
|
|
|
|
|
|
|
|
|
|
Wiederaufbau |
|
|
|
|
|
|
|
|
|
|
5.500%, 06/05/2014 | AUD |
| 5,200,000 |
|
| 5,603,415 |
|
| 0.56 | % |
The accompanying notes are an integral part of the financial statements.
15
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Global Bond Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
CORPORATE BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Germany (continued) |
|
|
|
|
|
|
|
|
|
|
OTHER SECURITIES |
|
|
|
| $ | 362,537 |
|
| 0.03 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 22,358,749 |
|
|
|
|
Ireland - 0.06% |
|
|
|
|
| 618,000 |
|
| 0.06 | % |
Italy - 0.46% |
|
|
|
|
| 4,588,739 |
|
| 0.46 | % |
Jersey, C.I. - 0.53% |
|
|
|
|
| 5,361,439 |
|
| 0.53 | % |
Luxembourg - 0.46% |
|
|
|
|
| 4,650,394 |
|
| 0.46 | % |
Netherlands - 3.98% |
|
|
|
|
|
|
|
|
|
|
Fortis Bank Nederland |
|
|
|
|
|
|
|
|
|
|
Holding NV |
|
|
|
|
|
|
|
|
|
|
3.375%, 05/19/2014 | EUR |
| 5,900,000 |
|
| 8,802,883 |
|
| 0.87 | % |
OTHER SECURITIES |
|
|
|
|
| 31,260,907 |
|
| 3.11 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 40,063,790 |
|
|
|
|
Norway - 0.51% |
|
|
|
|
| 5,162,457 |
|
| 0.51 | % |
Singapore - 0.07% |
|
|
|
|
| 695,615 |
|
| 0.07 | % |
South Korea - 0.27% |
|
|
|
|
| 2,728,410 |
|
| 0.27 | % |
Sweden - 0.27% |
|
|
|
|
| 2,687,961 |
|
| 0.27 | % |
United Kingdom - 9.47% |
|
|
|
|
|
|
|
|
|
|
Abbey National Treasury |
|
|
|
|
|
|
|
|
|
|
Services PLC |
|
|
|
|
|
|
|
|
|
|
3.125%, 06/30/2014 | EUR |
| 4,300,000 |
|
| 6,201,522 |
|
| 0.62 | % |
Nationwide Building Society |
|
|
|
|
|
|
|
|
|
|
2.875%, 09/14/2015 |
|
| 4,700,000 |
|
| 6,643,818 |
|
| 0.66 | % |
Royal Bank of Scotland PLC |
|
|
|
|
|
|
|
|
|
|
1.450%, 10/20/2011 (S) |
| $ | 10,800,000 |
|
| 10,835,348 |
|
| 1.08 | % |
The Royal Bank of |
|
|
|
|
|
|
|
|
|
|
Scotland PLC |
|
|
|
|
|
|
|
|
|
|
0.514%, 03/30/2012 (S) (P) |
|
| 13,900,000 |
|
| 13,916,235 |
|
| 1.38 | % |
OTHER SECURITIES |
|
|
|
|
| 57,748,496 |
|
| 5.73 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 95,345,419 |
|
|
|
|
United States - 14.02% |
|
|
|
|
|
|
|
|
|
|
Ally Financial, Inc. |
|
|
|
|
|
|
|
|
|
|
6.875%, 09/15/2011 |
|
|
|
|
|
|
|
|
|
|
to 08/28/2012 |
|
| 5,300,000 |
|
| 5,364,750 |
|
| 0.53 | % |
Altria Group, Inc. |
|
|
|
|
|
|
|
|
|
|
9.250%, 08/06/2019 |
|
| 4,000,000 |
|
| 5,212,952 |
|
| 0.52 | % |
American International |
|
|
|
|
|
|
|
|
|
|
Group, Inc. (8.000% to |
|
|
|
|
|
|
|
|
|
|
05/22/2018, then 3 month |
|
|
|
|
|
|
|
|
|
|
EURIBOR + 4.450%) |
|
|
|
|
|
|
|
|
|
|
05/22/2038 | EUR |
| 5,600,000 |
|
| 8,100,536 |
|
| 0.80 | % |
BA Covered Bond Issuer |
|
|
|
|
|
|
|
|
|
|
4.125%, 04/05/2012 | EUR |
| 6,700,000 |
|
| 9,834,518 |
|
| 0.98 | % |
Bank of America Corp. |
|
|
|
|
|
|
|
|
|
|
(4.750% to 05/23/2012, then |
|
|
|
|
|
|
|
|
|
|
1 month |
|
|
|
|
|
|
|
|
|
|
EURIBOR + 0.770%) |
|
|
|
|
|
|
|
|
|
|
05/23/2017 |
|
| 4,100,000 |
|
| 5,463,246 |
|
| 0.54 | % |
Ford Motor Credit |
|
|
|
|
|
|
|
|
|
|
Company LLC |
|
|
|
|
|
|
|
|
|
|
7.250%, 10/25/2011 |
| $ | 5,100,000 |
|
| 5,176,531 |
|
| 0.51 | % |
Marsh & McLennan |
|
|
|
|
|
|
|
|
|
|
Companies, Inc. |
|
|
|
|
|
|
|
|
|
|
5.750%, 09/15/2015 |
|
| 5,000,000 |
|
| 5,492,465 |
|
| 0.55 | % |
Spectra Energy Capital LLC |
|
|
|
|
|
|
|
|
|
|
6.200%, 04/15/2018 |
|
| 5,000,000 |
|
| 5,666,785 |
|
| 0.56 | % |
The Bear Stearns |
|
|
|
|
|
|
|
|
|
|
Companies LLC |
|
|
|
|
|
|
|
|
|
|
7.250%, 02/01/2018 |
|
| 4,500,000 |
|
| 5,341,136 |
|
| 0.53 | % |
WM Covered Bond Program |
|
|
|
|
|
|
|
|
|
|
3.875%, 09/27/2011 | EUR |
| 3,700,000 |
|
| 5,388,116 |
|
| 0.54 | % |
OTHER SECURITIES |
|
|
|
| $ | 80,060,163 |
|
| 7.96 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 141,101,198 |
|
|
|
|
|
|
|
| |||||||
TOTAL CORPORATE BONDS (Cost $446,673,530) |
|
|
|
| $ | 467,256,091 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
MUNICIPAL BONDS - 3.24% |
|
|
|
|
|
|
|
|
|
|
California - 1.62% |
|
|
|
|
| 16,339,760 |
|
| 1.62 | % |
Georgia - 0.07% |
|
|
|
|
| 662,270 |
|
| 0.07 | % |
Illinois - 0.02% |
|
|
|
|
| 206,105 |
|
| 0.02 | % |
Iowa - 0.04% |
|
|
|
|
| 378,928 |
|
| 0.04 | % |
New York - 0.35% |
|
|
|
|
| 3,539,729 |
|
| 0.35 | % |
Ohio - 0.89% |
|
|
|
|
| 8,958,524 |
|
| 0.89 | % |
Puerto Rico - 0.00% |
|
|
|
|
| 42,848 |
|
| 0.00 | % |
Texas - 0.25% |
|
|
|
|
| 2,502,334 |
|
| 0.25 | % |
|
|
|
| |||||||
TOTAL MUNICIPAL BONDS (Cost $32,652,380) |
|
|
|
| $ | 32,630,498 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CAPITAL PREFERRED SECURITIES - 0.30% |
|
|
|
|
|
|
|
|
|
|
United States - 0.02% |
|
|
|
|
| 236,692 |
|
| 0.02 | % |
Cayman Islands - 0.28% |
|
|
|
|
| 2,773,355 |
|
| 0.28 | % |
|
|
|
| |||||||
TOTAL CAPITAL PREFERRED SECURITIES |
|
|
|
| $ | 3,010,047 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE |
|
|
|
|
|
|
|
|
|
|
Australia - 1.40% |
|
|
|
|
| 14,112,264 |
|
| 1.40 | % |
Ireland - 0.21% |
|
|
|
|
| 2,038,644 |
|
| 0.21 | % |
Netherlands - 0.04% |
|
|
|
|
| 418,931 |
|
| 0.04 | % |
United Kingdom - 3.58% |
|
|
|
|
|
|
|
|
|
|
Holmes Master Issuer PLC, |
|
|
|
|
|
|
|
|
|
|
Series 2011-1A, Class A3 |
|
|
|
|
|
|
|
|
|
|
2.677%, 10/15/2054 (P) (S) | EUR |
| 3,600,000 |
|
| 5,234,801 |
|
| 0.52 | % |
Holmes Master Issuer PLC, |
|
|
|
|
|
|
|
|
|
|
Series 2010-1A, Class A3 |
|
|
|
|
|
|
|
|
|
|
2.727%, 10/15/2054 (P) (S) |
|
| 4,500,000 |
|
| 6,543,338 |
|
| 0.65 | % |
Mansard Mortgages PLC, |
|
|
|
|
|
|
|
|
|
|
Series 2007-2X, Class A1 |
|
|
|
|
|
|
|
|
|
|
1.474%, 12/15/2049 (P) | GBP |
| 5,082,094 |
|
| 7,046,076 |
|
| 0.70 | % |
OTHER SECURITIES |
|
|
|
|
| 17,207,810 |
|
| 1.71 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 36,032,025 |
|
|
|
|
United States - 9.39% |
|
|
|
|
|
|
|
|
|
|
Citigroup/Deutsche Bank |
|
|
|
|
|
|
|
|
|
|
Commercial Mortgage Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2007-CD4, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.322%, 12/11/2049 |
|
| 5,600,000 |
|
| 5,937,845 |
|
| 0.59 | % |
NCUA Guaranteed Notes, |
|
|
|
|
|
|
|
|
|
|
Series 2010-R2, Class 1A |
|
|
|
|
|
|
|
|
|
|
0.560%, 11/06/2017 (P) |
|
| 13,691,481 |
|
| 13,695,725 |
|
| 1.36 | % |
OTHER SECURITIES |
|
|
|
|
| 74,870,534 |
|
| 7.44 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 94,504,104 |
|
|
|
|
|
|
|
| |||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS |
|
|
|
| $ | 147,105,968 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
ASSET BACKED SECURITIES - 3.60% |
|
|
|
|
|
|
|
|
|
|
Canada - 0.09% |
|
|
|
|
| 931,732 |
|
| 0.09 | % |
Cayman Islands - 0.89% |
|
|
|
|
| 8,960,656 |
|
| 0.89 | % |
Ireland - 0.70% |
|
|
|
|
| 7,019,162 |
|
| 0.70 | % |
Luxembourg - 0.12% |
|
|
|
|
| 1,246,219 |
|
| 0.12 | % |
The accompanying notes are an integral part of the financial statements.
16
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Global Bond Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or Principal Amount |
| Value |
| % of Net Assets |
| |||
|
|
|
|
| ||||||
ASSET BACKED SECURITIES (continued) |
|
|
|
|
|
|
|
|
|
|
Netherlands - 0.52% |
|
|
|
| $ | 5,225,937 |
|
| 0.52 | % |
United Kingdom - 0.11% |
|
|
|
|
| 1,094,674 |
|
| 0.11 | % |
United States - 1.17% |
|
|
|
|
| 11,774,006 |
|
| 1.17 | % |
|
|
|
| |||||||
TOTAL ASSET BACKED |
|
|
|
|
|
|
|
|
|
|
SECURITIES (Cost $35,555,196) |
|
|
|
| $ | 36,252,386 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
TERM LOANS (M) - 0.73% |
|
|
|
|
|
|
|
|
|
|
Germany - 0.32% |
|
|
|
|
| 3,188,999 |
|
| 0.32 | % |
United States - 0.41% |
|
|
|
|
| 4,182,233 |
|
| 0.41 | % |
|
|
|
| |||||||
TOTAL TERM LOANS (Cost $7,142,753) |
|
|
|
| $ | 7,371,232 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
PREFERRED SECURITIES - 0.21% |
|
|
|
|
|
|
|
|
|
|
United States - 0.21% |
|
|
|
|
| 2,154,861 |
|
| 0.21 | % |
|
|
|
| |||||||
TOTAL PREFERRED SECURITIES (Cost $2,611,853) |
|
|
|
| $ | 2,154,861 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
OPTIONS PURCHASED - 0.00% |
|
|
|
|
|
|
|
|
|
|
Puts - 0.00% |
|
|
|
|
| 29 |
|
| 0.00 | % |
|
|
|
| |||||||
TOTAL OPTIONS PURCHASED (Cost $1,406) |
|
|
|
| $ | 29 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 1.07% |
|
|
|
|
|
|
|
|
|
|
Short-Term Securities 1.07% |
|
|
|
|
| 10,771,490 |
|
| 1.07 | % |
|
|
|
| |||||||
TOTAL SHORT-TERM |
|
|
|
|
|
|
|
|
|
|
INVESTMENTS (Cost $10,771,490) |
|
|
|
| $ | 10,771,490 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Global Bond Trust) |
|
|
|
|
|
|
|
|
|
|
(Cost $1,065,476,669) - 107.64% |
|
|
|
| $ | 1,083,410,346 |
|
| 107.64 | % |
Other Assets And Liabilities, Net - (7.64%) |
|
|
|
|
| (76,930,198 | ) |
| (7.64 | )% |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 1,006,480,148 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
High Yield Trust
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or Principal Amount |
| Value |
| % of Net Assets |
| |||
|
|
|
|
| ||||||
FOREIGN GOVERNMENT |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 3.28% |
|
|
|
|
|
|
|
|
|
|
Argentina - 1.40% |
|
|
|
|
|
|
|
|
|
|
Republic of Argentina |
|
|
|
|
|
|
|
|
|
|
8.750%, 06/02/2017 |
| $ | 1,376,830 |
| $ | 1,431,902 |
|
| 0.57 | % |
OTHER SECURITIES |
|
|
|
|
| 2,068,987 |
|
| 0.83 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 3,500,889 |
|
|
|
|
Brazil - 0.59% |
|
|
|
|
| 1,473,649 |
|
| 0.59 | % |
Indonesia - 0.75% |
|
|
|
|
| 1,865,936 |
|
| 0.75 | % |
Venezuela - 0.54% |
|
|
|
|
| 1,350,560 |
|
| 0.54 | % |
|
|
|
| |||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS |
|
|
|
| $ | 8,191,034 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS - 75.19% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 17.42% |
|
|
|
|
|
|
|
|
|
|
CityCenter |
|
|
|
|
|
|
|
|
|
|
Holdings LLC/CityCenter |
|
|
|
|
|
|
|
|
|
|
Finance Corp. PIK |
|
|
|
|
|
|
|
|
|
|
10.750%, 01/15/2017 (S) |
|
| 1,170,000 |
|
| 1,269,450 |
|
| 0.51 | % |
El Pollo Loco, Inc. |
|
|
|
|
|
|
|
|
|
|
11.750%, 12/01/2012 |
|
|
|
|
|
|
|
|
|
|
to 11/15/2013 |
|
| 1,275,000 |
|
| 1,286,550 |
|
| 0.51 | % |
Inn of The Mountain Gods Resort & |
|
|
|
|
|
|
|
|
|
|
Casino |
|
|
|
|
|
|
|
|
|
|
8.750%, 11/30/2020 (S) |
| $ | 2,984,000 |
| $ | 2,924,320 |
|
| 1.17 | % |
Landry’s Holdings, Inc. |
|
|
|
|
|
|
|
|
|
|
11.500%, 06/01/2014 (S) |
|
| 1,500,000 |
|
| 1,496,250 |
|
| 0.60 | % |
Mohegan Tribal Gaming Authority |
|
|
|
|
|
|
|
|
|
|
8.000%, 04/01/2012 |
|
| 2,600,000 |
|
| 2,106,000 |
|
| 0.84 | % |
NCL Corp. Ltd. |
|
|
|
|
|
|
|
|
|
|
11.750%, 11/15/2016 |
|
| 1,400,000 |
|
| 1,613,500 |
|
| 0.65 | % |
Simmons Foods, Inc. |
|
|
|
|
|
|
|
|
|
|
10.500%, 11/01/2017 (S) |
|
| 1,640,000 |
|
| 1,738,400 |
|
| 0.70 | % |
The Neiman Marcus Group, Inc. |
|
|
|
|
|
|
|
|
|
|
7.125%, 06/01/2028 |
|
| 4,404,000 |
|
| 4,073,700 |
|
| 1.63 | % |
Univision Communications, Inc. |
|
|
|
|
|
|
|
|
|
|
8.500%, 05/15/2021 (S) |
|
| 1,290,000 |
|
| 1,286,775 |
|
| 0.51 | % |
OTHER SECURITIES |
|
|
|
|
| 25,741,768 |
|
| 10.30 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 43,536,713 |
|
|
|
|
Consumer Staples - 3.05% |
|
|
|
|
|
|
|
|
|
|
Hypermarcas SA |
|
|
|
|
|
|
|
|
|
|
6.500%, 04/20/2021 (S) |
|
| 1,350,000 |
|
| 1,348,313 |
|
| 0.54 | % |
Viskase Companies, Inc. |
|
|
|
|
|
|
|
|
|
|
9.875%, 01/15/2018 (S) |
|
| 2,940,000 |
|
| 3,064,950 |
|
| 1.23 | % |
OTHER SECURITIES |
|
|
|
|
| 3,220,950 |
|
| 1.28 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 7,634,213 |
|
|
|
|
Energy - 12.95% |
|
|
|
|
|
|
|
|
|
|
Adaro Indonesia PT |
|
|
|
|
|
|
|
|
|
|
7.625%, 10/22/2019 (S) |
|
| 1,730,000 |
|
| 1,920,300 |
|
| 0.77 | % |
Corral Petroleum Holdings AB, PIK |
|
|
|
|
|
|
|
|
|
|
2.000%, 09/18/2011 (S) |
|
| 1,705,993 |
|
| 1,642,936 |
|
| 0.66 | % |
Energy Future Intermediate Holding |
|
|
|
|
|
|
|
|
|
|
Company LLC |
|
|
|
|
|
|
|
|
|
|
10.000%, 12/01/2020 |
|
| 1,613,000 |
|
| 1,719,387 |
|
| 0.69 | % |
Exco Resources, Inc. |
|
|
|
|
|
|
|
|
|
|
7.500%, 09/15/2018 |
|
| 1,410,000 |
|
| 1,371,225 |
|
| 0.55 | % |
Hercules Offshore, Inc. |
|
|
|
|
|
|
|
|
|
|
10.500%, 10/15/2017 (S) |
|
| 1,225,000 |
|
| 1,280,125 |
|
| 0.51 | % |
Offshore Group Investments, Ltd. |
|
|
|
|
|
|
|
|
|
|
11.500%, 08/01/2015 |
|
| 1,210,000 |
|
| 1,315,875 |
|
| 0.53 | % |
Overseas Shipholding Group, Inc. |
|
|
|
|
|
|
|
|
|
|
8.125%, 03/30/2018 |
|
| 1,560,000 |
|
| 1,530,750 |
|
| 0.61 | % |
Pan American Energy LLC |
|
|
|
|
|
|
|
|
|
|
7.875%, 05/07/2021 |
|
| 1,290,000 |
|
| 1,367,400 |
|
| 0.55 | % |
Plains Exploration & Production |
|
|
|
|
|
|
|
|
|
|
Company |
|
|
|
|
|
|
|
|
|
|
10.000%, 03/01/2016 |
|
| 1,500,000 |
|
| 1,687,500 |
|
| 0.68 | % |
Quicksilver Resources, Inc. |
|
|
|
|
|
|
|
|
|
|
11.750%, 01/01/2016 |
|
| 1,780,000 |
|
| 2,038,100 |
|
| 0.82 | % |
OTHER SECURITIES |
|
|
|
|
| 16,499,280 |
|
| 6.58 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 32,372,878 |
|
|
|
|
Financials - 3.78% |
|
|
|
|
|
|
|
|
|
|
Astoria Depositor Corp., Series B |
|
|
|
|
|
|
|
|
|
|
8.144%, 05/01/2021 (S) |
|
| 1,460,000 |
|
| 1,401,600 |
|
| 0.56 | % |
International Lease Finance Corp. |
|
|
|
|
|
|
|
|
|
|
8.250%, 12/15/2020 |
|
| 1,940,000 |
|
| 2,095,200 |
|
| 0.84 | % |
OTHER SECURITIES |
|
|
|
|
| 5,961,083 |
|
| 2.38 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 9,457,883 |
|
|
|
|
Health Care - 4.27% |
|
|
|
|
|
|
|
|
|
|
CRC Health Corp. |
|
|
|
|
|
|
|
|
|
|
10.750%, 02/01/2016 |
|
| 4,810,000 |
|
| 4,894,175 |
|
| 1.96 | % |
OTHER SECURITIES |
|
|
|
|
| 5,768,137 |
|
| 2.31 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 10,662,312 |
|
|
|
|
The accompanying notes are an integral part of the financial statements.
17
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
High Yield Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or Principal Amount |
| Value |
| % of Net Assets |
| |||
|
|
|
|
| ||||||
CORPORATE BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Industrials - 10.50% |
|
|
|
|
|
|
|
|
|
|
Florida East Coast Holdings Corp., |
|
|
|
|
|
|
|
|
|
|
PIK |
|
|
|
|
|
|
|
|
|
|
10.500%, 08/01/2017 (S) |
| $ | 1,400,000 |
| $ | 1,452,500 |
|
| 0.58 | % |
Syncreon Global |
|
|
|
|
|
|
|
|
|
|
Ireland Ltd./Syncreon Global |
|
|
|
|
|
|
|
|
|
|
Finance US, Inc. |
|
|
|
|
|
|
|
|
|
|
9.500%, 05/01/2018 (S) |
|
| 2,630,000 |
|
| 2,708,900 |
|
| 1.08 | % |
OTHER SECURITIES |
|
|
|
|
| 22,092,081 |
|
| 8.84 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 26,253,481 |
|
|
|
|
Information Technology - 1.86% |
|
|
|
|
|
|
|
|
|
|
NXP BV/NXP Funding LLC |
|
|
|
|
|
|
|
|
|
|
9.750%, 08/01/2018 (S) |
|
| 1,900,000 |
|
| 2,128,000 |
|
| 0.85 | % |
OTHER SECURITIES |
|
|
|
|
| 2,529,916 |
|
| 1.01 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 4,657,916 |
|
|
|
|
Materials - 7.05% |
|
|
|
|
|
|
|
|
|
|
Midwest Vanadium Pty, Ltd. |
|
|
|
|
|
|
|
|
|
|
11.500%, 02/15/2018 (S) |
|
| 2,090,000 |
|
| 2,084,775 |
|
| 0.83 | % |
Ryerson Holding Corp. |
|
|
|
|
|
|
|
|
|
|
zero coupon 02/01/2015 (Z) |
|
| 3,550,000 |
|
| 1,846,000 |
|
| 0.74 | % |
OTHER SECURITIES |
|
|
|
|
| 13,687,040 |
|
| 5.48 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 17,617,815 |
|
|
|
|
Telecommunication Services - 9.84% |
|
|
|
|
|
|
|
|
|
|
Cengage Learning Acquisitions, Inc. |
|
|
|
|
|
|
|
|
|
|
13.250%, 07/15/2015 (S) |
|
| 1,580,000 |
|
| 1,422,000 |
|
| 0.57 | % |
Inmarsat Finance PLC |
|
|
|
|
|
|
|
|
|
|
7.375%, 12/01/2017 (S) |
|
| 1,470,000 |
|
| 1,558,200 |
|
| 0.62 | % |
Intelsat Jackson Holdings SA |
|
|
|
|
|
|
|
|
|
|
7.250%, 04/01/2019 (S) |
|
| 1,300,000 |
|
| 1,290,250 |
|
| 0.52 | % |
Sprint Capital Corp. |
|
|
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
| 4,625,000 |
|
| 5,006,563 |
|
| 2.00 | % |
UBS Luxembourg SA for OJSC |
|
|
|
|
|
|
|
|
|
|
Vimpel Communications |
|
|
|
|
|
|
|
|
|
|
8.250%, 05/23/2016 |
|
| 1,247,000 |
|
| 1,370,141 |
|
| 0.55 | % |
Wind Acquisition Holdings |
|
|
|
|
|
|
|
|
|
|
Finance SA, PIK |
|
|
|
|
|
|
|
|
|
|
12.250%, 07/15/2017 (S) |
|
| 1,544,179 |
|
| 1,779,666 |
|
| 0.71 | % |
OTHER SECURITIES |
|
|
|
|
| 12,161,043 |
|
| 4.87 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 24,587,863 |
|
|
|
|
Utilities - 4.47% |
|
|
|
|
|
|
|
|
|
|
Calpine Corp. |
|
|
|
|
|
|
|
|
|
|
7.875%, 01/15/2023 (S) |
|
| 1,600,000 |
|
| 1,648,000 |
|
| 0.66 | % |
Mirant Mid Atlantic LLC |
|
|
|
|
|
|
|
|
|
|
10.060%, 12/30/2028 |
|
| 2,065,504 |
|
| 2,313,365 |
|
| 0.93 | % |
Texas Competitive Electric Holdings |
|
|
|
|
|
|
|
|
|
|
Company LLC |
|
|
|
|
|
|
|
|
|
|
11.500%, 10/01/2020 (S) |
|
| 1,740,000 |
|
| 1,709,550 |
|
| 0.68 | % |
OTHER SECURITIES |
|
|
|
|
| 5,495,397 |
|
| 2.20 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 11,166,312 |
|
|
|
|
|
|
|
| |||||||
TOTAL CORPORATE BONDS (Cost $201,053,220) |
|
|
|
| $ | 187,947,386 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CAPITAL PREFERRED SECURITIES - 1.41% |
|
|
|
|
|
|
|
|
|
|
Financials - 1.41% |
|
|
|
|
|
|
|
|
|
|
Santander Finance Preferred SA |
|
|
|
|
|
|
|
|
|
|
Unipersonal (10.500% until |
|
|
|
|
|
|
|
|
|
|
09/29/2014, then 3 month |
|
|
|
|
|
|
|
|
|
|
LIBOR + 7.673%) |
|
|
|
|
|
|
|
|
|
|
09/29/2014 (Q) |
|
| 2,490,000 |
|
| 2,716,189 |
|
| 1.09 | % |
OTHER SECURITIES |
|
|
|
| $ | 810,362 |
|
| 0.32 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 3,526,551 |
|
|
|
|
|
|
|
| |||||||
TOTAL CAPITAL PREFERRED SECURITIES (Cost $3,515,060) |
|
|
|
| $ | 3,526,551 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS - 1.81% |
|
|
|
|
|
|
|
|
|
|
Energy - 0.02% |
|
|
|
|
| 59,700 |
|
| 0.02 | % |
Financials - 1.13% |
|
|
|
|
|
|
|
|
|
|
Realogy Corp. |
|
|
|
|
|
|
|
|
|
|
11.000%, 04/15/2018 (S) |
| $ | 2,690,000 |
|
| 2,824,500 |
|
| 1.13 | % |
Industrials - 0.49% |
|
|
|
|
| 1,210,950 |
|
| 0.49 | % |
Materials - 0.17% |
|
|
|
|
| 423,200 |
|
| 0.17 | % |
|
|
|
| |||||||
TOTAL CONVERTIBLE BONDS (Cost $4,027,518) |
|
|
|
| $ | 4,518,350 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
TERM LOANS (M) - 2.42% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.09% |
|
|
|
|
| 231,342 |
|
| 0.09 | % |
Financials - 0.42% |
|
|
|
|
| 1,064,897 |
|
| 0.42 | % |
Industrials - 0.39% |
|
|
|
|
| 969,980 |
|
| 0.39 | % |
Telecommunication Services - 1.05% |
|
|
|
|
|
|
|
|
|
|
Vodafone Group PLC |
|
|
|
|
|
|
|
|
|
|
6.875%, 08/11/2015 |
|
| 2,540,000 |
|
| 2,616,200 |
|
| 1.05 | % |
Utilities - 0.47% |
|
|
|
|
| 1,167,178 |
|
| 0.47 | % |
|
|
|
| |||||||
TOTAL TERM LOANS (Cost $9,645,841) |
|
|
|
| $ | 6,049,597 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCKS - 5.06% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 2.81% |
|
|
|
|
|
|
|
|
|
|
Charter |
|
|
|
|
|
|
|
|
|
|
Communications, Inc., Class A (I) |
|
| 73,972 |
|
| 4,013,721 |
|
| 1.61 | % |
Vertis Holdings, Inc. (I) |
|
| 69,391 |
|
| 1,283,734 |
|
| 0.51 | % |
OTHER SECURITIES |
|
|
|
|
| 1,722,149 |
|
| 0.69 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 7,019,604 |
|
|
|
|
Energy - 0.24% |
|
|
|
|
| 606,069 |
|
| 0.24 | % |
Financials - 0.84% |
|
|
|
|
|
|
|
|
|
|
KCad Holdings I, Ltd. |
|
| 141,168,822 |
|
| 1,713,084 |
|
| 0.69 | % |
OTHER SECURITIES |
|
|
|
|
| 399,255 |
|
| 0.15 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 2,112,339 |
|
|
|
|
Industrials - 0.65% |
|
|
|
|
| 1,615,344 |
|
| 0.65 | % |
Materials - 0.50% |
|
|
|
|
| 1,258,525 |
|
| 0.50 | % |
Telecommunication Services - 0.02% |
|
|
|
|
| 39,578 |
|
| 0.02 | % |
|
|
|
| |||||||
TOTAL COMMON STOCKS (Cost $14,977,033) |
|
|
|
| $ | 12,651,459 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
PREFERRED SECURITIES - 4.83% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.04% |
|
|
|
|
| 105,500 |
|
| 0.04 | % |
Financials - 4.79% |
|
|
|
|
|
|
|
|
|
|
Banesto Holdings, Ltd., Series A |
|
|
|
|
|
|
|
|
|
|
10.500%, |
|
| 93,000 |
|
| 2,333,723 |
|
| 0.93 | % |
Bank of America Corp., Series L |
|
|
|
|
|
|
|
|
|
|
7.250%, |
|
| 4,220 |
|
| 4,225,064 |
|
| 1.69 | % |
Citigroup Capital XII (8.500% to |
|
|
|
|
|
|
|
|
|
|
3/30/2015, then 3 month |
|
|
|
|
|
|
|
|
|
|
LIBOR + 5.870%) |
|
|
|
|
|
|
|
|
|
|
|
|
| 58,275 |
|
| 1,504,661 |
|
| 0.60 | % |
GMAC Capital Trust I (8.125% to |
|
|
|
|
|
|
|
|
|
|
02/15/2016, then 3 month |
|
|
|
|
|
|
|
|
|
|
LIBOR + 5.785%) |
|
|
|
|
|
|
|
|
|
|
|
|
| 118,600 |
|
| 3,036,160 |
|
| 1.21 | % |
The accompanying notes are an integral part of the financial statements.
18
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
High Yield Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or Principal Amount |
| Value |
| % of Net Assets |
| |||
|
|
|
|
| ||||||
PREFERRED SECURITIES (continued) |
|
|
|
|
|
|
|
|
|
|
Financials (continued) |
|
|
|
|
|
|
|
|
|
|
OTHER SECURITIES |
|
|
|
| $ | 868,820 |
|
| 0.36 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 11,968,428 |
|
|
|
|
Information Technology - 0.00% |
|
|
|
|
| 0 |
|
| 0.00 | % |
|
|
|
| |||||||
TOTAL PREFERRED SECURITIES (Cost $11,915,742) |
|
|
|
| $ | 12,073,928 |
|
|
|
|
|
|
|
| |||||||
Warrants 0.32% |
|
|
|
|
| 807,640 |
|
| 0.32 | % |
|
|
|
| |||||||
TOTAL WARRANTS (Cost $1,228,066) |
|
|
|
| $ | 807,640 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SECURITIES LENDING COLLATERAL - 0.01% |
|
|
|
|
|
|
|
|
|
|
John Hancock Collateral |
|
|
|
|
|
|
|
|
|
|
Investment Trust, |
|
|
|
|
|
|
|
|
|
|
0.2247% (W)(Y) |
|
| 3,297 |
|
| 33,001 |
|
| 0.01 | % |
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 5.90% |
|
|
|
|
|
|
|
|
|
|
Repurchase Agreement - 5.84% |
|
|
|
|
|
|
|
|
|
|
Goldman Sachs Repurchase |
|
|
|
|
|
|
|
|
|
|
Agreement dated 06/30/2011 at |
|
|
|
|
|
|
|
|
|
|
0.010% to be repurchased at |
|
|
|
|
|
|
|
|
|
|
$14,600,004 on 07/01/2011, |
|
|
|
|
|
|
|
|
|
|
collateralized by Federal Home |
|
|
|
|
|
|
|
|
|
|
Loan Mortgage Corp., 0.850% |
|
|
|
|
|
|
|
|
|
|
due 02/08/2013 (valued at |
|
|
|
|
|
|
|
|
|
|
$14,832,413, including interest) |
| $ | 14,600,000 |
|
| 14,600,000 |
|
| 5.84 | % |
|
|
|
|
|
|
|
|
|
|
|
Short-Term Securities 0.06% |
|
|
|
|
| 146,908 |
|
| 0.06 | % |
|
|
|
| |||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $14,746,908) |
|
|
|
| $ | 14,746,908 |
|
|
|
|
|
|
|
| |||||||
Total Investments (High Yield Trust) |
|
|
|
|
|
|
|
|
|
|
(Cost $268,656,067) - 100.23% |
|
|
|
| $ | 250,545,854 |
|
| 100.23 | % |
Other Assets And Liabilities, Net - (0.23%) |
|
|
|
|
| (586,151 | ) |
| (0.23 | )% |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 249,959,703 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
Income Trust
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or Principal Amount |
| Value |
| % of Net Assets |
| |||
|
|
|
|
| ||||||
CORPORATE BONDS - 42.25% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 4.65% |
|
|
|
|
|
|
|
|
|
|
CCH II LLC/CCH II Capital Corp. |
|
|
|
|
|
|
|
|
|
|
13.500%, 11/30/2016 |
| $ | 4,766,957 |
| $ | 5,613,092 |
|
| 1.22 | % |
OTHER SECURITIES |
|
|
|
|
| 15,775,212 |
|
| 3.43 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 21,388,304 |
|
|
|
|
Consumer Staples - 1.32% |
|
|
|
|
| 6,038,500 |
|
| 1.32 | % |
Energy - 7.04% |
|
|
|
|
|
|
|
|
|
|
Chesapeake Energy Corp. |
|
|
|
|
|
|
|
|
|
|
9.500%, 02/15/2015 |
|
| 2,600,000 |
|
| 3,016,000 |
|
| 0.66 | % |
SandRidge Energy, Inc. |
|
|
|
|
|
|
|
|
|
|
8.000%, 06/01/2018 (S) |
|
| 3,000,000 |
|
| 3,060,000 |
|
| 0.67 | % |
OTHER SECURITIES |
|
|
|
|
| 26,315,676 |
|
| 5.71 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 32,391,676 |
|
|
|
|
Financials - 9.36% |
|
|
|
|
|
|
|
|
|
|
CIT Group, Inc. |
|
|
|
|
|
|
|
|
|
|
7.000%, 05/04/2015 |
|
|
|
|
|
|
|
|
|
|
to 05/02/2017 (S) |
| $ | 17,200,000 |
|
| 17,171,500 |
|
| 3.73 | % |
JPMorgan Chase & Company |
|
|
|
|
|
|
|
|
|
|
(7.900% to 04/30/2018, then |
|
|
|
|
|
|
|
|
|
|
3 month LIBOR + 3.470%) |
|
|
|
|
|
|
|
|
|
|
04/30/2018 (Q) |
| $ | 7,500,000 |
| $ | 8,055,675 |
|
| 1.75 | % |
OTHER SECURITIES |
|
|
|
|
| 17,816,422 |
|
| 3.88 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 43,043,597 |
|
|
|
|
Health Care - 5.41% |
|
|
|
|
|
|
|
|
|
|
Community Health Systems, Inc. |
|
|
|
|
|
|
|
|
|
|
8.875%, 07/15/2015 |
|
| 3,500,000 |
|
| 3,605,000 |
|
| 0.78 | % |
HCA, Inc. |
|
|
|
|
|
|
|
|
|
|
8.500%, 04/15/2019 |
|
| 3,500,000 |
|
| 3,867,500 |
|
| 0.84 | % |
HCA, Inc. |
|
|
|
|
|
|
|
|
|
|
9.250%, 11/15/2016 |
|
| 4,000,000 |
|
| 4,245,000 |
|
| 0.92 | % |
Tenet Healthcare Corp. |
|
|
|
|
|
|
|
|
|
|
9.250%, 02/01/2015 |
|
| 3,500,000 |
|
| 3,828,125 |
|
| 0.83 | % |
Tenet Healthcare Corp. |
|
|
|
|
|
|
|
|
|
|
10.000%, 05/01/2018 |
|
| 3,250,000 |
|
| 3,692,813 |
|
| 0.80 | % |
OTHER SECURITIES |
|
|
|
|
| 5,653,625 |
|
| 1.24 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 24,892,063 |
|
|
|
|
Industrials - 3.06% |
|
|
|
|
|
|
|
|
|
|
Terex Corp. |
|
|
|
|
|
|
|
|
|
|
8.000%, 11/15/2017 |
|
| 3,000,000 |
|
| 3,075,000 |
|
| 0.67 | % |
OTHER SECURITIES |
|
|
|
|
| 11,006,375 |
|
| 2.39 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 14,081,375 |
|
|
|
|
Information Technology - 4.74% |
|
|
|
|
|
|
|
|
|
|
First Data Corp. |
|
|
|
|
|
|
|
|
|
|
12.625%, 01/15/2021 (S) |
|
| 3,005,000 |
|
| 3,215,350 |
|
| 0.70 | % |
Freescale Semiconductor, Inc. |
|
|
|
|
|
|
|
|
|
|
10.125%, 12/15/2016 |
|
| 3,250,000 |
|
| 3,497,813 |
|
| 0.76 | % |
OTHER SECURITIES |
|
|
|
|
| 15,097,008 |
|
| 3.28 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 21,810,171 |
|
|
|
|
Materials - 1.48% |
|
|
|
|
| 6,791,429 |
|
| 1.48 | % |
Telecommunication Services - 0.89% |
|
|
|
|
| 4,091,875 |
|
| 0.89 | % |
Utilities - 4.30% |
|
|
|
|
|
|
|
|
|
|
Dynegy Holdings, Inc. |
|
|
|
|
|
|
|
|
|
|
8.375%, 05/01/2016 |
|
| 4,000,000 |
|
| 3,200,000 |
|
| 0.70 | % |
Texas Competitive Electric |
|
|
|
|
|
|
|
|
|
|
Holdings Company LLC, |
|
|
|
|
|
|
|
|
|
|
10.250%, 11/01/2015 |
|
| 9,000,000 |
|
| 5,445,000 |
|
| 1.18 | % |
OTHER SECURITIES |
|
|
|
|
| 11,141,664 |
|
| 2.42 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 19,786,664 |
|
|
|
|
|
|
|
| |||||||
TOTAL CORPORATE BONDS (Cost $183,869,683) |
|
|
|
| $ | 194,315,654 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CAPITAL PREFERRED SECURITIES - 1.30% |
|
|
|
|
|
|
|
|
|
|
Financials - 1.30% |
|
|
|
|
|
|
|
|
|
|
Wells Fargo Capital XV (9.750% to |
|
|
|
|
|
|
|
|
|
|
09/26/2013, then 3 month |
|
|
|
|
|
|
|
|
|
|
LIBOR + 5.830%) |
|
|
|
|
|
|
|
|
|
|
09/26/2013 (Q) |
|
| 4,800,000 |
|
| 5,064,000 |
|
| 1.10 | % |
OTHER SECURITIES |
|
|
|
|
| 918,000 |
|
| 0.20 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 5,982,000 |
|
|
|
|
|
|
|
| |||||||
TOTAL CAPITAL PREFERRED SECURITIES (Cost $4,706,598) |
|
|
|
| $ | 5,982,000 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS - 0.75% |
|
|
|
|
|
|
|
|
|
|
Financials - 0.24% |
|
|
|
|
| 1,080,000 |
|
| 0.24 | % |
Information Technology - 0.05% |
|
|
|
|
| 241,273 |
|
| 0.05 | % |
The accompanying notes are an integral part of the financial statements.
19
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Income Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or Principal Amount |
| Value |
| % of Net Assets |
| |||
|
|
|
|
| ||||||
CONVERTIBLE BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Materials - 0.46% |
|
|
|
| $ | 2,128,388 |
|
| 0.46 | % |
|
|
|
| |||||||
TOTAL CONVERTIBLE BONDS (Cost $3,575,875) |
|
|
|
| $ | 3,449,661 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
MUNICIPAL BONDS - 0.33% |
|
|
|
|
|
|
|
|
|
|
California - 0.33% |
|
|
|
|
| 1,531,194 |
|
| 0.33 | % |
|
|
|
| |||||||
TOTAL MUNICIPAL BONDS (Cost $1,401,652) |
|
|
|
| $ | 1,531,194 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
TERM LOANS (M) - 4.29% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 1.46% |
|
|
|
|
|
|
|
|
|
|
Clear Channel |
|
|
|
|
|
|
|
|
|
|
Communications, Inc. |
|
|
|
|
|
|
|
|
|
|
3.836%, 01/28/2016 |
| $ | 4,490,422 |
|
| 3,783,180 |
|
| 0.82 | % |
OTHER SECURITIES |
|
|
|
|
| 2,950,228 |
|
| 0.64 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 6,733,408 |
|
|
|
|
Industrials - 0.17% |
|
|
|
|
| 785,997 |
|
| 0.17 | % |
Information Technology - 0.71% |
|
|
|
|
| 3,240,385 |
|
| 0.71 | % |
Utilities - 1.95% |
|
|
|
|
|
|
|
|
|
|
Texas Competitive Electric |
|
|
|
|
|
|
|
|
|
|
Holdings Company LLC |
|
|
|
|
|
|
|
|
|
|
4.731%, 10/10/2017 |
|
| 11,493,117 |
|
| 8,980,607 |
|
| 1.95 | % |
|
|
|
| |||||||
TOTAL TERM LOANS (Cost $20,999,017) |
|
|
|
| $ | 19,740,397 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCKS - 42.46% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.82% |
|
|
|
|
| 3,749,476 |
|
| 0.82 | % |
Consumer Staples - 1.17% |
|
|
|
|
| 5,371,216 |
|
| 1.17 | % |
Energy - 7.36% |
|
|
|
|
|
|
|
|
|
|
BP PLC, ADR |
|
| 110,000 |
|
| 4,871,900 |
|
| 1.06 | % |
Canadian Oil Sands, Ltd. |
|
| 190,000 |
|
| 5,482,607 |
|
| 1.19 | % |
ConocoPhillips |
|
| 100,000 |
|
| 7,519,000 |
|
| 1.63 | % |
Exxon Mobil Corp. |
|
| 75,000 |
|
| 6,103,500 |
|
| 1.33 | % |
OTHER SECURITIES |
|
|
|
|
| 9,895,754 |
|
| 2.15 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 33,872,761 |
|
|
|
|
Financials - 5.60% |
|
|
|
|
|
|
|
|
|
|
Bank of America Corp. |
|
| 375,000 |
|
| 4,110,000 |
|
| 0.89 | % |
JPMorgan Chase & Company |
|
| 120,000 |
|
| 4,912,800 |
|
| 1.07 | % |
Wells Fargo & Company |
|
| 174,800 |
|
| 4,904,888 |
|
| 1.07 | % |
OTHER SECURITIES |
|
|
|
|
| 11,827,537 |
|
| 2.57 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 25,755,225 |
|
|
|
|
Health Care - 5.18% |
|
|
|
|
|
|
|
|
|
|
Johnson & Johnson |
|
| 80,000 |
|
| 5,321,600 |
|
| 1.16 | % |
Merck & Company, Inc. |
|
| 230,000 |
|
| 8,116,700 |
|
| 1.76 | % |
Pfizer, Inc. |
|
| 200,000 |
|
| 4,120,000 |
|
| 0.90 | % |
Roche Holdings AG |
|
| 37,500 |
|
| 6,273,714 |
|
| 1.36 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 23,832,014 |
|
|
|
|
Industrials - 0.64% |
|
|
|
|
| 2,923,300 |
|
| 0.64 | % |
Information Technology - 1.55% |
|
|
|
|
|
|
|
|
|
|
Intel Corp. |
|
| 150,000 |
|
| 3,324,000 |
|
| 0.72 | % |
OTHER SECURITIES |
|
|
|
|
| 3,818,282 |
|
| 0.83 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 7,142,282 |
|
|
|
|
Materials - 1.47% |
|
|
|
|
|
|
|
|
|
|
Newmont Mining Corp. |
|
| 70,000 |
|
| 3,777,900 |
|
| 0.82 | % |
OTHER SECURITIES |
|
|
|
|
| 3,000,554 |
|
| 0.65 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 6,778,454 |
|
|
|
|
Telecommunication Services - 3.39% |
|
|
|
|
|
|
|
|
|
|
AT&T, Inc. |
|
| 160,000 |
|
| 5,025,600 |
|
| 1.09 | % |
Verizon Communications, Inc. |
|
| 80,000 |
|
| 2,978,400 |
|
| 0.65 | % |
Vodafone Group PLC |
|
| 1,600,000 |
|
| 4,252,211 |
|
| 0.92 | % |
|
|
|
|
|
|
|
|
|
|
|
OTHER SECURITIES |
|
|
|
| $ | 3,323,979 |
|
| 0.73 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 15,580,190 |
|
|
|
|
Utilities - 15.28% |
|
|
|
|
|
|
|
|
|
|
American Electric |
|
|
|
|
|
|
|
|
|
|
Power Company, Inc. |
| $ | 110,100 |
|
| 4,148,568 |
|
| 0.90 | % |
Consolidated Edison, Inc. |
|
| 60,000 |
|
| 3,194,400 |
|
| 0.69 | % |
Dominion Resources, Inc. |
|
| 90,000 |
|
| 4,344,300 |
|
| 0.94 | % |
Duke Energy Corp. |
|
| 260,000 |
|
| 4,895,800 |
|
| 1.06 | % |
Entergy Corp. |
|
| 50,000 |
|
| 3,414,000 |
|
| 0.74 | % |
NextEra Energy, Inc. |
|
| 90,000 |
|
| 5,171,400 |
|
| 1.12 | % |
PG&E Corp. |
|
| 135,000 |
|
| 5,674,049 |
|
| 1.23 | % |
Progress Energy, Inc. |
|
| 100,000 |
|
| 4,801,000 |
|
| 1.04 | % |
Public Service |
|
|
|
|
|
|
|
|
|
|
Enterprise Group, Inc. |
|
| 150,000 |
|
| 4,896,000 |
|
| 1.06 | % |
Sempra Energy |
|
| 70,000 |
|
| 3,701,600 |
|
| 0.80 | % |
Southern Company |
|
| 190,000 |
|
| 7,672,200 |
|
| 1.67 | % |
TECO Energy, Inc. |
|
| 180,000 |
|
| 3,400,200 |
|
| 0.74 | % |
Xcel Energy, Inc. |
|
| 180,000 |
|
| 4,374,000 |
|
| 0.95 | % |
OTHER SECURITIES |
|
|
|
|
| 10,595,741 |
|
| 2.34 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 70,283,258 |
|
|
|
|
|
|
|
| |||||||
TOTAL COMMON STOCKS (Cost $197,504,521) |
|
|
|
| $ | 195,288,176 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
PREFERRED SECURITIES - 6.39% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.25% |
|
|
|
|
| 1,150,264 |
|
| 0.25 | % |
Energy - 1.44% |
|
|
|
|
|
|
|
|
|
|
Sandridge Energy, Inc. |
|
| 26,500 |
|
| 4,223,252 |
|
| 0.92 | % |
OTHER SECURITIES |
|
|
|
|
| 2,389,687 |
|
| 0.52 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 6,612,939 |
|
|
|
|
Financials - 3.98% |
|
|
|
|
|
|
|
|
|
|
Bank of America Corp., Series L |
|
| 5,350 |
|
| 5,356,420 |
|
| 1.16 | % |
Wells Fargo & Company, Series L |
|
| 4,600 |
|
| 4,876,000 |
|
| 1.06 | % |
OTHER SECURITIES |
|
|
|
|
| 8,050,414 |
|
| 1.76 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 18,282,834 |
|
|
|
|
Health Care - 0.34% |
|
|
|
|
| 1,560,900 |
|
| 0.34 | % |
Materials - 0.27% |
|
|
|
|
| 1,247,250 |
|
| 0.27 | % |
Utilities - 0.11% |
|
|
|
|
| 518,500 |
|
| 0.11 | % |
|
|
|
| |||||||
TOTAL PREFERRED SECURITIES (Cost $30,865,571) |
|
|
|
| $ | 29,372,687 |
|
|
|
|
|
|
|
| |||||||
Collateralized Mortgage |
|
|
|
|
|
|
|
|
|
|
Obligations 0.39% |
|
|
|
|
| 1,809,254 |
|
| 0.39 | % |
|
|
|
| |||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS |
|
|
|
| $ | 1,809,254 |
|
|
|
|
|
|
|
| |||||||
Asset Backed Securities 0.45% |
|
|
|
|
| 2,082,668 |
|
| 0.45 | % |
|
|
|
| |||||||
TOTAL ASSET BACKED SECURITIES (Cost $2,145,600) |
|
|
|
| $ | 2,082,668 |
|
|
|
|
|
|
|
| |||||||
Warrants 0.13% |
|
|
|
|
| 599,455 |
|
| 0.13 | % |
|
|
|
| |||||||
TOTAL WARRANTS (Cost $954,880) |
|
|
|
| $ | 599,455 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SECURITIES LENDING COLLATERAL - 3.57% |
|
|
|
|
|
|
|
|
|
|
John Hancock Collateral |
|
|
|
|
|
|
|
|
|
|
Investment Trust, |
|
|
|
|
|
|
|
|
|
|
0.2447% (W)(Y) |
|
| 1,642,359 |
|
| 16,436,568 |
|
| 3.57 | % |
|
|
|
| |||||||
TOTAL SECURITIES LENDING COLLATERAL |
|
|
|
| $ | 16,436,568 |
|
|
|
|
|
|
|
|
The accompanying notes are an integral part of the financial statements.
20
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Income Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
| Value |
| % of |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
| |||
SHORT-TERM INVESTMENTS - 0.09% |
|
|
|
|
|
|
|
|
|
|
Short-Term Securities - 0.09% |
|
|
|
| $ | 400,000 |
|
| 0.09 | % |
|
|
|
| |||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $400,000) |
|
|
|
| $ | 400,000 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Income Trust) |
|
|
|
|
|
|
|
|
|
|
(Cost $464,607,999) - 102.40% |
|
|
|
| $ | 471,007,714 |
|
| 102.40 | % |
Other Assets And Liabilities, Net - (2.40%) |
|
|
|
|
| (11,059,703 | ) |
| (2.40 | )% |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 459,948,011 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
Investment Quality Bond Trust
|
|
|
|
|
|
|
|
|
|
| |
|
| Shares or Principal Amount |
| Value |
| % of Net Assets |
| ||||
|
|
|
|
| |||||||
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
| |
OBLIGATIONS - 28.83% |
|
|
|
|
|
|
|
|
|
| |
Federal Home Loan Mortgage Corp. - 0.38% |
|
|
|
| $ | 1,458,143 |
|
| 0.38 | % | |
Federal National Mortgage Association - 9.03% |
|
|
|
|
|
|
|
|
|
| |
3.500%, TBA |
| $ | 24,000,000 |
|
| 22,920,547 |
|
| 6.03 | % | |
5.500%, TBA |
|
| 8,000,000 |
|
| 8,649,183 |
|
| 2.27 | % | |
OTHER SECURITIES |
|
|
|
|
| 2,794,948 |
|
| 0.73 | % | |
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
| 34,364,678 |
|
|
|
| |
Government National Mortgage Association - 3.79% |
|
|
|
|
|
|
|
|
|
| |
4.000%, TBA |
|
| 13,000,000 |
|
| 13,231,649 |
|
| 3.48 | % | |
OTHER SECURITIES |
|
|
|
|
| 1,185,221 |
|
| 0.31 | % | |
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
| 14,416,870 |
|
|
|
| |
U.S. Department of Housing & Urban |
|
|
|
|
|
|
|
|
|
| |
Development - 0.06% |
|
|
|
|
| 214,263 |
|
| 0.06 | % | |
U.S. Treasury Bonds - 6.75% |
|
|
|
|
|
|
|
|
|
| |
4.250%, 05/15/2039 |
|
| 2,475,000 |
|
| 2,427,822 |
|
| 0.64 | % | |
4.375%, 11/15/2039 |
|
| 4,000,000 |
|
| 4,002,500 |
|
| 1.05 | % | |
4.625%, 02/15/2040 |
|
| 6,125,000 |
|
| 6,388,185 |
|
| 1.68 | % | |
4.750%, 02/15/2041 |
|
| 1,950,000 |
|
| 2,072,790 |
|
| 0.55 | % | |
6.250%, 08/15/2023 (F) |
|
| 4,000,000 |
|
| 5,071,248 |
|
| 1.33 | % | |
8.125%, 08/15/2019 |
|
|
|
|
|
|
|
|
|
| |
to 08/15/2021 |
|
| 4,002,000 |
|
| 5,704,846 |
|
| 1.50 | % | |
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
| 25,667,391 |
|
|
|
| |
U.S. Treasury Notes - 8.82% |
|
|
|
|
|
|
|
|
|
| |
0.625%, 02/28/2013 |
|
| 23,850,000 |
|
| 23,939,438 |
|
| 6.29 | % | |
2.375%, 07/31/2017 |
|
| 2,950,000 |
|
| 2,979,500 |
|
| 0.79 | % | |
2.500%, 04/30/2015 |
|
| 6,314,700 |
|
| 6,620,073 |
|
| 1.74 | % | |
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
| 33,539,011 |
|
|
|
| |
|
|
|
| ||||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS |
|
|
|
| $ | 109,660,356 |
|
|
|
| |
|
|
|
| ||||||||
|
|
|
|
|
|
|
|
|
|
| |
FOREIGN GOVERNMENT OBLIGATIONS - 1.37% |
|
|
|
|
|
|
|
|
|
| |
Brazil - 1.15% |
|
|
|
|
|
|
|
|
|
| |
Federative Republic of Brazil |
|
|
|
|
|
|
|
|
|
| |
10.000%, 01/01/2012 | BRL |
| 5,030,000 |
|
| 3,184,678 |
|
| 0.84 | % | |
OTHER SECURITIES |
|
|
|
|
| 1,186,438 |
|
| 0.31 | % | |
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
| 4,371,116 |
|
|
|
| |
Qatar - 0.22% |
|
|
|
|
| 838,000 |
|
| 0.22 | % | |
|
|
|
| ||||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS |
|
|
|
| $ | 5,209,116 |
|
|
|
| |
|
|
|
| ||||||||
CORPORATE BONDS - 53.57% |
|
|
|
|
|
|
|
|
|
| |
Consumer Discretionary - 5.45% |
|
|
|
|
|
|
|
|
|
| |
Time Warner Cable, Inc. |
|
|
|
|
|
|
|
|
|
| |
5.850%, 05/01/2017 |
| $ | 1,895,000 |
| $ | 2,129,859 |
|
| 0.56 | % | |
Time Warner, Inc. |
|
|
|
|
|
|
|
|
|
| |
7.700%, 05/01/2032 |
|
| 1,298,000 |
|
| 1,567,142 |
|
| 0.41 | % | |
Viacom, Inc. |
|
|
|
|
|
|
|
|
|
| |
6.125%, 10/05/2017 |
|
| 1,300,000 |
|
| 1,491,649 |
|
| 0.39 | % | |
OTHER SECURITIES |
|
|
|
|
| 15,553,865 |
|
| 4.09 | % | |
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
| 20,742,515 |
|
|
|
| |
Consumer Staples - 4.86% |
|
|
|
|
|
|
|
|
|
| |
Wal-Mart Stores, Inc. |
|
|
|
|
|
|
|
|
|
| |
6.200%, 04/15/2038 |
|
| 1,950,000 |
|
| 2,160,738 |
|
| 0.57 | % | |
OTHER SECURITIES |
|
|
|
|
| 16,334,454 |
|
| 4.29 | % | |
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
| 18,495,192 |
|
|
|
| |
Energy - 3.95% |
|
|
|
|
|
|
|
|
|
| |
NGPL PipeCo LLC |
|
|
|
|
|
|
|
|
|
| |
6.514%, 12/15/2012 (S) |
|
| 1,850,000 |
|
| 1,945,179 |
|
| 0.51 | % | |
Petrobras International Finance |
|
|
|
|
|
|
|
|
|
| |
Company |
|
|
|
|
|
|
|
|
|
| |
5.375%, 01/27/2021 |
|
| 1,400,000 |
|
| 1,436,571 |
|
| 0.38 | % | |
OTHER SECURITIES |
|
|
|
|
| 11,626,139 |
|
| 3.06 | % | |
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
| 15,007,889 |
|
|
|
| |
Financials - 24.87% |
|
|
|
|
|
|
|
|
|
| |
Bank of America Corp. |
|
|
|
|
|
|
|
|
|
| |
5.420%, 03/15/2017 |
|
| 1,700,000 |
|
| 1,733,339 |
|
| 0.46 | % | |
Bank of America Corp. |
|
|
|
|
|
|
|
|
|
| |
5.625%, 07/01/2020 |
|
| 1,500,000 |
|
| 1,547,789 |
|
| 0.41 | % | |
Citigroup, Inc. |
|
|
|
|
|
|
|
|
|
| |
5.500%, 08/27/2012 |
|
| 1,525,000 |
|
| 1,598,305 |
|
| 0.42 | % | |
General Electric Capital Corp. |
|
|
|
|
|
|
|
|
|
| |
2.800%, 01/08/2013 |
|
| 1,750,000 |
|
| 1,794,168 |
|
| 0.47 | % | |
Merrill Lynch & Company, Inc. |
|
|
|
|
|
|
|
|
|
| |
6.400%, 08/28/2017 |
|
| 1,800,000 |
|
| 1,963,741 |
|
| 0.52 | % | |
Metropolitan Life Global |
|
|
|
|
|
|
|
|
|
| |
Funding I |
|
|
|
|
|
|
|
|
|
| |
3.125%, 01/11/2016 (S) |
|
| 2,050,000 |
|
| 2,074,495 |
|
| 0.55 | % | |
NBD Bancorp NA |
|
|
|
|
|
|
|
|
|
| |
8.250%, 11/01/2024 |
|
| 1,730,000 |
|
| 2,158,554 |
|
| 0.57 | % | |
Sun Canada Financial Company |
|
|
|
|
|
|
|
|
|
| |
7.250%, 12/15/2015 (S) |
|
| 1,471,000 |
|
| 1,683,039 |
|
| 0.44 | % | |
The Goldman Sachs Group, Inc. |
|
|
|
|
|
|
|
|
|
| |
3.625%, 02/07/2016 |
|
| 1,955,000 |
|
| 1,975,314 |
|
| 0.52 | % | |
The Goldman Sachs Group, Inc. |
|
|
|
|
|
|
|
|
|
| |
6.750%, 10/01/2037 |
|
| 2,030,000 |
|
| 2,029,965 |
|
| 0.53 | % | |
US Bancorp |
|
|
|
|
|
|
|
|
|
| |
7.500%, 06/01/2026 |
|
| 1,624,000 |
|
| 2,014,306 |
|
| 0.53 | % | |
Wells Fargo & Company |
|
|
|
|
|
|
|
|
|
| |
4.950%, 10/16/2013 |
|
| 2,410,000 |
|
| 2,563,854 |
|
| 0.67 | % | |
OTHER SECURITIES |
|
|
|
|
| 71,484,960 |
|
| 18.78 | % | |
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
| 94,621,829 |
|
|
|
| |
Health Care - 2.73% |
|
|
|
|
| 10,371,228 |
|
| 2.73 | % | |
Industrials - 1.73% |
|
|
|
|
| 6,564,248 |
|
| 1.73 | % | |
Information Technology - 0.26% |
|
|
|
|
| 985,075 |
|
| 0.26 | % | |
Materials - 1.77% |
|
|
|
|
| 6,723,800 |
|
| 1.77 | % | |
Telecommunication Services - 4.15% |
|
|
|
|
| 15,795,925 |
|
| 4.15 | % | |
Utilities - 3.80% |
|
|
|
|
| 14,464,154 |
|
| 3.80 | % | |
|
|
|
| ||||||||
TOTAL CORPORATE BONDS (Cost $189,079,875) |
|
|
|
| $ | 203,771,855 |
|
|
|
| |
|
|
|
|
The accompanying notes are an integral part of the financial statements.
21
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Investment Quality Bond Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
| Value |
| % of |
| |||
|
|
|
|
| ||||||
CAPITAL PREFERRED SECURITIES - 0.55% |
|
|
|
|
|
|
|
|
|
|
Financials - 0.55% |
|
|
|
| $ | 2,094,408 |
|
| 0.55 | % |
|
|
|
| |||||||
TOTAL CAPITAL PREFERRED SECURITIES (Cost $2,360,582) |
|
|
|
| $ | 2,094,408 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS - 0.03% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.01% |
|
|
|
|
| 42,844 |
|
| 0.01 | % |
Health Care - 0.01% |
|
|
|
|
| 22,625 |
|
| 0.01 | % |
Telecommunication Services - 0.01% |
|
|
|
|
| 47,313 |
|
| 0.01 | % |
|
|
|
| |||||||
TOTAL CONVERTIBLE BONDS (Cost $91,402) |
|
|
|
| $ | 112,782 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
MUNICIPAL BONDS - 4.88% |
|
|
|
|
|
|
|
|
|
|
California - 1.48% |
|
|
|
|
| 5,624,409 |
|
| 1.48 | % |
Florida - 0.24% |
|
|
|
|
| 895,820 |
|
| 0.24 | % |
Illinois - 1.21% |
|
|
|
|
|
|
|
|
|
|
State of Illinois |
|
|
|
|
|
|
|
|
|
|
5.665%, 03/01/2018 |
| $ | 1,405,000 |
|
| 1,452,587 |
|
| 0.38 | % |
OTHER SECURITIES |
|
|
|
|
| 3,165,271 |
|
| 0.83 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 4,617,858 |
|
|
|
|
Louisiana - 0.39% |
|
|
|
|
|
|
|
|
|
|
Louisiana Local Government |
|
|
|
|
|
|
|
|
|
|
Environmental Facilities & |
|
|
|
|
|
|
|
|
|
|
Communities Development |
|
|
|
|
|
|
|
|
|
|
Authority 2.470%, 02/01/2019 |
|
| 1,475,000 |
|
| 1,473,850 |
|
| 0.39 | % |
Maryland - 0.15% |
|
|
|
|
| 567,179 |
|
| 0.15 | % |
Massachusetts - 0.25% |
|
|
|
|
| 955,593 |
|
| 0.25 | % |
Missouri - 0.27% |
|
|
|
|
| 1,045,233 |
|
| 0.27 | % |
New Jersey - 0.31% |
|
|
|
|
| 1,183,116 |
|
| 0.31 | % |
New York - 0.23% |
|
|
|
|
| 875,776 |
|
| 0.23 | % |
Texas - 0.35% |
|
|
|
|
| 1,345,190 |
|
| 0.35 | % |
|
|
|
| |||||||
TOTAL MUNICIPAL BONDS (Cost $17,718,825) |
|
|
|
| $ | 18,584,024 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 10.95% |
|
|
|
|
|
|
|
|
|
|
Banc of America Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage, Inc., Series 2006-2, |
|
|
|
|
|
|
|
|
|
|
Class A4 |
|
|
|
|
|
|
|
|
|
|
5.924% 05/10/2045 (P) |
|
| 1,560,000 |
|
| 1,725,294 |
|
| 0.45 | % |
Banc of America Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage, Inc., |
|
|
|
|
|
|
|
|
|
|
Series 2002-PB2, Class A4 |
|
|
|
|
|
|
|
|
|
|
6.186% 06/11/2035 |
|
| 2,114,768 |
|
| 2,142,684 |
|
| 0.56 | % |
Bear Stearns Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities, |
|
|
|
|
|
|
|
|
|
|
Series 2003-T12, Class A4 |
|
|
|
|
|
|
|
|
|
|
4.680% 08/13/2039 (P) |
|
| 2,594,203 |
|
| 2,736,932 |
|
| 0.72 | % |
Bear Stearns Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities, |
|
|
|
|
|
|
|
|
|
|
Series 2005-PWR9, |
|
|
|
|
|
|
|
|
|
|
Class A4A |
|
|
|
|
|
|
|
|
|
|
4.871% 09/11/2042 (P) |
|
| 1,405,000 |
|
| 1,506,983 |
|
| 0.40 | % |
Bear Stearns Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities, |
|
|
|
|
|
|
|
|
|
|
Series 2006-PW 14, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.201% 12/11/2038 |
|
| 1,850,000 |
|
| 1,989,895 |
|
| 0.52 | % |
Bear Stearns Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities, |
|
|
|
|
|
|
|
|
|
|
Series 2006-T24, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.537% 10/12/2041 |
|
| 1,400,000 |
|
| 1,530,821 |
|
| 0.40 | % |
Citigroup/Deutsche Bank |
|
|
|
|
|
|
|
|
|
|
Commercial Mortgage Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2007-CD4, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.322% 12/11/2049 |
| $ | 1,425,000 |
| $ | 1,510,969 |
|
| 0.40 | % |
Credit Suisse Mortgage Capital |
|
|
|
|
|
|
|
|
|
|
Certificates, Series 2006-C4, |
|
|
|
|
|
|
|
|
|
|
Class A3 |
|
|
|
|
|
|
|
|
|
|
5.467% 09/15/2039 |
|
| 2,000,000 |
|
| 2,155,466 |
|
| 0.57 | % |
CW Capital Cobalt, Ltd., |
|
|
|
|
|
|
|
|
|
|
Series 2006-C1, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.223% 08/15/2048 |
|
| 1,445,000 |
|
| 1,529,924 |
|
| 0.40 | % |
GS Mortgage Securities Corp. II, |
|
|
|
|
|
|
|
|
|
|
Series 2006-GG6, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.553% 04/10/2038 (P) |
|
| 2,500,000 |
|
| 2,715,175 |
|
| 0.71 | % |
JPMorgan Chase Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities Corp., |
|
|
|
|
|
|
|
|
|
|
Series 2006-CB14, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.481% 12/12/2044 (P) |
|
| 1,500,000 |
|
| 1,624,095 |
|
| 0.43 | % |
JPMorgan Chase Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities Corp., |
|
|
|
|
|
|
|
|
|
|
Series 2007-CB20, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.794% 02/12/2051 (P) |
|
| 1,400,000 |
|
| 1,518,743 |
|
| 0.40 | % |
LB-UBS Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2005-C5, Class A4 |
|
|
|
|
|
|
|
|
|
|
4.954% 09/15/2030 |
|
| 1,500,000 |
|
| 1,619,910 |
|
| 0.43 | % |
Merrill Lynch Mortgage Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2005-CIP1, Class AM |
|
|
|
|
|
|
|
|
|
|
5.107% 07/12/2038 (P) |
|
| 1,450,000 |
|
| 1,502,404 |
|
| 0.39 | % |
Merrill Lynch Mortgage Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2006-C1, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.863% 05/12/2039 (P) |
|
| 2,000,000 |
|
| 2,209,647 |
|
| 0.58 | % |
OBP Depositor LLC Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2010-OBP, Class A |
|
|
|
|
|
|
|
|
|
|
4.646% 07/15/2045 (S) |
|
| 1,611,000 |
|
| 1,670,132 |
|
| 0.44 | % |
Prudential Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2003-PWR1, Class A2 |
|
|
|
|
|
|
|
|
|
|
4.493% 02/11/2036 |
|
| 2,594,203 |
|
| 2,702,699 |
|
| 0.71 | % |
OTHER SECURITIES |
|
|
|
|
| 9,258,572 |
|
| 2.44 | % |
|
|
|
| |||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS |
|
|
|
| $ | 41,650,345 |
|
|
|
|
|
|
|
| |||||||
Asset Backed Securities 2.36% |
|
|
|
|
| 8,990,046 |
|
| 2.36 | % |
|
|
|
| |||||||
TOTAL ASSET BACKED SECURITIES (Cost $8,829,505) |
|
|
|
| $ | 8,990,046 |
|
|
|
|
|
|
|
|
The accompanying notes are an integral part of the financial statements.
22
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Investment Quality Bond Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
| Value |
| % of |
| |||
|
|
|
|
| ||||||
SHORT-TERM INVESTMENTS - 10.04% |
|
|
|
|
|
|
|
|
|
|
Repurchase Agreement - 10.04% |
|
|
|
|
|
|
|
|
|
|
Deutsche Tri-Party Repurchase |
|
|
|
|
|
|
|
|
|
|
Agreement dated 6/30/2011 at |
|
|
|
|
|
|
|
|
|
|
0.050% to be repurchased at |
|
|
|
|
|
|
|
|
|
|
$38,200,053 on 07/01/2011, |
|
|
|
|
|
|
|
|
|
|
collateralized by $38,841,186 |
|
|
|
|
|
|
|
|
|
|
Government National |
|
|
|
|
|
|
|
|
|
|
Mortgage Association, 4.000% |
|
|
|
|
|
|
|
|
|
|
due 01/20/2041 (valued at |
|
|
|
|
|
|
|
|
|
|
$38,964,000, |
|
|
|
|
|
|
|
|
|
|
including interest) |
| $ | 38,200,000 |
| $ | 38,200,000 |
|
| 10.04 | % |
|
|
|
| |||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $38,200,000) |
|
|
|
| $ | 38,200,000 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Investment Quality Bond Trust) |
|
|
|
|
|
|
|
|
|
|
(Cost $409,393,988) - 112.58% |
|
|
|
| $ | 428,272,932 |
|
| 112.58 | % |
Other Assets And Liabilities, Net - (12.58%) |
|
|
|
|
| (47,857,746 | ) |
| (12.58 | )% |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 380,415,186 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
Money Market Trust
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or Principal Amount |
| Value |
| % of Net Assets |
| |||
|
|
|
|
| ||||||
COMMERCIAL PAPER * - 50.22% |
|
|
|
|
|
|
|
|
|
|
Bank of America Corp. |
|
|
|
|
|
|
|
|
|
|
0.120%, 07/05/2011 |
| $ | 75,000,000 |
| $ | 74,999,000 |
|
| 2.08 | % |
Bank of America Corp. |
|
|
|
|
|
|
|
|
|
|
0.110%, 07/01/2011 |
|
| 25,000,000 |
|
| 25,000,000 |
|
| 0.69 | % |
Bank of Montreal |
|
|
|
|
|
|
|
|
|
|
0.130%, 07/01/2011 |
|
| 50,000,000 |
|
| 50,000,000 |
|
| 1.38 | % |
Bank of Montreal |
|
|
|
|
|
|
|
|
|
|
0.130%, 07/05/2011 |
|
| 50,000,000 |
|
| 49,999,278 |
|
| 1.38 | % |
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
|
|
0.080%, 07/01/2011 |
|
| 40,000,000 |
|
| 40,000,000 |
|
| 1.11 | % |
BNP Paribas Finance, Inc. |
|
|
|
|
|
|
|
|
|
|
0.120%, 07/06/2011 |
|
| 125,000,000 |
|
| 124,997,917 |
|
| 3.46 | % |
BNP Paribas Finance, Inc. |
|
|
|
|
|
|
|
|
|
|
0.110%, 07/08/2011 |
|
| 40,000,000 |
|
| 39,999,144 |
|
| 1.11 | % |
Colgate-Palmolive Company |
|
|
|
|
|
|
|
|
|
|
0.060%, 07/06/2011 |
|
| 29,700,000 |
|
| 29,699,753 |
|
| 0.82 | % |
General Electric Capital Corp. |
|
|
|
|
|
|
|
|
|
|
0.080%, 07/01/2011 |
|
| 100,000,000 |
|
| 100,000,000 |
|
| 2.77 | % |
General Electric Capital Corp. |
|
|
|
|
|
|
|
|
|
|
0.030%, 07/07/2011 |
|
| 30,525,000 |
|
| 30,524,847 |
|
| 0.85 | % |
International Bank for |
|
|
|
|
|
|
|
|
|
|
Reconstruction & Development |
|
|
|
|
|
|
|
|
|
|
0.070%, 08/01/2011 |
|
| 30,000,000 |
|
| 29,998,192 |
|
| 0.83 | % |
International Business |
|
|
|
|
|
|
|
|
|
|
Machines Corp. |
|
|
|
|
|
|
|
|
|
|
0.060%, 07/25/2011 |
|
| 65,000,000 |
|
| 64,997,400 |
|
| 1.80 | % |
John Deere, Ltd. |
|
|
|
|
|
|
|
|
|
|
0.070%, 07/06/2011 |
|
| 28,000,000 |
|
| 27,999,728 |
|
| 0.78 | % |
JPMorgan Chase & Company |
|
|
|
|
|
|
|
|
|
|
0.050%, 07/08/2011 |
|
| 35,000,000 |
|
| 34,999,660 |
|
| 0.97 | % |
Nestle Capital Corp. |
|
|
|
|
|
|
|
|
|
|
0.050%, 07/12/2011 |
|
| 93,000,000 |
|
| 92,998,579 |
|
| 2.57 | % |
Procter & Gamble International |
|
|
|
|
|
|
|
|
|
|
Funding |
|
|
|
|
|
|
|
|
|
|
0.070%, 07/05/2011 |
|
| 117,750,000 |
|
| 117,749,084 |
|
| 3.26 | % |
Scotiabanc, Inc. |
|
|
|
|
|
|
|
|
|
|
0.120%, 07/05/2011 |
|
| 33,800,000 |
|
| 33,799,549 |
|
| 0.94 | % |
Scotiabanc, Inc. |
|
|
|
|
|
|
|
|
|
|
0.110%, 07/11/2011 |
| $ | 57,000,000 |
| $ | 56,998,258 |
|
| 1.58 | % |
Societe Generale North |
|
|
|
|
|
|
|
|
|
|
America, Inc. |
|
|
|
|
|
|
|
|
|
|
0.130%, 07/07/2011 |
|
| 65,000,000 |
|
| 64,998,592 |
|
| 1.80 | % |
Target Corp. |
|
|
|
|
|
|
|
|
|
|
0.080%, 07/05/2011 |
|
| 152,800,000 |
|
| 152,798,642 |
|
| 4.23 | % |
Unilever Capital Corp. |
|
|
|
|
|
|
|
|
|
|
0.060%, 07/07/2011 |
|
| 35,000,000 |
|
| 34,999,650 |
|
| 0.97 | % |
Unilever Capital Corp. |
|
|
|
|
|
|
|
|
|
|
0.050%, 07/06/2011 |
|
| 73,000,000 |
|
| 72,999,493 |
|
| 2.02 | % |
United Technologies Corp. |
|
|
|
|
|
|
|
|
|
|
0.080%, 07/05/2011 |
|
| 42,750,000 |
|
| 42,749,620 |
|
| 1.18 | % |
United Technologies Corp. |
|
|
|
|
|
|
|
|
|
|
0.070%, 07/05/2011 |
|
| 100,000,000 |
|
| 99,999,222 |
|
| 2.77 | % |
Wal-Mart Stores, Inc. |
|
|
|
|
|
|
|
|
|
|
0.060%, 07/06/2011 |
|
| 100,000,000 |
|
| 99,999,167 |
|
| 2.77 | % |
Wal-Mart Stores, Inc. |
|
|
|
|
|
|
|
|
|
|
0.060%, 07/11/2011 |
|
| 48,000,000 |
|
| 47,999,200 |
| �� | 1.33 | % |
OTHER SECURITIES |
|
|
|
|
| 172,451,163 |
|
| 4.77 | % |
|
|
|
| |||||||
TOTAL COMMERCIAL PAPER (Cost $1,813,755,138) |
|
|
|
| $ | 1,813,755,138 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CORPORATE INTEREST-BEARING |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS * - 19.33% |
|
|
|
|
|
|
|
|
|
|
Bank of America Corp. |
|
|
|
|
|
|
|
|
|
|
1.073%, 12/02/2011 (J)(P) |
|
| 35,925,000 |
|
| 36,071,632 |
|
| 1.00 | % |
Bank of Montreal |
|
|
|
|
|
|
|
|
|
|
0.620%, 07/21/2011 |
|
| 42,000,000 |
|
| 42,000,000 |
|
| 1.16 | % |
Citigroup Funding, Inc. |
|
|
|
|
|
|
|
|
|
|
0.636%, 04/30/2012 (J)(P) |
|
| 75,000,000 |
|
| 75,000,000 |
|
| 2.08 | % |
Citigroup Funding, Inc. |
|
|
|
|
|
|
|
|
|
|
0.603%, 04/30/2012 (J)(P) |
|
| 55,420,000 |
|
| 55,420,000 |
|
| 1.53 | % |
General Electric Capital Corp. |
|
|
|
|
|
|
|
|
|
|
1.182%, 12/09/2011 (J)(P) |
|
| 223,315,000 |
|
| 224,297,988 |
|
| 6.21 | % |
JPMorgan Chase & Company |
|
|
|
|
|
|
|
|
|
|
0.945%, 12/02/2011 (J)(P) |
|
| 75,000,000 |
|
| 75,256,953 |
|
| 2.08 | % |
Morgan Stanley |
|
|
|
|
|
|
|
|
|
|
1.104%, 12/01/2011 (J)(P) |
|
| 64,975,000 |
|
| 65,231,782 |
|
| 1.81 | % |
Royal Bank of Canada |
|
|
|
|
|
|
|
|
|
|
0.257%, 02/27/2012 (P) |
|
| 75,000,000 |
|
| 75,000,000 |
|
| 2.08 | % |
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
|
|
0.350%, 10/28/2011 |
|
| 50,000,000 |
|
| 50,000,000 |
|
| 1.38 | % |
|
|
|
| |||||||
TOTAL CORPORATE INTEREST-BEARING OBLIGATIONS |
|
|
|
| $ | 698,278,355 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS * - 30.80% |
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Bank - 3.04% |
|
|
|
|
|
|
|
|
|
|
0.170%, 01/19/2012 (P) |
|
| 110,000,000 |
|
| 110,000,000 |
|
| 3.04 | % |
Federal Home Loan Bank Discount Notes - 9.09% |
|
|
|
|
|
|
|
|
|
|
0.015%, 07/20/2011 |
|
| 53,712,000 |
|
| 53,711,575 |
|
| 1.49 | % |
0.010%, 07/22/2011 |
|
|
|
|
|
|
|
|
|
|
to 08/19/2011 |
|
| 175,475,000 |
|
| 175,473,595 |
|
| 4.86 | % |
0.001%, 07/11/2011 |
|
|
|
|
|
|
|
|
|
|
to 08/08/2011 |
|
| 99,010,000 |
|
| 99,009,955 |
|
| 2.74 | % |
U.S. Treasury Bills - 18.67% |
|
|
|
|
|
|
|
|
|
|
0.305%, 01/12/2012 |
|
| 30,000,000 |
|
| 29,950,438 |
|
| 0.83 | % |
0.290%, 04/05/2012 |
|
| 100,000,000 |
|
| 99,775,250 |
|
| 2.76 | % |
0.240%, 11/17/2011 |
|
| 45,000,000 |
|
| 44,958,300 |
|
| 1.25 | % |
0.210%, 04/05/2012 |
|
| 50,000,000 |
|
| 49,918,625 |
|
| 1.38 | % |
0.205%, 03/03/2012 |
|
| 65,000,000 |
|
| 64,886,367 |
|
| 1.80 | % |
0.190%, 10/20/2011 |
|
| 25,000,000 |
|
| 24,985,354 |
|
| 0.69 | % |
0.185%, 05/31/2012 |
|
| 30,000,000 |
|
| 29,948,354 |
|
| 0.83 | % |
0.180%, 07/21/2011 |
|
| 75,000,000 |
|
| 74,992,500 |
|
| 2.08 | % |
The accompanying notes are an integral part of the financial statements.
23
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Money Market Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
| Value |
| % of |
| |||
|
|
|
|
| ||||||
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS * (continued) |
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Bills (continued) |
|
|
|
|
|
|
|
|
|
|
0.162%, 08/18/2011 |
|
|
|
|
|
|
|
|
|
|
to 06/28/2012 |
| $ | 180,000,000 |
| $ | 179,789,722 |
|
| 4.98 | % |
0.160%, 12/15/2011 |
|
| 25,000,000 |
|
| 24,981,444 |
|
| 0.69 | % |
0.120%, 08/18/2011 |
|
| 50,000,000 |
|
| 49,992,000 |
|
| 1.38 | % |
|
|
|
| |||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS |
|
|
|
| $ | 1,112,373,479 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Money Market Trust) |
|
|
|
|
|
|
|
|
|
|
(Cost $3,624,406,972) - 100.35% |
|
|
|
| $ | 3,624,406,972 |
|
| 100.35 | % |
Other Assets And Liabilities, Net - (0.35%) |
|
|
|
|
| (12,648,864 | ) |
| (0.35 | )% |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 3,611,758,108 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
Money Market Trust B
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or Principal Amount |
| Value |
| % of Net Assets |
| |||
|
|
|
|
| ||||||
COMMERCIAL PAPER * - 56.80% |
|
|
|
|
|
|
|
|
|
|
Bank of America Corp. |
|
|
|
|
|
|
|
|
|
|
0.110%, 07/01/2011 |
| $ | 25,000,000 |
| $ | 25,000,000 |
|
| 4.33 | % |
Bank of Montreal |
|
|
|
|
|
|
|
|
|
|
0.130%, 07/01/2011 |
|
| 17,000,000 |
|
| 17,000,000 |
|
| 2.94 | % |
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
|
|
0.080%, 07/01/2011 |
|
| 25,000,000 |
|
| 25,000,000 |
|
| 4.33 | % |
BNP Paribas Finance, Inc. |
|
|
|
|
|
|
|
|
|
|
0.110%, 07/05/2011 |
|
| 25,000,000 |
|
| 24,999,694 |
|
| 4.32 | % |
Cargill Global Funding |
|
|
|
|
|
|
|
|
|
|
0.100%, 07/06/2011 |
|
| 25,000,000 |
|
| 24,999,653 |
|
| 4.33 | % |
Ei du Pont de Nemours & Company |
|
|
|
|
|
|
|
|
|
|
0.140%, 07/13/2011 |
|
| 25,000,000 |
|
| 24,998,833 |
|
| 4.32 | % |
International Business |
|
|
|
|
|
|
|
|
|
|
Machines Corp. |
|
|
|
|
|
|
|
|
|
|
0.060%, 07/25/2011 |
|
| 25,000,000 |
|
| 24,999,000 |
|
| 4.32 | % |
JPMorgan Chase & Company |
|
|
|
|
|
|
|
|
|
|
0.050%, 07/01/2011 |
|
| 25,000,000 |
|
| 25,000,000 |
|
| 4.33 | % |
Jupiter Securitization Company LLC |
|
|
|
|
|
|
|
|
|
|
0.070%, 07/07/2011 |
|
| 17,000,000 |
|
| 16,999,802 |
|
| 2.94 | % |
National Australia Funding, Inc. |
|
|
|
|
|
|
|
|
|
|
0.110%, 07/12/2011 |
|
| 15,000,000 |
|
| 14,999,496 |
|
| 2.59 | % |
Nestle Capital Corp. |
|
|
|
|
|
|
|
|
|
|
0.040%, 07/11/2011 |
|
| 25,000,000 |
|
| 24,999,722 |
|
| 4.33 | % |
Procter & Gamble International |
|
|
|
|
|
|
|
|
|
|
Funding SCA |
|
|
|
|
|
|
|
|
|
|
0.070%, 07/05/2011 |
|
| 25,000,000 |
|
| 24,999,806 |
|
| 4.33 | % |
Societe Generale North |
|
|
|
|
|
|
|
|
|
|
America, Inc. |
|
|
|
|
|
|
|
|
|
|
0.140%, 07/01/2011 |
|
| 25,000,000 |
|
| 25,000,000 |
|
| 4.33 | % |
Starbird Funding Corp. |
|
|
|
|
|
|
|
|
|
|
0.040%, 07/01/2011 |
|
| 4,240,000 |
|
| 4,240,000 |
|
| 0.73 | % |
Wal-Mart Stores, Inc. |
|
|
|
|
|
|
|
|
|
|
0.050%, 07/11/2011 |
|
| 25,000,000 |
|
| 24,999,653 |
|
| 4.33 | % |
|
|
|
| |||||||
TOTAL COMMERCIAL PAPER (Cost $328,235,659) |
|
|
|
| $ | 328,235,659 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CORPORATE INTEREST-BEARING |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS * - 20.87% |
|
|
|
|
|
|
|
|
|
|
Bank of America Corp. |
|
|
|
|
|
|
|
|
|
|
1.073%, 12/02/2011 (J)(P) |
|
| 6,075,000 |
|
| 6,099,796 |
|
| 1.05 | % |
Bank of Montreal |
|
|
|
|
|
|
|
|
|
|
0.620%, 07/21/2011 |
|
| 8,000,000 |
|
| 8,000,000 |
|
| 1.38 | % |
Citigroup Funding, Inc. |
|
|
|
|
|
|
|
|
|
|
0.636%, 04/30/2012 (J)(P) |
|
| 15,000,000 |
|
| 15,000,000 |
|
| 2.60 | % |
General Electric Capital Corp. |
|
|
|
|
|
|
|
|
|
|
1.182%, 12/09/2011 (J)(P) |
| $ | 50,015,000 |
| $ | 50,233,365 |
|
| 8.69 | % |
JPMorgan Chase & Company |
|
|
|
|
|
|
|
|
|
|
0.945%, 12/02/2011 (J)(P) |
|
| 10,000,000 |
|
| 10,034,260 |
|
| 1.74 | % |
Morgan Stanley |
|
|
|
|
|
|
|
|
|
|
1.104%, 12/01/2011 (J)(P) |
|
| 14,220,000 |
|
| 14,275,728 |
|
| 2.47 | % |
Royal Bank of Canada |
|
|
|
|
|
|
|
|
|
|
0.257%, 02/27/2012 (P) |
|
| 10,000,000 |
|
| 10,000,000 |
|
| 1.73 | % |
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
|
|
0.350%, 10/28/2011 |
|
| 7,000,000 |
|
| 7,000,000 |
|
| 1.21 | % |
|
|
|
| |||||||
TOTAL CORPORATE INTEREST-BEARING OBLIGATIONS |
|
|
|
| $ | 120,643,149 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS * - 22.99% |
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Bank - 3.46% |
|
|
|
|
|
|
|
|
|
|
0.170%, 01/19/2012 (P) |
|
| 20,000,000 |
|
| 20,000,000 |
|
| 3.46 | % |
U.S. Treasury Bills - 19.53% |
|
|
|
|
|
|
|
|
|
|
0.305%, 01/12/2012 |
|
| 15,000,000 |
|
| 14,975,219 |
|
| 2.59 | % |
0.290%, 04/05/2012 |
|
| 15,000,000 |
|
| 14,966,288 |
|
| 2.59 | % |
0.210%, 04/05/2012 |
|
| 10,000,000 |
|
| 9,983,725 |
|
| 1.73 | % |
0.205%, 05/03/2012 |
|
| 8,000,000 |
|
| 7,986,014 |
|
| 1.38 | % |
0.190%, 10/20/2011 |
|
| 3,000,000 |
|
| 2,998,243 |
|
| 0.52 | % |
0.185%, 05/31/2012 |
|
| 10,000,000 |
|
| 9,982,785 |
|
| 1.73 | % |
0.180%, 07/21/2011 |
|
| 15,000,000 |
|
| 14,998,500 |
|
| 2.60 | % |
0.162%, 08/18/2011 |
|
|
|
|
|
|
|
|
|
|
to 06/28/2012 |
|
| 30,000,000 |
|
| 29,966,258 |
|
| 5.18 | % |
0.120%, 08/18/2011 |
|
| 7,000,000 |
|
| 6,998,880 |
|
| 1.21 | % |
|
|
|
| |||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS |
|
|
|
| $ | 132,855,912 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Money Market Trust B) |
|
|
|
|
|
|
|
|
|
|
(Cost $581,734,720) - 100.66% |
|
|
|
| $ | 581,734,720 |
|
| 100.66 | % |
Other Assets And Liabilities, Net - (0.66%) |
|
|
|
|
| (3,828,760 | ) |
| (0.66 | )% |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 577,905,960 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
New Income Trust
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
| Value |
| % of |
| |||
|
|
|
|
| ||||||
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 52.31% |
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Bonds - 4.83% |
|
|
|
|
|
|
|
|
|
|
2.625%, 04/30/2016 |
| $ | 64,035,000 |
| $ | 66,871,558 |
|
| 2.26 | % |
4.625%, 02/15/2040 |
|
| 52,825,000 |
|
| 55,094,837 |
|
| 1.86 | % |
6.750%, 08/15/2026 |
|
| 15,665,000 |
|
| 20,900,541 |
|
| 0.71 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 142,866,936 |
|
|
|
|
U.S. Treasury Notes - 9.26% |
|
|
|
|
|
|
|
|
|
|
1.125%, 01/15/2012 |
|
| 54,000,000 |
|
| 54,291,114 |
|
| 1.84 | % |
1.250%, 03/15/2014 (L) |
|
| 45,335,000 |
|
| 45,979,664 |
|
| 1.56 | % |
1.750%, 08/15/2012 (F) |
|
| 131,795,000 |
|
| 133,998,481 |
|
| 4.53 | % |
2.250%, 05/31/2014 |
|
| 25,575,000 |
|
| 26,651,938 |
|
| 0.90 | % |
2.625%, 08/15/2020 (L) |
|
| 13,060,000 |
|
| 12,629,425 |
|
| 0.43 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 273,550,622 |
|
|
|
|
U.S. Treasury Strips - 0.01% |
|
|
|
|
| 155,890 |
|
| 0.01 | % |
Federal Home Loan Bank - 0.05% |
|
|
|
|
| 1,444,995 |
|
| 0.05 | % |
The accompanying notes are an integral part of the financial statements.
24
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
New Income Trust (continued)
|
|
|
|
|
|
|
|
|
|
| ||||
|
| Shares or |
| Value |
| % of |
| |||||||
|
|
|
|
| ||||||||||
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
| ||||
OBLIGATIONS (continued) |
|
|
|
|
|
|
|
|
|
| ||||
Federal Home Loan Mortgage Corp. - 5.60% |
|
|
|
|
|
|
|
|
|
| ||||
4.000%, 09/01/2040 |
|
|
|
|
|
|
|
|
|
| ||||
to 02/15/2041 |
| $ | 33,487,758 |
| $ | 33,491,303 |
|
| 1.13 | % | ||||
4.500%, 11/01/2018 |
|
|
|
|
|
|
|
|
|
| ||||
to 12/01/2040 |
|
| 73,961,804 |
|
| 76,597,937 |
|
| 2.59 | % | ||||
5.000%, 10/01/2018 |
|
|
|
|
|
|
|
|
|
| ||||
to 08/01/2040 |
|
| 39,309,606 |
|
| 41,729,927 |
|
| 1.41 | % | ||||
OTHER SECURITIES |
|
|
|
|
| 13,501,705 |
|
| 0.47 | % | ||||
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
| 165,320,872 |
|
|
|
| ||||
Federal National Mortgage Association - 29.24% |
|
|
|
|
|
|
|
|
|
| ||||
3.500%, 11/01/2025 |
|
| 13,529,826 |
|
| 13,797,053 |
|
| 0.47 | % | ||||
4.000%, 06/01/2025 |
|
|
|
|
|
|
|
|
|
| ||||
to 12/01/2040 |
|
| 81,372,912 |
|
| 82,913,534 |
|
| 2.81 | % | ||||
4.500%, 05/01/2019 |
|
|
|
|
|
|
|
|
|
| ||||
to 04/01/2041 |
|
| 263,515,360 |
|
| 273,773,194 |
|
| 9.27 | % | ||||
5.000%, 03/01/2018 |
|
|
|
|
|
|
|
|
|
| ||||
to 10/01/2040 |
|
| 153,109,067 |
|
| 163,247,751 |
|
| 5.53 | % | ||||
5.500%, 07/01/2013 |
|
|
|
|
|
|
|
|
|
| ||||
to 05/01/2040 |
|
| 179,831,744 |
|
| 195,067,372 |
|
| 6.60 | % | ||||
6.000%, 09/01/2017 |
|
|
|
|
|
|
|
|
|
| ||||
to 04/01/2040 |
|
| 97,557,684 |
|
| 107,384,204 |
|
| 3.64 | % | ||||
6.500%, 06/01/2013 |
|
|
|
|
|
|
|
|
|
| ||||
to 01/01/2039 |
|
| 17,761,775 |
|
| 20,089,601 |
|
| 0.68 | % | ||||
OTHER SECURITIES |
|
|
|
|
| 7,538,777 |
|
| 0.24 | % | ||||
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
| 863,811,486 |
|
|
|
| ||||
Government National Mortgage Association - 3.32% |
|
|
|
|
|
|
|
|
|
| ||||
4.500%, 01/15/2019 |
|
|
|
|
|
|
|
|
|
| ||||
to 11/20/2040 |
|
| 32,699,822 |
|
| 34,479,020 |
|
| 1.17 | % | ||||
5.000%, 01/15/2019 |
|
|
|
|
|
|
|
|
|
| ||||
to 06/15/2040 |
|
| 13,923,758 |
|
| 15,133,372 |
|
| 0.51 | % | ||||
5.500%, 02/15/2029 |
|
|
|
|
|
|
|
|
|
| ||||
to 12/20/2039 |
|
| 20,725,089 |
|
| 22,906,166 |
|
| 0.78 | % | ||||
6.000%, 11/15/2012 |
|
|
|
|
|
|
|
|
|
| ||||
to 07/20/2039 |
|
| 16,881,546 |
|
| 18,724,830 |
|
| 0.63 | % | ||||
OTHER SECURITIES |
|
|
|
|
| 6,926,705 |
|
| 0.23 | % | ||||
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
| 98,170,093 |
|
|
|
| ||||
|
|
|
| |||||||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS |
|
|
|
| $ | 1,545,320,894 |
|
|
|
| ||||
|
|
|
| |||||||||||
|
|
|
|
|
|
|
|
|
|
| ||||
FOREIGN GOVERNMENT |
|
|
|
|
|
|
|
|
|
| ||||
OBLIGATIONS - 3.66% |
|
|
|
|
|
|
|
|
|
| ||||
Bermuda - 0.04% |
|
|
|
|
| 1,100,650 |
|
| 0.04 | % | ||||
Brazil - 0.83% |
|
|
|
|
|
|
|
|
|
| ||||
Federative Republic of Brazil |
|
|
|
|
|
|
|
|
|
| ||||
6.000%, 05/15/2015 |
|
|
|
|
|
|
|
|
|
| ||||
to 05/15/2017 | BRL |
| 12,866,000 |
|
| 16,626,172 |
|
| 0.56 | % | ||||
OTHER SECURITIES |
|
|
|
|
| 7,944,211 |
|
| 0.27 | % | ||||
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
| 24,570,383 |
|
|
|
| ||||
Canada - 0.94% |
|
|
|
|
|
|
|
|
|
| ||||
Government of Canada |
|
|
|
|
|
|
|
|
|
| ||||
3.500%, 06/01/2020 | CAD |
| 18,865,000 |
|
| 20,292,320 |
|
| 0.69 | % | ||||
Province of Ontario |
|
|
|
|
|
|
|
|
|
| ||||
5.450%, 04/27/2016 |
| $ | 6,600,000 |
|
| 7,559,099 |
|
| 0.25 | % | ||||
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
| 27,851,419 |
|
|
|
| ||||
Chile - 0.06% |
|
|
|
|
| 1,830,920 |
|
| 0.06 | % | ||||
Germany - 0.45% |
|
|
|
|
|
|
|
|
|
| ||||
Federal Republic of Germany |
|
|
|
|
|
|
|
|
|
| ||||
2.500%, 01/04/2021 | EUR |
| 9,435,000 |
|
| 13,162,650 |
|
| 0.45 | % | ||||
|
|
|
|
|
|
|
|
|
|
| ||||
Lithuania - 0.08% |
|
|
|
| $ | 2,270,775 |
|
| 0.08 | % | ||||
Mexico - 0.89% |
|
|
|
|
|
|
|
|
|
| ||||
Government of Mexico |
|
|
|
|
|
|
|
|
|
| ||||
8.500%, 12/13/2018 |
|
|
|
|
|
|
|
|
|
| ||||
to 11/18/2038 | MXN |
| 233,735,000 |
|
| 21,614,633 |
|
| 0.73 | % | ||||
OTHER SECURITIES |
|
|
|
|
| 4,659,650 |
|
| 0.16 | % | ||||
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
| 26,274,283 |
|
|
|
| ||||
Netherlands - 0.01% |
|
|
|
|
| 381,661 |
|
| 0.01 | % | ||||
Poland - 0.08% |
|
|
|
|
| 2,264,460 |
|
| 0.08 | % | ||||
South Africa - 0.19% |
|
|
|
|
| 5,583,878 |
|
| 0.19 | % | ||||
Sweden - 0.09% |
|
|
|
|
| 2,738,133 |
|
| 0.09 | % | ||||
|
|
|
| |||||||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS |
|
|
|
| $ | 108,029,212 |
|
|
|
| ||||
|
|
|
| |||||||||||
|
|
|
|
|
|
|
|
|
|
| ||||
CORPORATE BONDS - 27.82% |
|
|
|
|
|
|
|
|
|
| ||||
Consumer Discretionary - 2.35% |
|
|
|
|
| 69,360,289 |
|
| 2.35 | % | ||||
Consumer Staples - 1.38% |
|
|
|
|
| 40,770,336 |
|
| 1.38 | % | ||||
Energy - 3.82% |
|
|
|
|
| 112,894,858 |
|
| 3.82 | % | ||||
Financials - 11.29% |
|
|
|
|
|
|
|
|
|
| ||||
Bank of America Corp. |
|
|
|
|
|
|
|
|
|
| ||||
5.650%, 05/01/2018 |
| $ | 18,175,000 |
|
| 19,152,706 |
|
| 0.65 | % | ||||
Citigroup, Inc. |
|
|
|
|
|
|
|
|
|
| ||||
6.125%, 05/15/2018 |
|
| 12,005,000 |
|
| 13,213,555 |
|
| 0.45 | % | ||||
General Electric Capital Corp. |
|
|
|
|
|
|
|
|
|
| ||||
2.100%, 01/07/2014 |
|
| 11,620,000 |
|
| 11,781,739 |
|
| 0.40 | % | ||||
General Electric Capital Corp. |
|
|
|
|
|
|
|
|
|
| ||||
4.625%, 01/07/2021 |
|
| 14,855,000 |
|
| 14,932,187 |
|
| 0.51 | % | ||||
General Electric Capital Corp. |
|
|
|
|
|
|
|
|
|
| ||||
6.875%, 01/10/2039 |
|
| 6,270,000 |
|
| 7,097,747 |
|
| 0.24 | % | ||||
JPMorgan Chase & Company |
|
|
|
|
|
|
|
|
|
| ||||
6.000%, 01/15/2018 |
|
| 10,135,000 |
|
| 11,266,157 |
|
| 0.38 | % | ||||
Morgan Stanley |
|
|
|
|
|
|
|
|
|
| ||||
4.200%, 11/20/2014 |
|
| 7,640,000 |
|
| 7,931,489 |
|
| 0.27 | % | ||||
Morgan Stanley |
|
|
|
|
|
|
|
|
|
| ||||
6.000%, 04/28/2015 |
|
| 7,035,000 |
|
| 7,623,541 |
|
| 0.26 | % | ||||
The Goldman Sachs Group, Inc. |
|
|
|
|
|
|
|
|
|
| ||||
3.625%, 02/07/2016 |
|
| 6,820,000 |
|
| 6,890,867 |
|
| 0.23 | % | ||||
The Goldman Sachs Group, Inc. |
|
|
|
|
|
|
|
|
|
| ||||
6.150%, 04/01/2018 |
|
| 6,795,000 |
|
| 7,391,601 |
|
| 0.25 | % | ||||
Wells Fargo & Company |
|
|
|
|
|
|
|
|
|
| ||||
4.600%, 04/01/2021 |
|
| 9,755,000 |
|
| 9,802,282 |
|
| 0.33 | % | ||||
OTHER SECURITIES |
|
|
|
|
| 216,371,122 |
|
| 7.32 | % | ||||
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
| 333,454,993 |
|
|
|
| ||||
Health Care - 0.96% |
|
|
|
|
| 28,539,105 |
|
| 0.96 | % | ||||
Industrials - 1.46% |
|
|
|
|
| 43,069,903 |
|
| 1.46 | % | ||||
Information Technology - 0.45% |
|
|
|
|
| 13,224,082 |
|
| 0.45 | % | ||||
Materials - 1.71% |
|
|
|
|
| 50,603,338 |
|
| 1.71 | % | ||||
Telecommunication Services - 1.89% |
|
|
|
|
|
|
|
|
|
| ||||
AT&T, Inc. |
|
|
|
|
|
|
|
|
|
| ||||
6.300%, 01/15/2038 |
|
| 6,545,000 |
|
| 6,931,011 |
|
| 0.23 | % | ||||
OTHER SECURITIES |
|
|
|
|
| 48,894,487 |
|
| 1.66 | % | ||||
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
| 55,825,498 |
|
|
|
| ||||
Utilities - 2.51% |
|
|
|
|
| 74,219,822 |
|
| 2.51 | % | ||||
|
|
|
| |||||||||||
TOTAL CORPORATE BONDS (Cost $792,381,580) |
|
|
|
| $ | 821,962,224 |
|
|
|
| ||||
|
|
|
|
The accompanying notes are an integral part of the financial statements.
25
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
New Income Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
| |||
MUNICIPAL BONDS - 1.33% |
|
|
|
|
|
|
|
|
|
|
California - 0.21% |
|
|
|
| $ | 6,199,765 |
|
| 0.21 | % |
Colorado - 0.09% |
|
|
|
|
| 2,717,027 |
|
| 0.09 | % |
District of Columbia - 0.11% |
|
|
|
|
| 3,155,659 |
|
| 0.11 | % |
Illinois - 0.16% |
|
|
|
|
| 4,603,460 |
|
| 0.16 | % |
Kansas - 0.00% |
|
|
|
|
| 109,094 |
|
| 0.00 | % |
Maryland - 0.17% |
|
|
|
|
| 5,135,415 |
|
| 0.17 | % |
New York - 0.39% |
|
|
|
|
| 11,524,694 |
|
| 0.39 | % |
Oregon - 0.00% |
|
|
|
|
| 64,073 |
|
| 0.00 | % |
Texas - 0.10% |
|
|
|
|
| 2,873,752 |
|
| 0.10 | % |
Utah - 0.08% |
|
|
|
|
| 2,337,356 |
|
| 0.08 | % |
Virginia - 0.02% |
|
|
|
|
| 529,029 |
|
| 0.02 | % |
|
|
|
| |||||||
TOTAL MUNICIPAL BONDS (Cost $38,004,222) |
|
|
|
| $ | 39,249,324 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
TERM LOANS (M) - 3.20% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 1.24% |
|
|
|
|
| 36,491,448 |
|
| 1.24 | % |
Consumer Staples - 0.19% |
|
|
|
|
| 5,669,498 |
|
| 0.19 | % |
Energy - 0.10% |
|
|
|
|
| 3,000,000 |
|
| 0.10 | % |
Financials - 0.10% |
|
|
|
|
| 2,935,799 |
|
| 0.10 | % |
Health Care - 0.30% |
|
|
|
|
| 8,871,925 |
|
| 0.30 | % |
Industrials - 0.48% |
|
|
|
|
| 14,271,392 |
|
| 0.48 | % |
Information Technology - 0.28% |
|
|
|
|
| 8,103,691 |
|
| 0.28 | % |
Materials - 0.42% |
|
|
|
|
| 12,469,871 |
|
| 0.42 | % |
Telecommunication Services - 0.09% |
|
|
|
|
| 2,675,994 |
|
| 0.09 | % |
|
|
|
| |||||||
TOTAL TERM LOANS (Cost $93,626,249) |
|
|
|
| $ | 94,489,618 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CAPITAL PREFERRED SECURITIES - 0.54% |
|
|
|
|
|
|
|
|
|
|
Financials - 0.54% |
|
|
|
|
| 15,908,578 |
|
| 0.54 | % |
|
|
|
| |||||||
TOTAL CAPITAL PREFERRED SECURITIES |
|
|
|
| $ | 15,908,578 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 5.57% |
|
|
|
|
|
|
|
|
|
|
Commercial Mortgage Pass |
|
|
|
|
|
|
|
|
|
|
Through Certificates, |
|
|
|
|
|
|
|
|
|
|
Series 2007-C9, Class A4 |
|
|
|
|
|
|
|
|
|
|
6.008% 12/10/2049 (P) |
| $ | 8,900,000 |
|
| 9,769,165 |
|
| 0.33 | % |
JPMorgan Chase Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities Corp., |
|
|
|
|
|
|
|
|
|
|
Series 2006-CB16, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.552% 05/12/2045 |
|
| 8,727,000 |
|
| 9,497,495 |
|
| 0.32 | % |
JPMorgan Chase Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Securities Corp., |
|
|
|
|
|
|
|
|
|
|
Series 2007-C1, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.716% 02/15/2051 |
|
| 11,605,000 |
|
| 12,526,869 |
|
| 0.42 | % |
Merrill Lynch Mortgage Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2007-C1, Class A4 |
|
|
|
|
|
|
|
|
|
|
6.020% 06/12/2050 (P) |
|
| 9,300,000 |
|
| 10,137,894 |
|
| 0.34 | % |
Morgan Stanley Capital I, |
|
|
|
|
|
|
|
|
|
|
Series 2007-IQ13, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.364% 03/15/2044 |
|
| 10,875,000 |
|
| 11,531,264 |
|
| 0.39 | % |
Morgan Stanley Capital I, |
|
|
|
|
|
|
|
|
|
|
Series 2007-HQ11, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.447% 02/12/2044 (P) |
|
| 13,725,000 |
|
| 14,766,198 |
|
| 0.50 | % |
Wachovia Bank Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2005-C17, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.083% 03/15/2042 (P) |
|
| 7,040,000 |
|
| 7,582,096 |
|
| 0.26 | % |
Wachovia Bank Commercial |
|
|
|
|
|
|
|
|
|
|
Mortgage Trust, |
|
|
|
|
|
|
|
|
|
|
Series 2006-C28, Class A4 |
|
|
|
|
|
|
|
|
|
|
5.572% 10/15/2048 |
| $ | 8,720,000 |
| $ | 9,422,720 |
|
| 0.32 | % |
OTHER SECURITIES |
|
|
|
|
| 79,359,549 |
|
| 2.69 | % |
|
|
|
| |||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS |
|
|
|
| $ | 164,593,250 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
ASSET BACKED SECURITIES - 3.36% |
|
|
|
|
|
|
|
|
|
|
GE Equipment Midticket LLC, |
|
|
|
|
|
|
|
|
|
|
1.470%, 07/14/2015 (S) |
|
| 12,105,000 |
|
| 12,147,503 |
|
| 0.41 | % |
OTHER SECURITIES |
|
|
|
|
| 87,071,709 |
|
| 2.95 | % |
|
|
|
| |||||||
TOTAL ASSET BACKED SECURITIES (Cost $97,731,182) |
|
|
|
| $ | 99,219,212 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SECURITIES LENDING COLLATERAL - 1.13% |
|
|
|
|
|
|
|
|
|
|
John Hancock Collateral |
|
|
|
|
|
|
|
|
|
|
Investment Trust, |
|
|
|
|
|
|
|
|
|
|
0.2447% (W)(Y) |
|
| 3,335,334 |
|
| 33,379,693 |
|
| 1.13 | % |
|
|
|
| |||||||
TOTAL SECURITIES LENDING COLLATERAL |
|
|
|
| $ | 33,379,693 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 1.14% |
|
|
|
|
|
|
|
|
|
|
Repurchase Agreement - 0.08% |
|
|
|
|
| 2,428,828 |
|
| 0.08 | % |
Money Market Funds - 1.06% |
|
|
|
|
|
|
|
|
|
|
T. Rowe Price Prime Reserve |
|
|
|
|
|
|
|
|
|
|
Fund, 0.1301% * |
|
| 31,141,952 |
|
| 31,141,952 |
|
|
|
|
|
|
|
| |||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $33,570,780) |
|
|
|
| $ | 33,570,780 |
|
|
|
|
|
|
|
| |||||||
Total Investments (New Income Trust) |
|
|
|
|
|
|
|
|
|
|
(Cost $2,880,712,790) - 100.06% |
|
|
|
| $ | 2,955,722,785 |
|
| 100.06 | % |
Other Assets And Liabilities, Net - (0.06%) |
|
|
|
|
| (1,766,369 | ) |
| (0.06 | )% |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 2,953,956,416 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
Real Return Bond Trust
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
| |||
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 88.83% |
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Mortgage Corp. - 2.25% |
|
|
|
|
|
|
|
|
|
|
0.146%, 03/21/2013 (P) |
| $ | 2,800,000 |
| $ | 2,798,236 |
|
| 2.25 | % |
Small Business Administration - 0.63% |
|
|
|
|
|
|
|
|
|
|
5.902%, 02/10/2018 |
|
| 699,483 |
|
| 781,356 |
|
| 0.63 | % |
Treasury Inflation Protected Securities (D) - 85.95% |
|
|
|
|
|
|
|
|
|
|
0.125%, 04/15/2016 |
|
| 7,565,225 |
|
| 7,730,714 |
|
| 6.21 | % |
0.625%, 04/15/2013 |
|
| 1,595,745 |
|
| 1,642,620 |
|
| 1.32 | % |
1.125%, 01/15/2021 |
|
| 1,130,701 |
|
| 1,172,838 |
|
| 0.94 | % |
1.250%, 04/15/2014 |
|
| 1,593,735 |
|
| 1,690,231 |
|
| 1.36 | % |
1.625%, 01/15/2015 |
|
|
|
|
|
|
|
|
|
|
to 01/15/2018 |
|
| 1,392,276 |
|
| 1,512,643 |
|
| 1.22 | % |
1.875%, 07/15/2013 |
|
| 5,273,792 |
|
| 5,602,170 |
|
| 4.50 | % |
2.000%, 01/15/2014 (F) |
|
| 7,433,058 |
|
| 8,007,380 |
|
| 6.44 | % |
2.000%, 07/15/2014 |
|
|
|
|
|
|
|
|
|
|
to 01/15/2026 |
|
| 20,443,259 |
|
| 22,427,025 |
|
| 18.02 | % |
2.125%, 01/15/2019 |
|
|
|
|
|
|
|
|
|
|
to 02/15/2041 |
|
| 7,182,772 |
|
| 8,021,569 |
|
| 6.45 | % |
The accompanying notes are an integral part of the financial statements.
26
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Real Return Bond Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
| |||
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS (continued) |
|
|
|
|
|
|
|
|
|
|
Treasury Inflation Protected |
|
|
|
|
|
|
|
|
|
|
Securities (D) (continued) |
|
|
|
|
|
|
|
|
|
|
2.375%, 01/15/2017 |
|
|
|
|
|
|
|
|
|
|
to 01/15/2027 |
| $ | 13,103,530 |
| $ | 15,041,510 |
|
| 12.09 | % |
2.500%, 07/15/2016 |
|
|
|
|
|
|
|
|
|
|
to 01/15/2029 |
|
| 8,840,123 |
|
| 10,134,293 |
|
| 8.14 | % |
2.625%, 07/15/2017 |
|
| 652,143 |
|
| 758,065 |
|
| 0.61 | % |
3.375%, 01/15/2012 |
|
|
|
|
|
|
|
|
|
|
to 04/15/2032 |
|
| 12,425,384 |
|
| 15,967,098 |
|
| 12.83 | % |
3.625%, 04/15/2028 |
|
| 834,144 |
|
| 1,097,682 |
|
| 0.88 | % |
3.875%, 04/15/2029 |
|
| 3,831,667 |
|
| 5,246,989 |
|
| 4.22 | % |
OTHER SECURITIES |
|
|
|
|
| 895,322 |
|
| 0.72 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 106,948,149 |
|
|
|
|
|
|
|
| |||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS (Cost $109,782,184) |
|
|
|
| $ | 110,527,741 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 12.39% |
|
|
|
|
|
|
|
|
|
|
Australia - 2.25% |
|
|
|
|
|
|
|
|
|
|
Commonwealth of Australia |
|
|
|
|
|
|
|
|
|
|
2.500%, 09/20/2030 | AUD |
| 1,700,000 |
|
| 1,846,419 |
|
| 1.48 | % |
OTHER SECURITIES |
|
|
|
|
| 956,160 |
|
| 0.77 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 2,802,579 |
|
|
|
|
Canada - 0.09% |
|
|
|
|
| 105,469 |
|
| 0.09 | % |
Italy - 3.50% |
|
|
|
|
|
|
|
|
|
|
Republic of Italy |
|
|
|
|
|
|
|
|
|
|
2.100%, 09/15/2016 |
|
|
|
|
|
|
|
|
|
|
to 09/15/2021 | EUR |
| 2,278,012 |
|
| 3,179,692 |
|
| 2.56 | % |
OTHER SECURITIES |
|
|
|
|
| 1,174,792 |
|
| 0.94 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 4,354,484 |
|
|
|
|
Japan - 5.59% |
|
|
|
|
|
|
|
|
|
|
Government of Japan |
|
|
|
|
|
|
|
|
|
|
zero coupon, 08/01/2011 (Z) | JPY |
| 560,000,000 |
|
| 6,955,464 |
|
| 5.59 | % |
South Korea - 0.96% |
|
|
|
|
|
|
|
|
|
|
Export-Import Bank of Korea |
|
|
|
|
|
|
|
|
|
|
0.466%, 10/04/2011 (P)(S) |
| $ | 1,200,000 |
|
| 1,200,266 |
|
| 0.96 | % |
|
|
|
| |||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS |
|
|
|
| $ | 15,418,262 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS - 37.28% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.08% |
|
|
|
|
| 101,125 |
|
| 0.08 | % |
Energy - 0.09% |
|
|
|
|
| 104,850 |
|
| 0.09 | % |
Financials - 34.22% |
|
|
|
|
|
|
|
|
|
|
American International |
|
|
|
|
|
|
|
|
|
|
Group, Inc. |
|
|
|
|
|
|
|
|
|
|
0.386%, 10/18/2011 (P) |
|
| 1,400,000 |
|
| 1,393,238 |
|
| 1.12 | % |
American International |
|
|
|
|
|
|
|
|
|
|
Group, Inc. (8.625% to |
|
|
|
|
|
|
|
|
|
|
05/22/2018, then 3 month |
|
|
|
|
|
|
|
|
|
|
GBP LIBOR + 4.400%) |
|
|
|
|
|
|
|
|
|
|
05/22/2068 |
|
| 400,000 |
|
| 661,240 |
|
| 0.53 | % |
Bank of Montreal |
|
|
|
|
|
|
|
|
|
|
2.850%, 06/09/2015 (S) |
|
| 1,000,000 |
|
| 1,035,661 |
|
| 0.83 | % |
Citigroup, Inc. |
|
|
|
|
|
|
|
|
|
|
2.262%, 08/13/2013 (P) |
|
| 1,900,000 |
|
| 1,935,570 |
|
| 1.56 | % |
Citigroup, Inc. |
|
|
|
|
|
|
|
|
|
|
7.375%, 06/16/2014 |
|
| 600,000 |
|
| 956,729 |
|
| 0.77 | % |
Commonwealth Bank of |
|
|
|
|
|
|
|
|
|
|
Australia |
|
|
|
|
|
|
|
|
|
|
0.705%, 07/12/2013 (P)(S) |
|
| 5,900,000 |
|
| 5,896,755 |
|
| 4.74 | % |
Commonwealth Bank of |
|
|
|
|
|
|
|
|
|
|
Australia |
|
|
|
|
|
|
|
|
|
|
0.747%, 06/25/2014 (P)(S) |
| $ | 5,300,000 |
| $ | 5,337,948 |
|
| 4.29 | % |
Everest Reinsurance |
|
|
|
|
|
|
|
|
|
|
Holdings, Inc. |
|
|
|
|
|
|
|
|
|
|
5.400%, 10/15/2014 |
|
| 1,000,000 |
|
| 1,084,704 |
|
| 0.87 | % |
Ford Motor Credit |
|
|
|
|
|
|
|
|
|
|
Company LLC |
|
|
|
|
|
|
|
|
|
|
7.250%, 10/25/2011 |
|
| 2,150,000 |
|
| 2,182,263 |
|
| 1.75 | % |
General Electric Capital Corp. |
|
|
|
|
|
|
|
|
|
|
0.247%, 09/21/2012 (P) |
|
| 2,700,000 |
|
| 2,702,865 |
|
| 2.17 | % |
Liberty Mutual Group, Inc. |
|
|
|
|
|
|
|
|
|
|
5.750%, 03/15/2014 (S) |
|
| 900,000 |
|
| 954,712 |
|
| 0.77 | % |
Merrill Lynch & Company, Inc. |
|
|
|
|
|
|
|
|
|
|
0.482%, 06/05/2012 (P) |
|
| 1,100,000 |
|
| 1,097,917 |
|
| 0.88 | % |
Morgan Stanley |
|
|
|
|
|
|
|
|
|
|
0.590%, 01/09/2014 (P) |
|
| 800,000 |
|
| 779,949 |
|
| 0.63 | % |
Morgan Stanley |
|
|
|
|
|
|
|
|
|
|
0.726%, 10/18/2016 (P) |
|
| 1,300,000 |
|
| 1,196,762 |
|
| 0.96 | % |
NIBC Bank NV |
|
|
|
|
|
|
|
|
|
|
2.800%, 12/02/2014 (S) |
|
| 1,600,000 |
|
| 1,665,048 |
|
| 1.34 | % |
Nordea Bank AB |
|
|
|
|
|
|
|
|
|
|
1.181%, 01/14/2014 (P)(S) |
|
| 1,200,000 |
|
| 1,210,506 |
|
| 0.97 | % |
Royal Bank of Scotland PLC |
|
|
|
|
|
|
|
|
|
|
1.450%, 10/20/2011 (S) |
|
| 1,500,000 |
|
| 1,504,910 |
|
| 1.21 | % |
Santander US Debt SA |
|
|
|
|
|
|
|
|
|
|
Unipersonal |
|
|
|
|
|
|
|
|
|
|
1.046%, 03/30/2012 (P)(S) |
|
| 1,300,000 |
|
| 1,300,107 |
|
| 1.04 | % |
SLM Corp. |
|
|
|
|
|
|
|
|
|
|
4.162%, 03/15/2012 (P) |
|
| 1,027,000 |
|
| 1,017,059 |
|
| 0.82 | % |
The Goldman Sachs |
|
|
|
|
|
|
|
|
|
|
Group, Inc. |
|
|
|
|
|
|
|
|
|
|
0.697%, 03/22/2016 (P) |
|
| 2,100,000 |
|
| 1,980,386 |
|
| 1.59 | % |
OTHER SECURITIES |
|
|
|
|
| 6,686,255 |
|
| 5.38 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 42,580,584 |
|
|
|
|
Industrials - 0.92% |
|
|
|
|
|
|
|
|
|
|
International Lease |
|
|
|
|
|
|
|
|
|
|
Finance Corp. |
|
|
|
|
|
|
|
|
|
|
6.625%, 11/15/2013 |
|
| 800,000 |
|
| 828,000 |
|
| 0.67 | % |
OTHER SECURITIES |
|
|
|
|
| 319,500 |
|
| 0.25 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 1,147,500 |
|
|
|
|
Materials - 0.87% |
|
|
|
|
|
|
|
|
|
|
Rexam PLC |
|
|
|
|
|
|
|
|
|
|
6.750%, 06/01/2013 (S) |
|
| 1,000,000 |
|
| 1,086,398 |
|
| 0.87 | % |
Telecommunication Services - 1.10% |
|
|
|
|
|
|
|
|
|
|
TDC A/S |
|
|
|
|
|
|
|
|
|
|
3.500%, 02/23/2015 | EUR |
| 600,000 |
|
| 878,338 |
|
| 0.71 | % |
OTHER SECURITIES |
|
|
|
|
| 492,378 |
|
| 0.39 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 1,370,716 |
|
|
|
|
|
|
|
| |||||||
TOTAL CORPORATE BONDS (Cost $44,219,136) |
|
|
|
| $ | 46,391,173 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE |
|
|
|
|
|
|
|
|
|
|
Arran Residential Mortgages |
|
|
|
|
|
|
|
|
|
|
Funding PLC, |
|
|
|
|
|
|
|
|
|
|
Series 2011-1A, Class A2B |
|
|
|
|
|
|
|
|
|
|
2.874% 11/19/2047 (P)(S) | EUR |
| 1,700,000 |
|
| 2,461,906 |
|
| 1.98 | % |
Federal Home Loan |
|
|
|
|
|
|
|
|
|
|
Mortgage Corp., Series T-62, |
|
|
|
|
|
|
|
|
|
|
Class 1A1 |
|
|
|
|
|
|
|
|
|
|
1.484% 10/25/2044 (P) |
|
| 742,514 |
|
| 734,333 |
|
| 0.59 | % |
The accompanying notes are an integral part of the financial statements.
27
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Real Return Bond Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
COLLATERALIZED MORTGAGE |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS (continued) |
|
|
|
|
|
|
|
|
|
|
Holmes Master Issuer PLC, |
|
|
|
|
|
|
|
|
|
|
Series 2011-1A, Class A3 |
|
|
|
|
|
|
|
|
|
|
2.677% 10/15/2054 (P)(S) | EUR |
| 700,000 |
| $ | 1,017,878 |
|
| 0.82 | % |
OTHER SECURITIES |
|
|
|
|
| 8,434,003 |
|
| 6.77 | % |
|
|
|
| |||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS |
|
|
|
| $ | 12,648,120 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
ASSET BACKED SECURITIES - 4.89% |
|
|
|
|
|
|
|
|
|
|
Venture CDO, Ltd., |
|
|
|
|
|
|
|
|
|
|
0.504%, 01/20/2022 (P)(S) |
|
| 700,000 |
|
| 648,034 |
|
| 0.52 | % |
OTHER SECURITIES |
|
|
|
|
| 5,433,263 |
|
| 4.37 | % |
|
|
|
| |||||||
TOTAL ASSET BACKED SECURITIES (Cost $5,998,119) |
|
|
|
| $ | 6,081,297 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
PREFERRED SECURITIES - 0.51% |
|
|
|
|
|
|
|
|
|
|
Financials - 0.51% |
|
|
|
|
| 636,000 |
|
| 0.51 | % |
|
|
|
| |||||||
TOTAL PREFERRED SECURITIES (Cost $600,000) |
|
|
|
| $ | 636,000 |
|
|
|
|
|
|
|
| |||||||
Municipal Bonds 0.24% |
|
|
|
|
| 299,376 |
|
| 0.24 | % |
|
|
|
| |||||||
TOTAL MUNICIPAL BONDS (Cost $299,419) |
|
|
|
| $ | 299,376 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
OPTIONS PURCHASED - 0.04% |
|
|
|
|
|
|
|
|
|
|
Puts - 0.01% |
|
|
|
|
| 4,675 |
|
| 0.01 | % |
Calls - 0.03% |
|
|
|
|
| 39,316 |
|
| 0.03 | % |
|
|
|
| |||||||
TOTAL OPTIONS PURCHASED (Cost $29,374) |
|
|
|
| $ | 43,991 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 3.56% |
|
|
|
|
|
|
|
|
|
|
Repurchase Agreement - 3.16% |
|
|
|
|
|
|
|
|
|
|
Barclays Tri-Party Repurchase |
|
|
|
|
|
|
|
|
|
|
Agreement dated 06/30/2011 |
|
|
|
|
|
|
|
|
|
|
at 0.010% to be repurchased |
|
|
|
|
|
|
|
|
|
|
at $800,000 on 07/01/2011, |
|
|
|
|
|
|
|
|
|
|
collateralized by $719,000 |
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Inflation |
|
|
|
|
|
|
|
|
|
|
Indexed Bonds, 1.750% due |
|
|
|
|
|
|
|
|
|
|
01/15/2028 (valued at |
|
|
|
|
|
|
|
|
|
|
$823,256, including interest) |
|
| 800,000 |
|
| 800,000 |
|
| 0.64 | % |
Credit Suisse Tri-Party |
|
|
|
|
|
|
|
|
|
|
Repurchase Agreement dated |
|
|
|
|
|
|
|
|
|
|
06/30/2011 at 0.010% to be |
|
|
|
|
|
|
|
|
|
|
repurchased at $2,600,001 on |
|
|
|
|
|
|
|
|
|
|
07/01/2011, collateralized by |
|
|
|
|
|
|
|
|
|
|
$2,677,000 U.S. Treasury |
|
|
|
|
|
|
|
|
|
|
Notes, 2.375% due |
|
|
|
|
|
|
|
|
|
|
06/30/2018 (valued at |
|
|
|
|
|
|
|
|
|
|
$2,672,817, |
|
|
|
|
|
|
|
|
|
|
including interest) |
|
| 2,600,000 |
|
| 2,600,000 |
|
| 2.09 | % |
OTHER SECURITIES |
|
|
|
|
| 526,000 |
|
| 0.43 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 3,926,000 |
|
|
|
|
Commercial Paper - 0.40% |
|
|
|
|
| 499,892 |
|
| 0.40 | % |
|
|
|
| |||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $4,425,892) |
|
|
|
| $ | 4,425,892 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Real Return Bond Trust) |
|
|
|
|
|
|
|
|
|
|
(Cost $193,291,010) - 157.90% |
|
|
|
| $ | 196,471,852 |
|
| 157.90 | % |
Other Assets And Liabilities, Net - (57.90%) |
|
|
|
|
| (72,043,263 | ) |
| (57.90 | )% |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 124,428,589 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
Short Term Government Income Trust
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 95.26% |
|
|
|
|
|
|
|
|
|
|
Federal Agricultural Mortgage Corp. - 11.53% |
|
|
|
|
|
|
|
|
|
|
1.250%, 12/06/2013 |
| $ | 8,440,000 |
| $ | 8,528,493 |
|
| 1.46 | % |
2.125%, 09/15/2015 |
|
| 16,420,000 |
|
| 16,706,759 |
|
| 2.86 | % |
2.375%, 07/22/2015 |
|
| 20,010,000 |
|
| 20,295,883 |
|
| 3.47 | % |
3.150%, 06/05/2014 |
|
| 10,500,000 |
|
| 11,103,204 |
|
| 1.90 | % |
3.250%, 08/11/2014 |
|
| 3,195,000 |
|
| 3,381,070 |
|
| 0.58 | % |
5.125%, 04/19/2017 (S) |
|
| 6,490,000 |
|
| 7,333,908 |
|
| 1.26 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 67,349,317 |
|
|
|
|
Federal Farm Credit Bank - 7.84% |
|
|
|
|
|
|
|
|
|
|
1.370%, 12/15/2014 |
|
| 20,270,000 |
|
| 20,179,636 |
|
| 3.45 | % |
1.625%, 11/19/2014 |
|
| 8,175,000 |
|
| 8,292,467 |
|
| 1.42 | % |
2.625%, 04/17/2014 |
|
| 7,910,000 |
|
| 8,288,533 |
|
| 1.42 | % |
3.875%, 10/07/2013 |
|
| 8,430,000 |
|
| 9,039,792 |
|
| 1.55 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 45,800,428 |
|
|
|
|
Federal Home Loan Bank - 8.59% |
|
|
|
|
|
|
|
|
|
|
1.000%, 11/18/2013 |
|
| 12,155,000 |
|
| 12,170,133 |
|
| 2.08 | % |
1.050%, 11/25/2013 |
|
| 6,565,000 |
|
| 6,572,707 |
|
| 1.13 | % |
1.250%, 09/22/2014 |
|
| 17,000,000 |
|
| 16,959,999 |
|
| 2.90 | % |
1.625%, 04/14/2014 |
|
| 6,205,000 |
|
| 6,207,712 |
|
| 1.06 | % |
3.625%, 10/18/2013 |
|
| 7,765,000 |
|
| 8,285,853 |
|
| 1.42 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 50,196,404 |
|
|
|
|
Federal Home Loan Mortgage Corp. - 8.39% |
|
|
|
|
|
|
|
|
|
|
1.125%, 10/25/2013 |
|
| 23,000,000 |
|
| 23,013,754 |
|
| 3.94 | % |
1.250%, 12/29/2014 |
|
| 13,442,000 |
|
| 13,341,723 |
|
| 2.28 | % |
4.500%, 08/01/2024 |
|
|
|
|
|
|
|
|
|
|
to 11/01/2024 |
|
| 7,755,723 |
|
| 8,213,258 |
|
| 1.41 | % |
OTHER SECURITIES |
|
|
|
|
| 4,455,352 |
|
| 0.76 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 49,024,087 |
|
|
|
|
Federal National Mortgage Association - 22.60% |
|
|
|
|
|
|
|
|
|
|
1.250%, 02/27/2014 |
|
| 8,230,000 |
|
| 8,331,015 |
|
| 1.43 | % |
1.500%, 04/18/2014 |
|
| 17,575,000 |
|
| 17,726,795 |
|
| 3.04 | % |
2.375%, 07/28/2015 |
|
| 7,040,000 |
|
| 7,245,096 |
|
| 1.24 | % |
2.625%, 03/14/2016 |
|
| 7,860,000 |
|
| 7,896,848 |
|
| 1.35 | % |
3.167%, 10/01/2040 (P) |
|
| 12,942,781 |
|
| 13,360,541 |
|
| 2.29 | % |
4.201%, 08/01/2039 (P) |
|
| 2,450,875 |
|
| 2,590,728 |
|
| 0.44 | % |
4.500%, 06/01/2023 |
|
|
|
|
|
|
|
|
|
|
to 03/01/2026 |
|
| 18,670,823 |
|
| 19,818,777 |
|
| 3.39 | % |
5.000%, 04/01/2019 |
|
|
|
|
|
|
|
|
|
|
to 03/01/2025 |
|
| 2,917,469 |
|
| 3,133,434 |
|
| 0.54 | % |
5.500%, 04/01/2018 |
|
|
|
|
|
|
|
|
|
|
to 08/01/2040 |
|
| 10,919,765 |
|
| 11,851,576 |
|
| 2.03 | % |
6.000%, 10/01/2036 |
|
|
|
|
|
|
|
|
|
|
to 03/01/2037 |
|
| 4,859,696 |
|
| 5,365,921 |
|
| 0.92 | % |
6.500%, 02/01/2026 |
|
|
|
|
|
|
|
|
|
|
to 01/01/2039 |
|
| 27,882,757 |
|
| 31,515,892 |
|
| 5.40 | % |
OTHER SECURITIES |
|
|
|
|
| 3,131,370 |
|
| 0.53 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 131,967,993 |
|
|
|
|
Government National Mortgage Association - 3.07% |
|
|
|
|
|
|
|
|
|
|
3.500%, 10/20/2039 (P) |
|
| 3,142,168 |
|
| 3,304,136 |
|
| 0.57 | % |
3.750%, 10/20/2039 (P) |
|
| 1,907,074 |
|
| 2,009,694 |
|
| 0.34 | % |
4.000%, 08/20/2039 |
|
|
|
|
|
|
|
|
|
|
to 12/20/2039 (P) |
|
| 8,894,771 |
|
| 9,419,872 |
|
| 1.61 | % |
OTHER SECURITIES |
|
|
|
|
| 3,187,426 |
|
| 0.55 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 17,921,128 |
|
|
|
|
Tennessee Valley Authority - 9.50% |
|
|
|
|
|
|
|
|
|
|
4.375%, 06/15/2015 |
|
| 20,195,000 |
|
| 22,296,350 |
|
| 3.82 | % |
4.750%, 08/01/2013 |
|
| 6,925,000 |
|
| 7,502,427 |
|
| 1.28 | % |
6.000%, 03/15/2013 |
|
| 6,365,000 |
|
| 6,942,006 |
|
| 1.19 | % |
6.790%, 05/23/2012 |
|
| 17,729,000 |
|
| 18,747,336 |
|
| 3.21 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 55,488,119 |
|
|
|
|
The accompanying notes are an integral part of the financial statements.
28
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Short Term Government Income Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
| |||
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS (continued) |
|
|
|
|
|
|
|
|
|
|
U.S. Government Agency - 0.03% |
|
|
|
| $ | 190,224 |
|
| 0.03 | % |
U.S. Treasury Notes - 23.71% |
|
|
|
|
|
|
|
|
|
|
0.750%, 08/15/2013 (L) |
| $ | 29,505,000 |
|
| 29,659,429 |
|
| 5.08 | % |
1.125%, 12/15/2012 |
|
| 20,830,000 |
|
| 21,062,713 |
|
| 3.61 | % |
1.250%, 08/31/2015 |
|
| 5,410,000 |
|
| 5,382,950 |
|
| 0.92 | % |
1.250%, 09/30/2015 (L) |
|
| 8,010,000 |
|
| 7,954,310 |
|
| 1.36 | % |
1.500%, 12/31/2013 |
|
| 3,680,000 |
|
| 3,757,626 |
|
| 0.64 | % |
1.750%, 03/31/2014 |
|
| 3,225,000 |
|
| 3,313,688 |
|
| 0.57 | % |
1.875%, 06/15/2012 |
|
| 20,605,000 |
|
| 20,927,757 |
|
| 3.58 | % |
2.000%, 01/31/2016 (L) |
|
| 5,840,000 |
|
| 5,950,411 |
|
| 1.02 | % |
2.000%, 04/30/2016 |
|
| 5,275,000 |
|
| 5,351,224 |
|
| 0.92 | % |
2.125%, 05/31/2015 |
|
| 22,370,000 |
|
| 23,116,263 |
|
| 3.96 | % |
2.500%, 04/30/2015 |
|
| 11,425,000 |
|
| 11,977,502 |
|
| 2.05 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 138,453,873 |
|
|
|
|
|
|
|
| |||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS |
|
|
|
| $ | 556,391,573 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE OBLIGATIONS - 3.37% |
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Mortgage Corp., |
|
|
|
|
|
|
|
|
|
|
Series 3499, Class PA |
|
|
|
|
|
|
|
|
|
|
4.500% 08/15/2036 |
|
| 1,655,382 |
|
| 1,753,737 |
|
| 0.30 | % |
Federal National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2010-53, |
|
|
|
|
|
|
|
|
|
|
Class MA |
|
|
|
|
|
|
|
|
|
|
4.500% 09/25/2037 |
|
| 4,388,615 |
|
| 4,652,330 |
|
| 0.80 | % |
Government National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association, Series 2010-88, |
|
|
|
|
|
|
|
|
|
|
Class BA |
|
|
|
|
|
|
|
|
|
|
4.500% 01/20/2036 |
|
| 9,318,683 |
|
| 9,838,478 |
|
| 1.68 | % |
OTHER SECURITIES |
|
|
|
|
| 3,456,350 |
|
| 0.59 | % |
|
|
|
| |||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS |
|
|
|
| $ | 19,700,895 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
PREFERRED SECURITIES - 0.03% |
|
|
|
|
|
|
|
|
|
|
Financials - 0.03% |
|
|
|
|
| 178,699 |
|
| 0.03 | % |
|
|
|
| |||||||
TOTAL PREFERRED SECURITIES (Cost $1,708,125) |
|
|
|
| $ | 178,699 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SECURITIES LENDING COLLATERAL - 0.97% |
|
|
|
|
|
|
|
|
|
|
John Hancock Collateral |
|
|
|
|
|
|
|
|
|
|
Investment Trust, |
|
|
|
|
|
|
|
|
|
|
0.2447% (W)(Y) |
|
| 564,563 |
|
| 5,650,087 |
|
| 0.97 | % |
|
|
|
| |||||||
TOTAL SECURITIES LENDING COLLATERAL |
|
|
|
| $ | 5,650,087 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 0.30% |
|
|
|
|
|
|
|
|
|
|
Repurchase Agreement 0.30% |
|
|
|
|
| 1,721,000 |
|
| 0.30 | % |
|
|
|
| |||||||
TOTAL SHORT-TERM INVESTMENTS |
|
|
|
| $ | 1,721,000 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Short Term Government Income Trust) |
|
|
|
| $ | 583,642,254 |
|
| 99.93 | % |
Other Assets And Liabilities, Net - 0.07% |
|
|
|
|
| 423,951 |
|
| 0.07 | % |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 584,066,205 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
Strategic Income Opportunities Trust
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
| |||
FOREIGN GOVERNMENT |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 21.19% |
|
|
|
|
|
|
|
|
|
|
Argentina - 1.01% |
|
|
|
|
|
|
|
|
|
|
Provincia de Buenos Aires |
|
|
|
|
|
|
|
|
|
|
11.750%, 10/05/2015 (S) |
| $ | 1,960,000 |
| $ | 2,048,200 |
|
| 0.45 | % |
OTHER SECURITIES |
|
|
|
|
| 2,569,818 |
|
| 0.56 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 4,618,018 |
|
|
|
|
Australia - 0.69% |
|
|
|
|
|
|
|
|
|
|
New South Wales |
|
|
|
|
|
|
|
|
|
|
Treasury Corp. |
|
|
|
|
|
|
|
|
|
|
6.000%, 04/01/2016 | AUD |
| 2,105,000 |
|
| 2,323,644 |
|
| 0.51 | % |
OTHER SECURITIES |
|
|
|
|
| 837,966 |
|
| 0.18 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 3,161,610 |
|
|
|
|
Brazil - 0.47% |
|
|
|
|
|
|
|
|
|
|
Federative Republic of Brazil |
|
|
|
|
|
|
|
|
|
|
10.250%, 01/10/2028 | BRL |
| 3,100,000 |
|
| 2,165,124 |
|
| 0.47 | % |
|
|
|
|
|
|
|
|
|
|
|
Canada - 2.36% |
|
|
|
|
|
|
|
|
|
|
Canada Housing Trust No 1 |
|
|
|
|
|
|
|
|
|
|
4.600%, 09/15/2011 (S) |
|
| 2,000,000 |
|
| 2,087,905 |
|
| 0.46 | % |
Province of Ontario |
|
|
|
|
|
|
|
|
|
|
6.250%, 06/16/2015 | NZD |
| 5,777,000 |
|
| 5,052,889 |
|
| 1.10 | % |
OTHER SECURITIES |
|
|
|
|
| 3,698,555 |
|
| 0.80 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 10,839,349 |
|
|
|
|
Indonesia - 1.81% |
|
|
|
|
|
|
|
|
|
|
Republic of Indonesia |
|
|
|
|
|
|
|
|
|
|
9.500%, 06/15/2015 |
|
|
|
|
|
|
|
|
|
|
to 07/15/2031 | IDR |
| 42,820,000,000 |
|
| 5,460,970 |
|
| 1.19 | % |
OTHER SECURITIES |
|
|
|
|
| 2,864,264 |
|
| 0.62 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 8,325,234 |
|
|
|
|
Malaysia - 0.47% |
|
|
|
|
|
|
|
|
|
|
Government of Malaysia |
|
|
|
|
|
|
|
|
|
|
3.835%, 08/12/2015 | MYR |
| 6,350,000 |
|
| 2,137,793 |
|
| 0.47 | % |
|
|
|
|
|
|
|
|
|
|
|
Mexico - 0.46% |
|
|
|
|
|
|
|
|
|
|
Government of Mexico |
|
|
|
|
|
|
|
|
|
|
7.500%, 06/21/2012 | MXN |
| 24,107,200 |
|
| 2,112,562 |
|
| 0.46 | % |
|
|
|
|
|
|
|
|
|
|
|
New Zealand - 1.39% |
|
|
|
|
|
|
|
|
|
|
Government of New Zealand, |
|
|
|
|
|
|
|
|
|
|
Series 1217 |
|
|
|
|
|
|
|
|
|
|
6.000%, 12/15/2017 | NZD |
| 7,160,000 |
|
| 6,370,912 |
|
| 1.39 | % |
|
|
|
|
|
|
|
|
|
|
|
Norway - 1.21% |
|
|
|
|
|
|
|
|
|
|
Government of Norway |
|
|
|
|
|
|
|
|
|
|
5.000%, 05/15/2015 | NOK |
| 18,498,000 |
|
| 3,719,877 |
|
| 0.81 | % |
OTHER SECURITIES |
|
|
|
|
| 1,830,852 |
|
| 0.40 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 5,550,729 |
|
|
|
|
Peru - 0.07% |
|
|
|
|
| 342,020 |
|
| 0.07 | % |
Philippines - 1.96% |
|
|
|
|
|
|
|
|
|
|
Republic of Philippines |
|
|
|
|
|
|
|
|
|
|
5.875%, 12/16/2020 | PHP |
| 127,403,440 |
|
| 2,845,996 |
|
| 0.62 | % |
Republic of Philippines |
|
|
|
|
|
|
|
|
|
|
8.125%, 12/16/2035 |
|
| 230,634,520 |
|
| 5,374,117 |
|
| 1.17 | % |
OTHER SECURITIES |
|
|
|
|
| 759,605 |
|
| 0.17 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 8,979,718 |
|
|
|
|
Singapore - 1.81% |
|
|
|
|
|
|
|
|
|
|
Republic of Singapore |
|
|
|
|
|
|
|
|
|
|
1.375%, 10/01/2014 | SGD |
| 6,500,000 |
|
| 5,435,996 |
|
| 1.18 | % |
OTHER SECURITIES |
|
|
|
|
| 2,882,981 |
|
| 0.63 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 8,318,977 |
|
|
|
|
South Korea - 2.49% |
|
|
|
|
|
|
|
|
|
|
Republic of Korea, Series 1212 |
|
|
|
|
|
|
|
|
|
|
4.250%, 12/10/2012 | KRW |
| 8,330,000,000 |
|
| 7,865,240 |
|
| 1.71 | % |
The accompanying notes are an integral part of the financial statements.
29
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Strategic Income Opportunities Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS (continued) |
|
|
|
|
|
|
|
|
|
|
South Korea (continued) |
|
|
|
|
|
|
|
|
|
|
Republic of Korea, Series 1809 |
|
|
|
|
|
|
|
|
|
|
5.750%, 09/10/2018 | KRW |
| 2,890,000,000 |
| $ | 2,958,709 |
|
| 0.64 | % |
OTHER SECURITIES |
|
|
|
|
| 615,329 |
|
| 0.14 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 11,439,278 |
|
|
|
|
Sweden - 1.86% |
|
|
|
|
|
|
|
|
|
|
Kingdom of Sweden |
|
|
|
|
|
|
|
|
|
|
3.750%, 08/12/2017 | SEK |
| 21,250,000 |
|
| 3,543,011 |
|
| 0.77 | % |
Kingdom of Sweden, |
|
|
|
|
|
|
|
|
|
|
Series 1047 |
|
|
|
|
|
|
|
|
|
|
5.000%, 12/01/2020 |
|
| 17,300,000 |
|
| 3,198,607 |
|
| 0.70 | % |
OTHER SECURITIES |
|
|
|
|
| 1,778,143 |
|
| 0.39 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 8,519,761 |
|
|
|
|
Ukraine - 0.09% |
|
|
|
|
| 396,150 |
|
| 0.09 | % |
United Kingdom - 3.04% |
|
|
|
|
|
|
|
|
|
|
Government of United Kingdom |
|
|
|
|
|
|
|
|
|
|
3.750%, 09/07/2020 | GBP |
| 1,583,000 |
|
| 2,613,808 |
|
| 0.57 | % |
Government of United Kingdom |
|
|
|
|
|
|
|
|
|
|
4.750%, 03/07/2020 |
|
| 6,335,000 |
|
| 11,321,665 |
|
| 2.47 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 13,935,473 |
|
|
|
|
|
|
|
| |||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS |
|
|
|
| $ | 97,212,708 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS - 51.68% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 8.07% |
|
|
|
|
| 37,049,081 |
|
| 8.07 | % |
Consumer Staples - 2.74% |
|
|
|
|
|
|
|
|
|
|
Viterra, Inc. |
|
|
|
|
|
|
|
|
|
|
8.500%, 07/07/2014 | CAD |
| 5,210,000 |
|
| 5,807,196 |
|
| 1.27 | % |
OTHER SECURITIES |
|
|
|
|
| 6,747,704 |
|
| 1.47 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 12,554,900 |
|
|
|
|
Energy - 5.04% |
|
|
|
|
|
|
|
|
|
|
Offshore Group |
|
|
|
|
|
|
|
|
|
|
Investments, Ltd. |
|
|
|
|
|
|
|
|
|
|
11.500%, 08/01/2015 |
| $ | 2,570,000 |
|
| 2,794,875 |
|
| 0.61 | % |
OTHER SECURITIES |
|
|
|
|
| 20,330,660 |
|
| 4.43 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 23,125,535 |
|
|
|
|
Financials - 17.78% |
|
|
|
|
|
|
|
|
|
|
American International |
|
|
|
|
|
|
|
|
|
|
Group, Inc. (8.175% to |
|
|
|
|
|
|
|
|
|
|
05/15/2038, then 3 month |
|
|
|
|
|
|
|
|
|
|
LIBOR + 4.195%) |
|
|
|
|
|
|
|
|
|
|
05/15/2058 |
|
| 2,165,000 |
|
| 2,365,479 |
|
| 0.52 | % |
CapitaMalls Asia Treasury, Ltd. |
|
|
|
|
|
|
|
|
|
|
3.950%, 08/24/2017 | SGD |
| 3,250,000 |
|
| 2,736,173 |
|
| 0.60 | % |
European Bank for |
|
|
|
|
|
|
|
|
|
|
Reconstruction & |
|
|
|
|
|
|
|
|
|
|
Development |
|
|
|
|
|
|
|
|
|
|
9.250%, 09/10/2012 | BRL |
| 14,060,000 |
|
| 9,052,310 |
|
| 1.97 | % |
European Investment Bank |
|
|
|
|
|
|
|
|
|
|
5.375%, 05/20/2014 | AUD |
| 3,030,000 |
|
| 3,252,802 |
|
| 0.71 | % |
General Electric Capital |
|
|
|
|
|
|
|
|
|
|
Australia Funding Pty, Ltd. |
|
|
|
|
|
|
|
|
|
|
6.500%, 11/15/2011 |
|
| 1,810,000 |
|
| 1,946,886 |
|
| 0.42 | % |
General Electric Capital |
|
|
|
|
|
|
|
|
|
|
Australia Funding Pty, Ltd. |
|
|
|
|
|
|
|
|
|
|
7.000%, 10/08/2015 |
|
| 2,800,000 |
|
| 3,065,928 |
|
| 0.67 | % |
General Electric Capital Corp., |
|
|
|
|
|
|
|
|
|
|
Series A |
|
|
|
|
|
|
|
|
|
|
7.625%, 12/10/2014 | NZD |
| 4,415,000 |
|
| 3,951,974 |
|
| 0.86 | % |
Inter-American Development |
|
|
|
|
|
|
|
|
|
|
Bank, Series INTL |
|
|
|
|
|
|
|
|
|
|
7.250%, 05/24/2012 | NZD |
| 4,665,000 |
| $ | 3,999,985 |
|
| 0.87 | % |
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
|
|
4.000%, 12/15/2014 | NOK |
| 10,010,000 |
|
| 1,882,299 |
|
| 0.41 | % |
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
|
|
5.750%, 05/13/2015 | AUD |
| 4,775,000 |
|
| 5,156,639 |
|
| 1.12 | % |
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
|
|
7.000%, 10/22/2012 | IDR |
| 15,900,000,000 |
|
| 1,878,946 |
|
| 0.41 | % |
M&I Marshall & Ilsley Bank |
|
|
|
|
|
|
|
|
|
|
5.000%, 01/17/2017 |
| $ | 1,769,000 |
|
| 1,913,232 |
|
| 0.42 | % |
Morgan Stanley |
|
|
|
|
|
|
|
|
|
|
11.500%, 10/22/2020 (S) | BRL |
| 2,922,000 |
|
| 1,909,743 |
|
| 0.42 | % |
Realogy Corp. |
|
|
|
|
|
|
|
|
|
|
11.500%, 04/15/2017 |
|
| 2,030,000 |
|
| 2,060,450 |
|
| 0.45 | % |
Realogy Corp. |
|
|
|
|
|
|
|
|
|
|
12.000%, 04/15/2017 |
|
| 2,103,315 |
|
| 2,082,282 |
|
| 0.45 | % |
The Royal Bank of |
|
|
|
|
|
|
|
|
|
|
Scotland PLC |
|
|
|
|
|
|
|
|
|
|
1.871%, 03/31/2014 (P) |
|
| 2,500,000 |
|
| 2,032,032 |
|
| 0.44 | % |
OTHER SECURITIES |
|
|
|
|
| 32,297,123 |
|
| 7.04 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 81,584,283 |
|
|
|
|
Health Care - 1.47% |
|
|
|
|
| 6,753,669 |
|
| 1.47 | % |
Industrials - 5.05% |
|
|
|
|
| 23,177,112 |
|
| 5.05 | % |
Information Technology - 1.08% |
|
|
|
|
| 4,943,876 |
|
| 1.08 | % |
Materials - 6.11% |
|
|
|
|
|
|
|
|
|
|
American Pacific Corp. |
|
|
|
|
|
|
|
|
|
|
9.000%, 02/01/2015 |
|
| 2,630,000 |
|
| 2,577,400 |
|
| 0.56 | % |
NewPage Corp. |
|
|
|
|
|
|
|
|
|
|
11.375%, 12/31/2014 |
|
| 2,005,000 |
|
| 1,869,663 |
|
| 0.41 | % |
Rain CII Carbon LLC/CII |
|
|
|
|
|
|
|
|
|
|
Carbon Corp. |
|
|
|
|
|
|
|
|
|
|
8.000%, 12/01/2018 (S) |
|
| 2,770,000 |
|
| 2,950,050 |
|
| 0.64 | % |
OTHER SECURITIES |
|
|
|
|
| 20,636,913 |
|
| 4.50 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 28,034,026 |
|
|
|
|
Telecommunication Services - 3.38% |
|
|
|
|
|
|
|
|
|
|
Axtel SAB de CV |
|
|
|
|
|
|
|
|
|
|
9.000%, 09/22/2019 (S) |
|
| 2,125,000 |
|
| 2,075,063 |
|
| 0.45 | % |
OTHER SECURITIES |
|
|
|
|
| 13,441,191 |
|
| 2.93 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 15,516,254 |
|
|
|
|
Utilities - 0.96% |
|
|
|
|
| 4,401,455 |
|
| 0.96 | % |
|
|
|
| |||||||
TOTAL CORPORATE BONDS (Cost $224,338,976) |
|
|
|
| $ | 237,140,191 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CAPITAL PREFERRED SECURITIES - 1.37% |
|
|
|
|
|
|
|
|
|
|
Financials - 1.37% |
|
|
|
|
| 6,291,969 |
|
| 1.37 | % |
|
|
|
| |||||||
TOTAL CAPITAL PREFERRED SECURITIES |
|
|
|
| $ | 6,291,969 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS - 2.89% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 1.00% |
|
|
|
|
|
|
|
|
|
|
XM Satellite Radio, Inc. |
|
|
|
|
|
|
|
|
|
|
7.000%, 12/01/2014 (S) |
|
| 2,750,000 |
|
| 4,042,500 |
|
| 0.88 | % |
OTHER SECURITIES |
|
|
|
|
| 553,581 |
|
| 0.12 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 4,596,081 |
|
|
|
|
Consumer Staples - 0.09% |
|
|
|
|
| 420,750 |
|
| 0.09 | % |
Energy - 0.33% |
|
|
|
|
| 1,516,469 |
|
| 0.33 | % |
Financials - 0.47% |
|
|
|
|
| 2,153,231 |
|
| 0.47 | % |
Health Care - 0.27% |
|
|
|
|
| 1,248,687 |
|
| 0.27 | % |
The accompanying notes are an integral part of the financial statements.
30
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Strategic Income Opportunities Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Industrials - 0.34% |
|
|
|
| $ | 1,570,823 |
|
| 0.34 | % |
Materials - 0.04% |
|
|
|
|
| 157,600 |
|
| 0.04 | % |
Telecommunication Services - 0.35% |
|
|
|
|
| 1,584,188 |
|
| 0.35 | % |
|
|
|
| |||||||
TOTAL CONVERTIBLE BONDS (Cost $11,021,458) |
|
|
|
| $ | 13,247,829 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
MUNICIPAL BONDS - 3.46% |
|
|
|
|
|
|
|
|
|
|
California - 0.62% |
|
|
|
|
| 2,826,030 |
|
| 0.62 | % |
District of Columbia - 0.18% |
|
|
|
|
| 839,222 |
|
| 0.18 | % |
Florida - 0.26% |
|
|
|
|
| 1,187,392 |
|
| 0.26 | % |
Georgia - 0.17% |
|
|
|
|
| 786,010 |
|
| 0.17 | % |
Hawaii - 0.05% |
|
|
|
|
| 246,940 |
|
| 0.05 | % |
Illinois - 0.24% |
|
|
|
|
| 1,118,459 |
|
| 0.24 | % |
Massachusetts - 0.04% |
|
|
|
|
| 182,617 |
|
| 0.04 | % |
Michigan - 0.10% |
|
|
|
|
| 456,578 |
|
| 0.10 | % |
Nevada - 0.02% |
|
|
|
|
| 71,512 |
|
| 0.02 | % |
New Jersey - 0.19% |
|
|
|
|
| 890,924 |
|
| 0.19 | % |
New York - 0.32% |
|
|
|
|
| 1,479,973 |
|
| 0.32 | % |
Ohio - 0.40% |
|
|
|
|
| 1,855,074 |
|
| 0.40 | % |
Oklahoma - 0.17% |
|
|
|
|
| 756,448 |
|
| 0.17 | % |
Pennsylvania - 0.14% |
|
|
|
|
| 646,029 |
|
| 0.14 | % |
Texas - 0.35% |
|
|
|
|
| 1,591,612 |
|
| 0.35 | % |
Virginia - 0.17% |
|
|
|
|
| 771,500 |
|
| 0.17 | % |
Washington - 0.04% |
|
|
|
|
| 194,713 |
|
| 0.04 | % |
|
|
|
| |||||||
TOTAL MUNICIPAL BONDS (Cost $15,254,415) |
|
|
|
| $ | 15,901,033 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
TERM LOANS (M) - 5.10% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 1.73% |
|
|
|
|
| 7,922,123 |
|
| 1.73 | % |
Consumer Staples - 0.09% |
|
|
|
|
| 410,000 |
|
| 0.09 | % |
Energy - 0.35% |
|
|
|
|
| 1,585,000 |
|
| 0.35 | % |
Financials - 0.12% |
|
|
|
|
| 556,875 |
|
| 0.12 | % |
Health Care - 0.65% |
|
|
|
|
| 2,986,566 |
|
| 0.65 | % |
Industrials - 0.93% |
|
|
|
|
|
|
|
|
|
|
US Airways Group, Inc. |
|
|
|
|
|
|
|
|
|
|
2.686%, 03/21/2014 |
|
| 2,086,970 |
|
| 1,886,099 |
|
| 0.41 | % |
OTHER SECURITIES |
|
|
|
|
| 2,362,409 |
|
| 0.52 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 4,248,508 |
|
|
|
|
Information Technology - 0.13% |
|
|
|
|
| 602,559 |
|
| 0.13 | % |
Materials - 0.22% |
|
|
|
|
| 998,250 |
|
| 0.22 | % |
Telecommunication Services - 0.69% |
|
|
|
|
| 3,179,404 |
|
| 0.69 | % |
Utilities - 0.19% |
|
|
|
|
| 893,637 |
|
| 0.19 | % |
|
|
|
| |||||||
TOTAL TERM LOANS (Cost $23,229,870) |
|
|
|
| $ | 23,382,922 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 4.05% |
|
|
|
|
|
|
|
|
|
|
Morgan Stanley Mortgage |
|
|
|
|
|
|
|
|
|
|
Loan Trust, Series 2004-9, |
|
|
|
|
|
|
|
|
|
|
Class 1A |
|
|
|
|
|
|
|
|
|
|
5.914% 11/25/2034 (P) |
|
| 2,477,771 |
|
| 2,386,599 |
|
| 0.52 | % |
OTHER SECURITIES |
|
|
|
|
| 16,218,141 |
|
| 3.53 | % |
|
|
|
| |||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS |
|
|
|
| $ | 18,604,740 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
Asset Backed Securities 0.62% |
|
|
|
| $ | 2,828,630 |
|
| 0.62 | % |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
TOTAL ASSET BACKED SECURITIES (Cost $2,610,312) |
|
|
|
| $ | 2,828,630 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCKS - 2.87% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.83% |
|
|
|
|
|
|
|
|
|
|
Charter |
|
|
|
|
|
|
|
|
|
|
Communications, Inc., |
|
|
|
|
|
|
|
|
|
|
Class A (I) |
|
| 65,436 |
|
| 3,550,557 |
|
| 0.77 | % |
OTHER SECURITIES |
|
|
|
|
| 255,348 |
|
| 0.06 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 3,805,905 |
|
|
|
|
Financials - 1.77% |
|
|
|
|
|
|
|
|
|
|
Ares Capital Corp. |
|
| 117,236 |
|
| 1,883,983 |
|
| 0.41 | % |
Homburg Canada Real Estate |
|
|
|
|
|
|
|
|
|
|
Investment Trust, Class A (I) |
|
| 214,087 |
|
| 2,819,125 |
|
| 0.61 | % |
OTHER SECURITIES |
|
|
|
|
| 3,395,397 |
|
| 0.75 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 8,098,505 |
|
|
|
|
Health Care - 0.23% |
|
|
|
|
| 1,068,974 |
|
| 0.23 | % |
Telecommunication Services - 0.04% |
|
|
|
|
| 189,092 |
|
| 0.04 | % |
|
|
|
| |||||||
TOTAL COMMON STOCKS (Cost $12,547,140) |
|
|
|
| $ | 13,162,476 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
PREFERRED SECURITIES - 3.74% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.26% |
|
|
|
|
| 1,186,111 |
|
| 0.26 | % |
Energy - 0.27% |
|
|
|
|
| 1,240,944 |
|
| 0.27 | % |
Financials - 2.99% |
|
|
|
|
|
|
|
|
|
|
Bank of America Corp., |
|
|
|
|
|
|
|
|
|
|
Series L |
|
|
|
|
|
|
|
|
|
|
7.250%, |
|
| 3,500 |
|
| 3,504,200 |
|
| 0.76 | % |
MetLife, Inc. |
|
|
|
|
|
|
|
|
|
|
5.000%, 09/11/2013 |
|
| 36,643 |
|
| 3,020,482 |
|
| 0.66 | % |
Wells Fargo & Company, |
|
|
|
|
|
|
|
|
|
|
Series L |
|
|
|
|
|
|
|
|
|
|
7.500%, |
|
| 2,205 |
|
| 2,337,300 |
|
| 0.51 | % |
OTHER SECURITIES |
|
|
|
|
| 4,885,623 |
|
| 1.06 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 13,747,605 |
|
|
|
|
Utilities - 0.22% |
|
|
|
|
| 1,002,902 |
|
| 0.22 | % |
|
|
|
| |||||||
TOTAL PREFERRED SECURITIES (Cost $16,473,295) |
|
|
|
| $ | 17,177,562 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
OPTIONS PURCHASED - 0.29% |
|
|
|
|
|
|
|
|
|
|
Put Options - 0.29% |
|
|
|
|
| 1,311,051 |
|
| 0.29 | % |
|
|
|
| |||||||
TOTAL OPTIONS PURCHASED (Cost $2,443,200) |
|
|
|
| $ | 1,311,051 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 0.01% |
|
|
|
|
|
|
|
|
|
|
Repurchase Agreement - 0.01% |
|
|
|
|
| 53,175 |
|
| 0.01 | % |
|
|
|
| |||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $53,175) |
|
|
|
| $ | 53,175 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
Total Investments (Strategic Income Opportunities Trust) |
|
|
|
| $ | 446,314,286 |
|
| 97.27 | % |
Other Assets And Liabilities, Net - 2.73% |
|
|
|
|
| 12,518,192 |
|
| 2.73 | % |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 458,832,478 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
The accompanying notes are an integral part of the financial statements.
31
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Total Return Trust
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 30.91% |
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Mortgage Corp. - 0.77% |
|
|
|
|
|
|
|
|
|
|
4.500%, TBA |
| $ | 19,000,000 |
| $ | 19,550,877 |
|
| 0.54 | % |
OTHER SECURITIES |
|
|
|
|
| 8,565,340 |
|
| 0.23 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 28,116,217 |
|
|
|
|
Federal National Mortgage Association - 25.28% |
|
|
|
|
|
|
|
|
|
|
3.500%, 08/01/2013 |
|
|
|
|
|
|
|
|
|
|
to 03/01/2041 |
|
| 138,999,290 |
|
| 137,874,619 |
|
| 3.78 | % |
4.000%, TBA |
|
| 15,000,000 |
|
| 15,637,602 |
|
| 0.43 | % |
4.000%, 09/01/2013 |
|
|
|
|
|
|
|
|
|
|
to 06/01/2041 |
|
| 76,955,368 |
|
| 78,115,704 |
|
| 2.14 | % |
4.500%, TBA |
|
| 264,000,000 |
|
| 273,268,717 |
|
| 7.50 | % |
4.500%, 09/01/2013 |
|
|
|
|
|
|
|
|
|
|
to 05/01/2041 |
|
| 143,262,342 |
|
| 148,588,300 |
|
| 4.08 | % |
5.000%, TBA |
|
| 40,700,000 |
|
| 43,207,637 |
|
| 1.19 | % |
5.500%, 01/01/2017 |
|
|
|
|
|
|
|
|
|
|
to 06/01/2040 |
|
| 76,715,367 |
|
| 83,287,985 |
|
| 2.28 | % |
6.000%, TBA |
|
| 9,900,000 |
|
| 10,875,021 |
|
| 0.30 | % |
6.000%, 12/01/2016 |
|
|
|
|
|
|
|
|
|
|
to 01/01/2039 |
|
| 101,602,639 |
|
| 111,808,588 |
|
| 3.07 | % |
OTHER SECURITIES |
|
|
|
|
| 18,953,121 |
|
| 0.51 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 921,617,294 |
|
|
|
|
Government National Mortgage Association - 0.63% |
|
|
|
|
|
|
|
|
|
|
3.500%, 11/15/2040 |
|
|
|
|
|
|
|
|
|
|
to 02/15/2041 |
|
| 21,956,048 |
|
| 21,317,593 |
|
| 0.58 | % |
OTHER SECURITIES |
|
|
|
|
| 1,648,893 |
|
| 0.05 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 22,966,486 |
|
|
|
|
Small Business Administration - 0.11% |
|
|
|
|
| 4,155,372 |
|
| 0.11 | % |
Treasury Inflation Protected Securities (D) - 1.33% |
|
|
|
|
|
|
|
|
|
|
2.500%, 01/15/2029 (F) |
|
| 18,956,311 |
|
| 22,007,102 |
|
| 0.60 | % |
OTHER SECURITIES |
|
|
|
|
| 26,331,045 |
|
| 0.73 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 48,338,147 |
|
|
|
|
U.S. Treasury Notes - 2.79% |
|
|
|
|
|
|
|
|
|
|
0.750%, 06/15/2014 |
|
| 53,500,000 |
|
| 53,420,606 |
|
| 1.47 | % |
1.500%, 06/30/2016 |
|
| 48,900,000 |
|
| 48,273,469 |
|
| 1.32 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 101,694,075 |
|
|
|
|
|
|
|
| |||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS |
|
|
|
| $ | 1,126,887,591 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 26.88% |
|
|
|
|
|
|
|
|
|
|
Brazil - 0.05% |
|
|
|
|
| 1,815,910 |
|
| 0.05 | % |
Canada - 3.44% |
|
|
|
|
|
|
|
|
|
|
Province of Ontario |
|
|
|
|
|
|
|
|
|
|
4.200%, 06/02/2020 | CAD |
| 26,900,000 |
|
| 28,924,926 |
|
| 0.79 | % |
Province of Ontario |
|
|
|
|
|
|
|
|
|
|
4.700%, 06/02/2037 |
|
| 36,400,000 |
|
| 39,716,365 |
|
| 1.09 | % |
OTHER SECURITIES |
|
|
|
|
| 56,802,654 |
|
| 1.56 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 125,443,945 |
|
|
|
|
China - 0.02% |
|
|
|
|
| 544,812 |
|
| 0.02 | % |
France - 0.36% |
|
|
|
|
| 13,120,683 |
|
| 0.36 | % |
Germany - 0.02% |
|
|
|
|
| 886,491 |
|
| 0.02 | % |
Italy - 0.54% |
|
|
|
|
|
|
|
|
|
|
Republic of Italy |
|
|
|
|
|
|
|
|
|
|
2.100%, 09/15/2016 |
|
|
|
|
|
|
|
|
|
|
to 09/15/2021 | EUR |
| 10,773,736 |
|
| 15,004,911 |
|
| 0.41 | % |
OTHER SECURITIES |
|
|
|
|
| 4,823,832 |
|
| 0.13 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 19,828,743 |
|
|
|
|
Japan - 20.67% |
|
|
|
|
|
|
|
|
|
|
Government of Japan |
|
|
|
|
|
|
|
|
|
|
zero coupon 07/11/2011 |
|
|
|
|
|
|
|
|
|
|
to 09/05/2011 (Z) | JPY |
| 60,670,000,000 |
| $ | 753,540,266 |
|
| 20.67 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 753,540,266 |
|
|
|
|
Mexico - 0.10% |
|
|
|
|
| 3,703,230 |
|
| 0.10 | % |
Panama - 0.02% |
|
|
|
|
| 824,600 |
|
| 0.02 | % |
Russia - 0.46% |
|
|
|
|
|
|
|
|
|
|
Government of Russia |
|
|
|
|
|
|
|
|
|
|
7.500%, 03/31/2030 |
| $ | 13,667,000 |
|
| 16,109,976 |
|
| 0.44 | % |
OTHER SECURITIES |
|
|
|
|
| 616,500 |
|
| 0.02 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 16,726,476 |
|
|
|
|
South Africa - 0.02% |
|
|
|
|
| 553,750 |
|
| 0.02 | % |
South Korea - 0.50% |
|
|
|
|
| 18,183,306 |
|
| 0.50 | % |
Spain - 0.53% |
|
|
|
|
| 19,303,859 |
|
| 0.53 | % |
Turkey - 0.15% |
|
|
|
|
| 5,508,000 |
|
| 0.15 | % |
|
|
|
| |||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS |
|
|
|
| $ | 979,984,071 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS - 26.53% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 1.00% |
|
|
|
|
|
|
|
|
|
|
President and Fellows of |
|
|
|
|
|
|
|
|
|
|
Harvard College |
|
|
|
|
|
|
|
|
|
|
6.500%, 01/15/2039 (S) |
|
| 21,300,000 |
|
| 25,757,025 |
|
| 0.71 | % |
OTHER SECURITIES |
|
|
|
|
| 10,814,708 |
|
| 0.29 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 36,571,733 |
|
|
|
|
Consumer Staples - 0.07% |
|
|
|
|
| 2,509,207 |
|
| 0.07 | % |
Energy - 1.40% |
|
|
|
|
| 51,148,534 |
|
| 1.40 | % |
Financials - 21.88% |
|
|
|
|
|
|
|
|
|
|
Bank of America Corp. |
|
|
|
|
|
|
|
|
|
|
6.500%, 08/01/2016 |
|
| 15,700,000 |
|
| 17,501,088 |
|
| 0.48 | % |
Barclays Bank PLC |
|
|
|
|
|
|
|
|
|
|
2.500%, 01/23/2013 |
|
| 20,000,000 |
|
| 20,364,840 |
|
| 0.56 | % |
Citigroup, Inc. |
|
|
|
|
|
|
|
|
|
|
5.500%, 08/27/2012 |
|
|
|
|
|
|
|
|
|
|
to 04/11/2013 |
|
| 14,700,000 |
|
| 15,552,968 |
|
| 0.43 | % |
Dexia Credit Local |
|
|
|
|
|
|
|
|
|
|
0.652%, 03/05/2013 (P)(S) |
|
| 25,700,000 |
|
| 25,627,089 |
|
| 0.70 | % |
FIH Erhvervsbank A/S |
|
|
|
|
|
|
|
|
|
|
0.620%, 06/13/2013 (P)(S) |
|
| 40,100,000 |
|
| 40,075,860 |
|
| 1.10 | % |
General Electric Capital Corp. |
|
|
|
|
|
|
|
|
|
|
(5.500% to 09/15/2017, then |
|
|
|
|
|
|
|
|
|
|
3 month EURIBOR + 2.000%) |
|
|
|
|
|
|
|
|
|
|
09/15/2067 (S) |
|
| 12,700,000 |
|
| 17,127,718 |
|
| 0.47 | % |
ING Bank NV |
|
|
|
|
|
|
|
|
|
|
1.046%, 03/30/2012 (P)(S) |
|
| 30,400,000 |
|
| 30,517,922 |
|
| 0.84 | % |
Intesa Sanpaolo SpA |
|
|
|
|
|
|
|
|
|
|
2.375%, 12/21/2012 |
|
| 21,100,000 |
|
| 21,261,225 |
|
| 0.58 | % |
Lloyds TSB Bank PLC |
|
|
|
|
|
|
|
|
|
|
(12.000% to 12/16/2024, then |
|
|
|
|
|
|
|
|
|
|
3 month LIBOR + 11.750%) |
|
|
|
|
|
|
|
|
|
|
12/16/2024 (Q)(S) |
|
| 14,700,000 |
|
| 15,850,647 |
|
| 0.43 | % |
Metropolitan Life Global |
|
|
|
|
|
|
|
|
|
|
Funding I |
|
|
|
|
|
|
|
|
|
|
0.683%, 07/13/2011 (P)(S) |
|
| 19,900,000 |
|
| 19,901,970 |
|
| 0.55 | % |
Morgan Stanley |
|
|
|
|
|
|
|
|
|
|
1.426%, 01/16/2017 |
|
| 15,000,000 |
|
| 20,113,605 |
|
| 0.55 | % |
Santander US Debt SA |
|
|
|
|
|
|
|
|
|
|
Unipersonal |
|
|
|
|
|
|
|
|
|
|
1.046%, 03/30/2012 (P)(S) |
|
| 22,700,000 |
|
| 22,701,861 |
|
| 0.62 | % |
The accompanying notes are an integral part of the financial statements.
32
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Total Return Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
| |||
CORPORATE BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Financials (continued) |
|
|
|
|
|
|
|
|
|
|
Wells Fargo & Company, |
|
|
|
|
|
|
|
|
|
|
Series K (7.980% to |
|
|
|
|
|
|
|
|
|
|
03/15/2018, then 3 month |
|
|
|
|
|
|
|
|
|
|
LIBOR + 3.770%) |
|
|
|
|
|
|
|
|
|
|
03/15/2018 (Q) |
| $ | 75,400,000 |
| $ | 81,432,000 |
|
| 2.23 | % |
OTHER SECURITIES |
|
|
|
|
| 449,616,796 |
|
| 12.34 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 797,645,589 |
|
|
|
|
Health Care - 0.23% |
|
|
|
|
| 8,426,674 |
|
| 0.23 | % |
Industrials - 0.52% |
|
|
|
|
| 19,151,528 |
|
| 0.52 | % |
Information Technology - 0.41% |
|
|
|
|
|
|
|
|
|
|
Hewlett-Packard Company |
|
|
|
|
|
|
|
|
|
|
0.534%, 05/24/2013 (P) |
|
| 14,800,000 |
|
| 14,833,552 |
|
| 0.41 | % |
Materials - 0.54% |
|
|
|
|
| 19,627,205 |
|
| 0.54 | % |
Telecommunication Services - 0.31% |
|
|
|
|
| 11,211,352 |
|
| 0.31 | % |
Utilities - 0.17% |
|
|
|
|
| 6,137,494 |
|
| 0.17 | % |
|
|
|
| |||||||
TOTAL CORPORATE BONDS (Cost $946,073,932) |
|
|
|
| $ | 967,262,868 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CAPITAL PREFERRED SECURITIES - 0.69% |
|
|
|
|
|
|
|
|
|
|
Financials - 0.69% |
|
|
|
|
| 25,077,435 |
|
| 0.69 | % |
|
|
|
| |||||||
TOTAL CAPITAL PREFERRED SECURITIES |
|
|
|
| $ | 25,077,435 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS - 0.50% |
|
|
|
|
|
|
|
|
|
|
Energy - 0.50% |
|
|
|
|
|
|
|
|
|
|
Transocean, Inc. |
|
|
|
|
|
|
|
|
|
|
1.500%, 12/15/2037 |
|
| 18,400,000 |
|
| 18,377,000 |
|
| 0.50 | % |
|
|
|
| |||||||
TOTAL CONVERTIBLE BONDS (Cost $17,129,663) |
|
|
|
| $ | 18,377,000 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
MUNICIPAL BONDS - 2.98% |
|
|
|
|
|
|
|
|
|
|
Alaska - 0.21% |
|
|
|
|
| 7,770,600 |
|
| 0.21 | % |
California - 0.79% |
|
|
|
|
| 28,839,109 |
|
| 0.79 | % |
Illinois - 0.46% |
|
|
|
|
| 16,571,861 |
|
| 0.46 | % |
Iowa - 0.20% |
|
|
|
|
| 7,219,198 |
|
| 0.20 | % |
Nebraska - 0.01% |
|
|
|
|
| 522,535 |
|
| 0.01 | % |
Nevada - 0.39% |
|
|
|
|
| 14,126,156 |
|
| 0.39 | % |
New Jersey - 0.40% |
|
|
|
|
|
|
|
|
|
|
New Jersey State Turnpike |
|
|
|
|
|
|
|
|
|
|
Authority 7.414%, 01/01/2040 |
|
| 12,000,000 |
|
| 14,588,040 |
|
| 0.40 | % |
New York - 0.33% |
|
|
|
|
| 11,843,965 |
|
| 0.33 | % |
North Carolina - 0.09% |
|
|
|
|
| 3,134,580 |
|
| 0.09 | % |
Ohio - 0.09% |
|
|
|
|
| 3,378,429 |
|
| 0.09 | % |
Rhode Island - 0.01% |
|
|
|
|
| 452,775 |
|
| 0.01 | % |
Wisconsin - 0.00% |
|
|
|
|
| 140,940 |
|
| 0.00 | % |
|
|
|
| |||||||
TOTAL MUNICIPAL BONDS (Cost $102,305,839) |
|
|
|
| $ | 108,588,188 |
|
|
|
|
|
|
|
| |||||||
Collateralized Mortgage |
|
|
|
|
|
|
|
|
|
|
Obligations 6.27% |
|
|
|
|
| 228,398,630 |
|
| 6.27 | % |
|
|
|
| |||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS |
|
|
|
| $ | 228,398,630 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
ASSET BACKED SECURITIES - 2.53% |
|
|
|
|
|
|
|
|
|
|
Citibank Omni Master Trust, |
|
|
|
|
|
|
|
|
|
|
2.287%, 05/16/2016 (S)(P) |
|
| 20,800,000 |
|
| 21,050,355 |
|
| 0.58 | % |
Duane Street CLO, |
|
|
|
|
|
|
|
|
|
|
0.518%, 11/08/2017 (S)(P) |
|
| 38,038,719 |
|
| 36,998,094 |
|
| 1.01 | % |
SLM Student Loan Trust, |
|
|
|
|
|
|
|
|
|
|
1.774%, 04/25/2023 (P) |
|
| 16,854,816 |
|
| 17,397,037 |
|
| 0.48 | % |
OTHER SECURITIES |
|
|
|
| $ | 16,736,515 |
|
| 0.46 | % |
|
|
|
| |||||||
TOTAL ASSET BACKED SECURITIES (Cost $91,489,584) |
|
|
|
| $ | 92,182,001 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
TERM LOANS (M) - 0.22% |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.03% |
|
|
|
|
| 1,153,403 |
|
| 0.03 | % |
Financials - 0.19% |
|
|
|
|
| 6,950,602 |
|
| 0.19 | % |
|
|
|
| |||||||
TOTAL TERM LOANS (Cost $8,210,358) |
|
|
|
| $ | 8,104,005 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
PREFERRED SECURITIES - 0.22% |
|
|
|
|
|
|
|
|
|
|
Financials - 0.22% |
|
|
|
|
| 8,036,351 |
|
| 0.22 | % |
|
|
|
| |||||||
TOTAL PREFERRED SECURITIES (Cost $10,336,921) |
|
|
|
| $ | 8,036,351 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 12.20% |
|
|
|
|
|
|
|
|
|
|
Repurchase Agreement - 0.09% |
|
|
|
|
| 3,457,000 |
|
| 0.09 | % |
Short-Term Securities* - 12.11% |
|
|
|
|
|
|
|
|
|
|
Banco Bradesco SA |
|
|
|
|
|
|
|
|
|
|
1.570%, 08/26/2011 |
|
| 33,600,000 |
|
| 33,510,624 |
|
| 0.92 | % |
Itau Unibanco Holdings SA |
|
|
|
|
|
|
|
|
|
|
1.623%, 02/06/2012 |
|
| 23,600,000 |
|
| 23,365,896 |
|
| 0.64 | % |
Kells Funding LLC |
|
|
|
|
|
|
|
|
|
|
0.230%, 09/02/2011 |
|
| 17,300,000 |
|
| 17,293,037 |
|
| 0.47 | % |
Kells Funding LLC |
|
|
|
|
|
|
|
|
|
|
0.240%, 11/07/2011 |
|
| 19,800,000 |
|
| 19,782,972 |
|
| 0.54 | % |
Kells Funding LLC |
|
|
|
|
|
|
|
|
|
|
0.270%, 10/04/2011 |
|
| 37,000,000 |
|
| 36,973,638 |
|
| 1.01 | % |
Kells Funding LLC |
|
|
|
|
|
|
|
|
|
|
0.270%, 11/03/2011 |
|
| 25,200,000 |
|
| 25,176,375 |
|
| 0.69 | % |
Kells Funding LLC |
|
|
|
|
|
|
|
|
|
|
0.300%, 10/03/2011 |
|
| 19,100,000 |
|
| 19,085,038 |
|
| 0.52 | % |
Straight A Funding LLC |
|
|
|
|
|
|
|
|
|
|
0.170%, 08/04/2011 |
|
| 39,000,000 |
|
| 38,993,738 |
|
| 1.07 | % |
OTHER SECURITIES |
|
|
|
|
| 227,138,401 |
|
| 6.25 | % |
|
|
|
| |||||||
|
|
|
|
|
| 441,319,719 |
|
|
|
|
|
|
|
| |||||||
TOTAL SHORT-TERM INVESTMENTS |
|
|
|
| $ | 444,776,719 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
OPTIONS PURCHASED - 0.01% |
|
|
|
|
|
|
|
|
|
|
Calls - 0.01% |
|
|
|
|
| 280,521 |
|
| 0.01 | % |
|
|
|
| |||||||
TOTAL OPTIONS PURCHASED (Cost $208,362) |
|
|
|
| $ | 280,521 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Total Return Trust) |
|
|
|
|
|
|
|
|
|
|
(Cost $3,947,467,846) - 109.94% |
|
|
|
| $ | 4,007,955,380 |
|
| 109.94 | % |
Other Assets And Liabilities, Net - (9.94%) |
|
|
|
|
| (362,292,967 | ) |
| (9.94 | )% |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 3,645,662,413 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
|
|
|
|
|
|
SALE COMMITMENTS OUTSTANDING - (7.14)% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
|
|
|
|
| |
|
| Principle |
|
|
|
|
|
|
| |
|
| Amount |
| Value |
|
|
|
| ||
|
|
|
|
| ||||||
Federal National Mortgage Association - (6.56)% |
|
|
|
|
|
|
|
|
|
|
3.500%, TBA |
|
| (79,000,000 | ) | $ | (80,362,821 | ) |
| (2.20 | )% |
3.500%, TBA |
|
| (60,000,000 | ) |
| (57,301,368 | ) |
| (1.57 | )% |
4.000%, TBA |
|
| (36,000,000 | ) |
| (37,464,149 | ) |
| (1.03 | )% |
4.000%, TBA |
|
| (50,000,000 | ) |
| (49,941,790 | ) |
| (1.37 | )% |
OTHER SECURITIES |
|
|
|
|
| (13,920,101 | ) |
| (0.39 | )% |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| (238,990,229 | ) |
|
|
|
The accompanying notes are an integral part of the financial statements.
33
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Total Return Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
|
|
|
|
| |
|
| Principle |
|
|
|
|
|
|
| |
|
| Amount |
| Value |
|
|
|
| ||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
Government National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association - (0.58)% |
|
|
|
| $ | (21,319,877 | ) |
| (0.58 | )% |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| (21,319,877 | ) |
|
|
|
|
|
|
| |||||||
TOTAL SALE COMMITMENTS OUTSTANDING |
|
|
|
| $ | (260,310,106 | ) |
|
|
|
|
|
|
|
Ultra Short Term Bond Trust
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT & AGENCY |
|
|
|
|
|
|
|
|
|
|
OBLIGATIONS - 43.74% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Mortgage Corp. - 19.11% |
|
|
|
|
|
|
|
|
|
|
1.500%, 01/28/2014 |
| $ | 2,200,000 |
| $ | 2,201,694 |
|
| 2.84 | % |
1.625%, 01/21/2014 |
|
| 3,200,000 |
|
| 3,202,285 |
|
| 4.13 | % |
1.750%, 03/07/2014 |
|
| 2,000,000 |
|
| 2,004,883 |
|
| 2.58 | % |
2.396%, 12/01/2035 (P) |
|
| 965,985 |
|
| 1,007,289 |
|
| 1.30 | % |
2.481%, 05/01/2034 (P) |
|
| 1,022,453 |
|
| 1,070,783 |
|
| 1.38 | % |
2.504%, 11/01/2036 (P) |
|
| 833,941 |
|
| 871,086 |
|
| 1.12 | % |
2.603%, 02/01/2036 (P) |
|
| 832,885 |
|
| 868,811 |
|
| 1.12 | % |
2.709%, 08/01/2035 (P) |
|
| 947,460 |
|
| 994,322 |
|
| 1.28 | % |
2.726%, 06/01/2035 (P) |
|
| 896,817 |
|
| 947,523 |
|
| 1.22 | % |
OTHER SECURITIES |
|
|
|
|
| 1,657,486 |
|
| 2.14 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 14,826,162 |
|
|
|
|
Government National Mortgage |
|
|
|
|
|
|
|
|
|
|
Association - 19.19% |
|
|
|
|
|
|
|
|
|
|
1.500%, 01/07/2014 |
|
| 1,000,000 |
|
| 1,000,092 |
|
| 1.29 | % |
1.550%, 08/12/2014 |
|
| 1,000,000 |
|
| 1,001,224 |
|
| 1.29 | % |
1.625%, 03/21/2014 |
|
| 2,000,000 |
|
| 2,005,346 |
|
| 2.58 | % |
1.650%, 05/09/2014 |
|
| 2,000,000 |
|
| 2,002,583 |
|
| 2.58 | % |
1.700%, 02/25/2014 |
|
| 1,500,000 |
|
| 1,503,464 |
|
| 1.94 | % |
1.800%, 06/02/2014 |
|
| 2,500,000 |
|
| 2,501,271 |
|
| 3.22 | % |
2.040%, 02/01/2035 (P) |
|
| 981,256 |
|
| 1,028,395 |
|
| 1.33 | % |
2.549%, 07/01/2035 (P) |
|
| 907,308 |
|
| 952,037 |
|
| 1.23 | % |
2.583%, 05/01/2034 (P) |
|
| 764,668 |
|
| 804,069 |
|
| 1.04 | % |
2.500%, 08/20/2035 (P) |
|
| 894,715 |
|
| 924,040 |
|
| 1.19 | % |
2.625%, 08/20/2032 (P) |
|
| 822,435 |
|
| 849,150 |
|
| 1.09 | % |
OTHER SECURITIES |
|
|
|
|
| 313,640 |
|
| 0.41 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 14,885,311 |
|
|
|
|
Federal Home Loan Bank - 5.44% |
|
|
|
|
|
|
|
|
|
|
2.000%, 04/07/2014 |
|
| 2,000,000 |
|
| 2,009,492 |
|
| 2.59 | % |
2.100%, 12/30/2013 |
|
| 2,200,000 |
|
| 2,209,248 |
|
| 2.85 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 4,218,740 |
|
|
|
|
|
|
|
| |||||||
TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS (Cost $33,996,077) |
|
|
|
| $ | 33,930,213 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS - 33.97% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary - 1.18% |
|
|
|
|
| 918,034 |
|
| 1.18 | % |
|
|
|
|
|
|
|
|
|
|
|
Consumer Staples - 4.21% |
|
|
|
|
|
|
|
|
|
|
Kraft Foods, Inc. |
|
|
|
|
|
|
|
|
|
|
6.250%, 06/01/2012 |
|
| 700,000 |
|
| 734,863 |
|
| 0.95 | % |
OTHER SECURITIES |
|
|
|
|
| 2,528,822 |
|
| 3.26 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 3,263,685 |
|
|
|
|
Energy - 2.70% |
|
|
|
|
|
|
|
|
|
|
Husky Energy, Inc. |
|
|
|
|
|
|
|
|
|
|
6.250%, 06/15/2012 |
|
| 850,000 |
|
| 893,507 |
|
| 1.15 | % |
OTHER SECURITIES |
|
|
|
|
| 1,198,312 |
|
| 1.55 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 2,091,819 |
|
|
|
|
Financials - 16.97% |
|
|
|
|
|
|
|
|
|
|
American Express Bank FSB |
|
|
|
|
|
|
|
|
|
|
0.316%, 05/29/2012 (P) |
| $ | 700,000 |
| $ | 698,367 |
|
| 0.90 | % |
Duke Realty LP |
|
|
|
|
|
|
|
|
|
|
5.875%, 08/15/2012 |
|
| 746,000 |
|
| 780,720 |
|
| 1.01 | % |
ERAC USA Finance LLC |
|
|
|
|
|
|
|
|
|
|
2.750%, 07/01/2013 (S) |
|
| 700,000 |
|
| 714,001 |
|
| 0.92 | % |
ING Bank NV |
|
|
|
|
|
|
|
|
|
|
2.000%, 10/18/2013 (S) |
|
| 700,000 |
|
| 697,586 |
|
| 0.90 | % |
Merrill Lynch & Company, Inc. |
|
|
|
|
|
|
|
|
|
|
5.450%, 02/05/2013 |
|
| 750,000 |
|
| 795,473 |
|
| 1.03 | % |
Nationwide Financial Services, Inc. |
|
|
|
|
|
|
|
|
|
|
6.250%, 11/15/2011 |
|
| 700,000 |
|
| 709,200 |
|
| 0.91 | % |
The Bear Stearns Companies LLC |
|
|
|
|
|
|
|
|
|
|
6.950%, 08/10/2012 |
|
| 750,000 |
|
| 800,624 |
|
| 1.03 | % |
The Royal Bank of Scotland PLC |
|
|
|
|
|
|
|
|
|
|
3.400%, 08/23/2013 |
|
| 800,000 |
|
| 818,432 |
|
| 1.05 | % |
OTHER SECURITIES |
|
|
|
|
| 7,155,092 |
|
| 9.22 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 13,169,495 |
|
|
|
|
Health Care - 2.34% |
|
|
|
|
|
|
|
|
|
|
Express Scripts, Inc. |
|
|
|
|
|
|
|
|
|
|
5.250%, 06/15/2012 |
|
| 1,000,000 |
|
| 1,040,376 |
|
| 1.34 | % |
OTHER SECURITIES |
|
|
|
|
| 772,338 |
|
| 1.00 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 1,812,714 |
|
|
|
|
Industrials - 0.34% |
|
|
|
|
| 261,355 |
|
| 0.34 | % |
|
|
|
|
|
|
|
|
|
|
|
Information Technology - 0.66% |
|
|
|
|
| 512,040 |
|
| 0.66 | % |
|
|
|
|
|
|
|
|
|
|
|
Materials - 1.01% |
|
|
|
|
|
|
|
|
|
|
The Dow Chemical Company |
|
|
|
|
|
|
|
|
|
|
4.850%, 08/15/2012 |
|
| 750,000 |
|
| 783,257 |
|
| 1.01 | % |
Telecommunication Services - 3.87% |
|
|
|
|
|
|
|
|
|
|
Cellco Partnership / Verizon |
|
|
|
|
|
|
|
|
|
|
Wireless Capital LLC |
|
|
|
|
|
|
|
|
|
|
5.250%, 02/01/2012 |
|
| 850,000 |
|
| 872,306 |
|
| 1.12 | % |
COX Communications, Inc. |
|
|
|
|
|
|
|
|
|
|
7.125%, 10/01/2012 |
|
| 892,000 |
|
| 956,584 |
|
| 1.23 | % |
Telecom Italia Capital SA |
|
|
|
|
|
|
|
|
|
|
6.200%, 07/18/2011 |
|
| 750,000 |
|
| 751,304 |
|
| 0.97 | % |
OTHER SECURITIES |
|
|
|
|
| 421,000 |
|
| 0.55 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 3,001,194 |
|
|
|
|
Utilities - 0.69% |
|
|
|
|
|
|
|
|
|
|
NiSource Finance Corp. |
|
|
|
|
|
|
|
|
|
|
6.150%, 03/01/2013 |
|
| 500,000 |
|
| 537,760 |
|
| 0.69 | % |
|
|
|
| |||||||
TOTAL CORPORATE BONDS (Cost $26,288,666) |
|
|
|
| $ | 26,351,353 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
ASSET BACKED SECURITIES - 19.47% |
|
|
|
|
|
|
|
|
|
|
American Express Credit Account |
|
|
|
|
|
|
|
|
|
|
Master Trust, |
|
|
|
|
|
|
|
|
|
|
0.207%, 09/15/2014 (P) |
|
| 750,000 |
|
| 749,618 |
|
| 0.97 | % |
Bank of America Credit Card Trust, |
|
|
|
|
|
|
|
|
|
|
0.207%, 03/15/2014 (P) |
|
| 660,000 |
|
| 659,641 |
|
| 0.85 | % |
Chase Issuance Trust, |
|
|
|
|
|
|
|
|
|
|
1.737%, 04/15/2014 (P) |
|
| 750,000 |
|
| 759,024 |
|
| 0.98 | % |
Citibank Credit Card Issuance Trust, |
|
|
|
|
|
|
|
|
|
|
0.536%, 08/20/2014 (P) |
|
| 700,000 |
|
| 701,897 |
|
| 0.90 | % |
Citibank Credit Card Issuance Trust, |
|
|
|
|
|
|
|
|
|
|
1.937%, 03/17/2014 (P) |
|
| 760,000 |
|
| 768,989 |
|
| 0.99 | % |
Discover Card Master Trust, |
|
|
|
|
|
|
|
|
|
|
1.487%, 12/15/2014 (P) |
|
| 1,000,000 |
|
| 1,011,781 |
|
| 1.30 | % |
Honda Auto Receivables |
|
|
|
|
|
|
|
|
|
|
Owner Trust, |
|
|
|
|
|
|
|
|
|
|
1.250%, 10/21/2013 |
|
| 1,569,217 |
|
| 1,576,430 |
|
| 2.03 | % |
Merrill Auto Trust Securitization, |
|
|
|
|
|
|
|
|
|
|
6.150%, 04/15/2015 |
|
| 677,057 |
|
| 689,735 |
|
| 0.89 | % |
The accompanying notes are an integral part of the financial statements.
34
|
John Hancock Variable Insurance Trust |
(Formerly John Hancock Trust) |
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
Ultra Short Term Bond Trust (continued)
|
|
|
|
|
|
|
|
|
|
|
|
| Shares or |
|
|
| % of |
| |||
|
| Principal |
|
|
| Net |
| |||
|
| Amount |
| Value |
| Assets |
| |||
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
ASSET BACKED SECURITIES (continued) |
|
|
|
|
|
|
|
|
|
|
National City Credit Card |
|
|
|
|
|
|
|
|
|
|
Master Trust, |
|
|
|
|
|
|
|
|
|
|
0.237%, 03/17/2014 (P) |
| $ | 1,000,000 |
| $ | 996,474 |
|
| 1.28 | % |
Nissan Auto Lease Trust, |
|
|
|
|
|
|
|
|
|
|
2.070%, 01/15/2015 |
|
| 626,587 |
|
| 627,824 |
|
| 0.81 | % |
Santander Drive Auto |
|
|
|
|
|
|
|
|
|
|
Receivables Trust, |
|
|
|
|
|
|
|
|
|
|
1.360%, 03/15/2013 |
|
| 575,127 |
|
| 576,309 |
|
| 0.74 | % |
OTHER SECURITIES |
|
|
|
|
| 5,990,365 |
|
| 7.73 | % |
|
|
|
| |||||||
TOTAL ASSET BACKED SECURITIES (Cost $15,138,363) |
|
|
|
| $ | 15,108,087 |
|
|
|
|
|
|
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 1.92% |
|
|
|
|
|
|
|
|
|
|
Short-Term Securities* - 1.92% |
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Discount Notes, |
|
|
|
|
|
|
|
|
|
|
0.0011%, 07/01/2011 |
|
| 1,000,000 |
|
| 1,000,000 |
|
| 1.29 | % |
OTHER SECURITIES |
|
|
|
|
| 489,223 |
|
| 0.63 | % |
|
|
|
|
|
|
|
|
| ||
|
|
|
|
|
| 1,489,223 |
|
|
|
|
|
|
|
| |||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $1,489,223) |
|
|
|
| $ | 1,489,223 |
|
|
|
|
|
|
|
| |||||||
Total Investments (Ultra Short Term Bond Trust) |
|
|
|
|
|
|
|
|
|
|
(Cost $76,912,329) - 99.10% |
|
|
|
| $ | 76,878,876 |
|
| 99.10 | % |
Other Assets And Liabilities, Net - 0.90% |
|
|
|
|
| 700,847 |
|
| 0.90 | % |
|
|
|
|
|
|
|
|
| ||
TOTAL NET ASSETS - 100.00% |
|
|
|
| $ | 77,579,723 |
|
| 100.00 | % |
|
|
|
|
|
|
|
|
|
Footnotes
Percentages are stated as a percent of net assets.
|
|
Key to Currency Abbreviations | |
|
|
AUD | - Australian Dollar |
BRL | - Brazilian Real |
CAD | - Canadian Dollar |
EUR | - Euro |
GBP | - British Pound |
IDR | - Indonesian Rupiah |
JPY | - Japanese Yen |
KRW | - Korean Won |
MXN | - Mexican Peso |
MYR | - Malaysian Ringgit |
NZD | - New Zealand Dollar |
NOK | - Norwegian Kroner |
PHP | - Philippine Peso |
SGD | - Singapore Dollar |
SEK | - Swedish Krona |
ZAR | - South African Rand |
|
|
Key to Security Abbreviations and Legend | |
|
|
ADR | - American Depositary Receipts |
EURIBOR | - Euro Interbank Offered Rate |
IO | - Interest Only (Interest Tranche of Stripped Mortgage Pool) |
LIBOR | - London Interbank Offered Rate |
PIK | - Paid In Kind |
PO | - Principal-Only Security |
TBA | - To Be Announced |
(D) | Principal amount of security is adjusted for inflation. |
(F) | All or portion of this security is held at a broker to meet the margin requirements for futures contracts. |
(I) | Non-income producing security. |
(J) | These securities are issued under the Temporary Liquidity Guarantee Program and are insured by the Federal Deposit Insurance Corporation until the earlier of the maturity date or 6-30-12. |
(L) | All or a portion of the security is on loan as of June 30, 2011. |
(M) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end unless the investment is unsettled. |
(P) | Variable rate obligation. Securities reset coupon rates periodically. The coupon rate shown represents the rate at period end. |
(Q) | Perpetual bonds have no stated maturity date. Date shown is next call date. |
(S) | The securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold to qualified institutional buyers, in transactions exempt from registration. |
(W) | Investment is an affiliate of the Fund, the adviser and/or subadviser. Also, it represents the investment of securities lending collateral received. |
(Y) | The rate shown is the annualized seven-day yield as of June 30, 2011. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
The accompanying notes are an integral part of the financial statements.
35
John Hancock Variable Insurance Trust |
Summary Portfolio of Investments — June 30, 2011 (Unaudited) (showing percentage of total net assets) |
High Yield Trust | |||||||||||||||
United States | 68.35 | % | |||||||||||||
Luxembourg | 3.07 | % | |||||||||||||
Spain | 2.28 | % | |||||||||||||
Netherlands | 2.08 | % | |||||||||||||
Argentina | 1.95 | % | |||||||||||||
United Kingdom | 1.78 | % | |||||||||||||
Canada | 1.60 | % | |||||||||||||
Brazil | 1.54 | % | |||||||||||||
Indonesia | 1.51 | % | |||||||||||||
Bermuda | 1.33 | % | |||||||||||||
Other Countries | 8.83 | % | |||||||||||||
Short-Term Investments & Other | 5.68 | % | |||||||||||||
Real Return Bond Trust | |||||||||||||||
United States | 115.53 | % | |||||||||||||
Australia | 12.31 | % | |||||||||||||
United Kingdom | 5.87 | % | |||||||||||||
Japan | 5.59 | % | |||||||||||||
Italy | 3.50 | % | |||||||||||||
Netherlands | 2.19 | % | |||||||||||||
Cayman Islands | 2.06 | % | |||||||||||||
Spain | 1.44 | % | |||||||||||||
Ireland | 1.11 | % | |||||||||||||
Canada | 1.00 | % | |||||||||||||
Other Countries | 3.73 | % | |||||||||||||
Short-Term Investments & Other | (54.33 | %) | |||||||||||||
Strategic Income Opportunities Trust | |||||||||||||||
United States | 51.56 | % | |||||||||||||
Canada | 5.17 | % | |||||||||||||
United Kingdom | 4.15 | % | |||||||||||||
Singapore | 3.52 | % | |||||||||||||
Australia | 3.36 | % | |||||||||||||
South Korea | 2.68 | % | |||||||||||||
Supranational | 2.68 | % | |||||||||||||
Cayman Islands | 2.62 | % | |||||||||||||
Germany | 2.31 | % | |||||||||||||
New Zealand | 2.26 | % | |||||||||||||
Indonesia | 2.02 | % | |||||||||||||
Philippines | 1.96 | % | |||||||||||||
Brazil | 1.87 | % | |||||||||||||
Sweden | 1.86 | % | |||||||||||||
Argentina | 1.47 | % | |||||||||||||
Mexico | 1.44 | % | |||||||||||||
Norway | 1.21 | % | |||||||||||||
Other Countries | 5.12 | % | |||||||||||||
Short-Term Investments & Other | 2.74 | % | |||||||||||||
Total Return Trust | |||||||||||||||
United States | 56.91 | % | |||||||||||||
Japan | 20.75 | % | |||||||||||||
Canada | 3.57 | % | |||||||||||||
Cayman Islands | 2.72 | % | |||||||||||||
United Kingdom | 2.56 | % | |||||||||||||
France | 1.95 | % | |||||||||||||
Spain | 1.41 | % | |||||||||||||
Italy | 1.27 | % | |||||||||||||
Denmark | 1.10 | % | |||||||||||||
Netherlands | 1.09 | % | |||||||||||||
Other Countries | 4.41 | % | |||||||||||||
Short-Term Investments & Other | 2.26 | % |
Global Bond Trust | ||||||||||||||
Financials | 39.71 | % | ||||||||||||
Foreign Government | 23.24 | % | ||||||||||||
U.S. Government Agency | 15.22 | % | ||||||||||||
Collateralized Mortgage Obligations | 13.6 | % | ||||||||||||
Asset Backed Securities | 3.60 | % | ||||||||||||
Municipal Bonds | 3.24 | % | ||||||||||||
Consumer Discretionary | 3.03 | % | ||||||||||||
Energy | 1.41 | % | ||||||||||||
Industrials | 1.10 | % | ||||||||||||
Consumer Staples | 0.73 | % | ||||||||||||
Materials | 0.44 | % | ||||||||||||
Telecommunication Services | 0.44 | % | ||||||||||||
Utilities | 0.36 | % | ||||||||||||
Information Technology | 0.25 | % | ||||||||||||
Health Care | 0.20 | % | ||||||||||||
Short-Term Investments & Other | (6.57 | )% |
The accompanying notes are an integral part of the financial statements.
36
John Hancock Variable Insurance Trust
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | Active Bond Trust | Bond Trust | Bond PS Series | Core Bond Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 1,414,039,950 | $ | 5,336,343,285 | $ | 24,596,293 | $ | 2,108,793,697 | |||||||||||
Investments in affiliated issuers, at value (Note 2) | 8,804,270 | 93,189,258 | — | 7,094,963 | |||||||||||||||
Securities loaned, at value (Note 2) | 8,626,111 | 91,353,092 | — | 6,960,270 | |||||||||||||||
Repurchase agreements, at value (Note 2) | 1,599,000 | — | — | — | |||||||||||||||
Total investments, at value | 1,433,069,331 | 5,520,885,635 | 24,596,293 | 2,122,848,930 | |||||||||||||||
Cash | 8,684,720 | 22,115 | 416,907 | — | |||||||||||||||
Foreign currency, at value | 9,886,469 | — | — | — | |||||||||||||||
Cash held at broker for futures contracts | 68,175 | 1,772,550 | 23,513 | — | |||||||||||||||
Receivable for investments sold | 13,025,360 | 30,142,193 | 10,804 | 52,143,772 | |||||||||||||||
Receivable for delayed delivery securities sold | 11,588,976 | — | — | 637,091,687 | |||||||||||||||
Receivable for fund shares sold | 884 | — | 65,269 | — | |||||||||||||||
Dividends and interest receivable | 13,064,852 | 48,662,216 | 240,526 | 10,951,065 | |||||||||||||||
Receivable for securities lending income | 4,137 | 44,218 | — | 13,491 | |||||||||||||||
Swap contracts, at value (Note 3) | 299,174 | — | — | — | |||||||||||||||
Receivable for futures variation margin | 42,680 | 729,717 | 8,031 | — | |||||||||||||||
Receivable due from adviser | — | — | 177 | — | |||||||||||||||
Other assets | 92,677 | 751 | — | 196 | |||||||||||||||
Total assets | 1,489,827,435 | 5,602,259,395 | 25,361,520 | 2,823,049,141 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | 53,930,324 | 47,518,497 | 86,172 | 53,326,579 | |||||||||||||||
Payable for delayed delivery securities purchased | 99,030,531 | 56,571,877 | — | 875,363,878 | |||||||||||||||
Payable for forward foreign currency exchange contracts (Note 3) | 2,872 | — | — | — | |||||||||||||||
Payable for fund shares repurchased | 3,223,527 | — | — | 60,057 | |||||||||||||||
Payable upon return of securities loaned (Note 2) | 8,802,371 | 93,185,932 | — | 7,101,250 | |||||||||||||||
Payable for sale commitments outstanding, at value (Note 2) | — | — | — | 94,457,686 | |||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||
Accounting and legal services fees | 33,507 | 137,305 | 606 | 45,682 | |||||||||||||||
Trustees’ fees | 698 | 1,116 | — | 785 | |||||||||||||||
Other liabilities and accrued expenses | 115,817 | 249,665 | 15,073 | 280,247 | |||||||||||||||
Total liabilities | 165,139,647 | 197,664,392 | 101,851 | 1,030,636,164 | |||||||||||||||
Net assets | |||||||||||||||||||
Capital paid-in | $ | 1,269,064,451 | $ | 5,185,630,323 | $ | 25,209,166 | $ | 1,672,641,377 | |||||||||||
Undistributed net investment income (loss) | 47,661,436 | 118,920,028 | 92,146 | 34,931,068 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (13,202,718 | ) | 42,142,373 | 72,135 | 71,012,939 | ||||||||||||||
Net unrealized appreciation (depreciation) on investments | 21,164,619 | 57,902,279 | (113,778 | ) | 13,827,593 | ||||||||||||||
Net assets | $ | 1,324,687,788 | $ | 5,404,595,003 | $ | 25,259,669 | $ | 1,792,412,977 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 1,402,783,055 | $ | 5,368,596,789 | $ | 24,696,636 | $ | 2,102,039,436 | |||||||||||
Investments in affiliated issuers, at cost | $ | 8,803,998 | $ | 93,188,484 | — | $ | 7,095,317 | ||||||||||||
Foreign currency, at cost | $ | 9,677,671 | — | — | — | ||||||||||||||
Proceeds received on sale commitments outstanding | — | — | — | $ | 94,571,102 | ||||||||||||||
Net unamortized upfront payment on swaps | $ | 689,317 | — | — | — | ||||||||||||||
Net asset value per share | |||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 73,240,299 | — | — | $ | 1,144,315 | |||||||||||||
Shares outstanding | 7,225,643 | — | — | 81,043 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 10.14 | — | — | $ | 14.12 | |||||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 341,828,655 | — | $ | 12,522,536 | $ | 10,597,289 | ||||||||||||
Shares outstanding | 33,704,654 | — | 1,000,000 | 751,538 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 10.14 | — | $ | 12.52 | $ | 14.10 | ||||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 909,618,834 | $ | 5,404,595,003 | $ | 12,737,133 | $ | 1,780,671,373 | |||||||||||
Shares outstanding | 89,681,378 | 390,076,239 | 1,016,695 | 126,476,071 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 10.14 | $ | 13.86 | $ | 12.53 | $ | 14.08 |
John Hancock Variable Insurance Trust
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | Global Bond Trust | High Yield Trust | Income Trust | Investment Quality Bond Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 1,083,410,346 | $ | 235,882,063 | $ | 438,537,275 | $ | 390,072,932 | |||||||||||
Investments in affiliated issuers, at value (Note 2) | — | 33,001 | 16,436,568 | — | |||||||||||||||
Securities loaned, at value (Note 2) | — | 30,790 | 16,033,871 | — | |||||||||||||||
Repurchase agreements, at value (Note 2) | — | 14,600,000 | — | 38,200,000 | |||||||||||||||
Total investments, at value | 1,083,410,346 | 250,545,854 | 471,007,714 | 428,272,932 | |||||||||||||||
Cash | 10,751,525 | 661,170 | 150,297 | — | |||||||||||||||
Foreign currency, at value | 15,789,994 | 110,983 | 23,928 | — | |||||||||||||||
Receivable for investments sold | 17,848,402 | 288,696 | 732,750 | 5,955,832 | |||||||||||||||
Receivable for forward foreign currency exchange contracts (Note 3) | 4,821,052 | 12,130 | — | 200,117 | |||||||||||||||
Dividends and interest receivable | 9,217,420 | 4,972,694 | 4,542,631 | 4,006,391 | |||||||||||||||
Receivable for securities lending income | — | 6 | 4,600 | — | |||||||||||||||
Swap contracts, at value (Note 3) | 4,239,090 | — | — | 1,369,949 | |||||||||||||||
Receivable for futures variation margin | — | 55,094 | — | — | |||||||||||||||
Other assets | 176,273 | 38 | 59 | 31 | |||||||||||||||
Total assets | 1,146,254,102 | 256,646,665 | 476,461,979 | 439,805,252 | |||||||||||||||
Liabilities | |||||||||||||||||||
Due to custodian | — | — | — | 411,589 | |||||||||||||||
Payable for collateral held by Portfolio | 2,830,000 | — | — | — | |||||||||||||||
Payable for investments purchased | 18,092,066 | 6,174,826 | 16,786 | 3,834,471 | |||||||||||||||
Payable for delayed delivery securities purchased | 101,906,250 | — | — | 45,374,578 | |||||||||||||||
Payable for forward foreign currency exchange contracts (Note 3) | 6,278,169 | 103,674 | — | 342,996 | |||||||||||||||
Payable for fund shares repurchased | 2,172,835 | 249,380 | — | 3,008,200 | |||||||||||||||
Payable upon return of securities loaned (Note 2) | — | 33,000 | 16,435,802 | — | |||||||||||||||
Written options, at value (Note 3) | 1,328,636 | — | — | — | |||||||||||||||
Swap contracts, at value (Note 3) | 3,976,560 | — | — | 6,304,131 | |||||||||||||||
Payable for futures variation margin | 2,994,983 | — | — | 46,164 | |||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||
Accounting and legal services fees | 25,381 | 6,695 | 11,612 | 9,616 | |||||||||||||||
Trustees’ fees | 536 | 2,262 | 176 | 191 | |||||||||||||||
Other liabilities and accrued expenses | 168,538 | 117,125 | 49,592 | 58,130 | |||||||||||||||
Total liabilities | 139,773,954 | 6,686,962 | 16,513,968 | 59,390,066 | |||||||||||||||
Net assets | |||||||||||||||||||
Capital paid-in | $ | 973,042,743 | $ | 591,262,422 | $ | 503,372,199 | $ | 367,270,977 | |||||||||||
Undistributed net investment income (loss) | 38,508,567 | 13,308,743 | 17,276,906 | 12,003,887 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (22,050,875 | ) | (336,192,156 | ) | (67,104,155 | ) | (17,293,162 | ) | |||||||||||
Net unrealized appreciation (depreciation) on investments | 16,979,713 | (18,419,306 | ) | 6,403,061 | 18,433,484 | ||||||||||||||
Net assets | $ | 1,006,480,148 | $ | 249,959,703 | $ | 459,948,011 | $ | 380,415,186 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 1,065,476,669 | $ | 268,623,067 | $ | 448,171,916 | $ | 409,393,988 | |||||||||||
Investments in affiliated issuers, at cost | — | $ | 33,000 | $ | 16,436,083 | — | |||||||||||||
Foreign currency, at cost | $ | 15,721,595 | $ | 106,509 | $ | 23,817 | — | ||||||||||||
Premiums received on written options | $ | 2,126,461 | — | — | — | ||||||||||||||
Net unamortized upfront payment on swaps | $ | 935,363 | — | — | ($4,807,188 | ) | |||||||||||||
Net asset value per share | |||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 85,927,986 | $ | 76,481,956 | — | $ | 216,567,162 | ||||||||||||
Shares outstanding | 6,348,774 | 12,222,691 | — | 18,552,125 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.53 | $ | 6.26 | — | $ | 11.67 | ||||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 190,652,947 | $ | 80,879,733 | — | $ | 147,323,069 | ||||||||||||
Shares outstanding | 14,191,892 | 12,768,762 | — | 12,623,002 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.43 | $ | 6.33 | — | $ | 11.67 | ||||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 729,899,215 | $ | 92,598,014 | $ | 459,948,011 | $ | 16,524,955 | |||||||||||
Shares outstanding | 54,099,459 | 14,926,387 | 41,175,914 | 1,419,147 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.49 | $ | 6.20 | $ | 11.17 | $ | 11.64 |
John Hancock Variable Insurance Trust
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | Money Market Trust | Money Market Trust B | New Income Trust | Real Return Bond Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 3,624,406,972 | $ | 581,734,720 | $ | 2,887,195,479 | $ | 192,545,852 | |||||||||||
Investments in affiliated issuers, at value (Note 2) | — | — | 33,379,693 | — | |||||||||||||||
Securities loaned, at value (Note 2) | — | — | 32,718,785 | — | |||||||||||||||
Repurchase agreements, at value (Note 2) | — | — | 2,428,828 | 3,926,000 | |||||||||||||||
Total investments, at value | 3,624,406,972 | 581,734,720 | 2,955,722,785 | 196,471,852 | |||||||||||||||
Cash | 74,884,623 | 14,982,137 | 788 | 185 | |||||||||||||||
Foreign currency, at value | — | — | 870,908 | 98,083 | |||||||||||||||
Cash held at broker for future contracts | — | — | — | 2,000 | |||||||||||||||
Receivable for investments sold | — | — | 22,377,445 | — | |||||||||||||||
Receivable for forward foreign currency exchange contracts (Note 3) | — | — | 2,632,568 | 251,530 | |||||||||||||||
Receivable for fund shares sold | — | — | — | 31,373 | |||||||||||||||
Dividends and interest receivable | 846,769 | 145,130 | 21,670,794 | 689,799 | |||||||||||||||
Receivable for securities lending income | — | — | 4,923 | — | |||||||||||||||
Swap contracts, at value (Note 3) | — | — | — | 499,915 | |||||||||||||||
Receivable for futures variation margin | — | — | 791,469 | 7,797 | |||||||||||||||
Receivable due from adviser | 29,968 | 28,083 | — | — | |||||||||||||||
Other assets | 270 | 54 | 351 | 206,775 | |||||||||||||||
Total assets | 3,700,168,602 | 596,890,124 | 3,004,072,031 | 198,259,309 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for collateral held by Portfolio | — | — | — | 220,000 | |||||||||||||||
Payable for investments purchased | 74,876,771 | 14,975,354 | 11,117,304 | 12,320 | |||||||||||||||
Payable for delayed delivery securities purchased | — | — | — | 72,615,689 | |||||||||||||||
Payable for forward foreign currency exchange contracts (Note 3) | — | — | 5,378,661 | 289,407 | |||||||||||||||
Payable for fund shares repurchased | 13,257,521 | 3,954,219 | — | 1,615 | |||||||||||||||
Payable upon return of securities loaned (Note 2) | — | — | 33,374,890 | — | |||||||||||||||
Written options, at value (Note 3) | — | — | — | 249,456 | |||||||||||||||
Swap contracts, at value (Note 3) | — | — | — | 381,627 | |||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||
Accounting and legal services fees | 88,235 | 14,373 | 74,881 | 3,129 | |||||||||||||||
Trustees’ fees | 3,492 | 574 | 1,293 | 574 | |||||||||||||||
Other liabilities and accrued expenses | 184,475 | 39,644 | 168,586 | 56,903 | |||||||||||||||
Total liabilities | 88,410,494 | 18,984,164 | 50,115,615 | 73,830,720 | |||||||||||||||
Net assets | |||||||||||||||||||
Capital paid-in | $ | 3,608,657,342 | $ | 577,371,899 | $ | 2,803,168,651 | $ | 165,164,259 | |||||||||||
Undistributed net investment income (loss) | — | — | 78,548,568 | 4,076,492 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 3,100,766 | 534,061 | 1,020,223 | (46,952,767 | ) | ||||||||||||||
Net unrealized appreciation (depreciation) on investments | — | — | 71,218,974 | 2,140,605 | |||||||||||||||
Net assets | $ | 3,611,758,108 | $ | 577,905,960 | $ | 2,953,956,416 | $ | 124,428,589 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 3,624,406,972 | $ | 581,734,720 | $ | 2,847,333,918 | $ | 193,291,010 | |||||||||||
Investments in affiliated issuers, at cost | — | — | $ | 33,378,872 | — | ||||||||||||||
Foreign currency, at cost | — | — | $ | 861,637 | $ | 98,794 | |||||||||||||
Premiums received on written options | — | — | — | $ | 380,059 | ||||||||||||||
Net unamortized upfront payment on swaps | — | — | — | $ | 253,304 | ||||||||||||||
Net asset value per share | |||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 2,760,616,077 | — | — | $ | 9,714,309 | |||||||||||||
Shares outstanding | 2,758,321,020 | — | — | 792,962 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 1.00 | — | — | $ | 12.25 | |||||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 851,142,031 | — | — | $ | 79,397,226 | |||||||||||||
Shares outstanding | 850,336,340 | — | — | 6,559,724 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 1.00 | — | — | $ | 12.10 | |||||||||||||
Series NAV | |||||||||||||||||||
Net assets | — | $ | 577,905,960 | $ | 2,953,956,416 | $ | 35,317,054 | ||||||||||||
Shares outstanding | — | 577,371,893 | 215,973,500 | 2,919,223 | |||||||||||||||
Net asset value, offering price and redemption price per share | — | $ | 1.00 | $ | 13.68 | $ | 12.10 |
John Hancock Variable Insurance Trust
Statements of Assets and Liabilities — June 30, 2011 (Unaudited)
Assets | Short Term Government Income Trust | Strategic Income Opportunities Trust | Total Return Trust | Ultra Short Term Bond Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 570,728,974 | $ | 446,314,286 | $ | 4,007,955,380 | $ | 76,878,876 | |||||||||||
Investments in affiliated issuers, at value (Note 2) | 5,650,087 | — | — | — | |||||||||||||||
Securities loaned, at value (Note 2) | 5,542,193 | — | — | — | |||||||||||||||
Repurchase agreements, at value (Note 2) | 1,721,000 | — | — | — | |||||||||||||||
Total investments, at value | 583,642,254 | 446,314,286 | 4,007,955,380 | 76,878,876 | |||||||||||||||
Cash | 2,403,772 | 8,268,817 | 900 | 1,897,836 | |||||||||||||||
Foreign currency, at value | — | 750,324 | 1,874,658 | — | |||||||||||||||
Cash held at broker for futures contracts | — | 788,700 | — | — | |||||||||||||||
Receivable for investments sold | 14,826,951 | 1,844,288 | 580,611 | — | |||||||||||||||
Receivable for delayed delivery securities sold | 1,206,124 | — | 298,324,109 | — | |||||||||||||||
Receivable for forward foreign currency exchange contracts (Note 3) | — | 3,121,287 | 11,158,136 | — | |||||||||||||||
Receivable for fund shares sold | 56,098 | 340,450 | — | 200,829 | |||||||||||||||
Dividends and interest receivable | 2,269,211 | 7,567,249 | 18,341,203 | 517,292 | |||||||||||||||
Receivable for securities lending income | 2,169 | — | — | — | |||||||||||||||
Swap contracts, at value (Note 3) | — | — | 20,254,013 | — | |||||||||||||||
Receivable for futures variation margin | — | 246,466 | 1,395,240 | — | |||||||||||||||
Other assets | 94 | 10 | 330 | 18 | |||||||||||||||
Total assets | 604,406,673 | 469,241,877 | 4,359,884,580 | 79,494,851 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for collateral held by Portfolio | — | — | 14,640,000 | — | |||||||||||||||
Payable for investments purchased | 13,417,730 | 7,467,349 | 19,415,930 | 1,875,365 | |||||||||||||||
Payable for delayed delivery securities purchased | 1,163,744 | — | 380,432,477 | — | |||||||||||||||
Payable for forward foreign currency exchange contracts (Note 3) | — | 1,915,843 | 18,159,136 | — | |||||||||||||||
Payable for fund shares repurchased | 29,186 | 522,159 | 1,405,600 | — | |||||||||||||||
Payable upon return of securities loaned (Note 2) | 5,653,410 | — | — | — | |||||||||||||||
Written options, at value (Note 3) | — | 396,836 | 7,709,345 | — | |||||||||||||||
Payable for sale commitments outstanding, at value (Note 2) | — | — | 260,310,106 | — | |||||||||||||||
Swap contracts, at value (Note 3) | — | — | 11,742,595 | — | |||||||||||||||
Payable to affiliates (Note 5) | |||||||||||||||||||
Accounting and legal services fees | 14,660 | 11,240 | 91,699 | 1,860 | |||||||||||||||
Trustees’ fees | 1,492 | 1,308 | 1,955 | — | |||||||||||||||
Investment management fees | — | — | — | 107 | |||||||||||||||
Other liabilities and accrued expenses | 60,246 | 94,664 | 313,324 | 37,796 | |||||||||||||||
Total liabilities | 20,340,468 | 10,409,399 | 714,222,167 | 1,915,128 | |||||||||||||||
Net assets | |||||||||||||||||||
Capital paid-in | $ | 634,897,455 | $ | 469,428,089 | $ | 3,337,772,558 | $ | 78,028,779 | |||||||||||
Undistributed net investment income (loss) | 6,221,864 | 35,872,249 | 113,512,108 | 134,057 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (64,336,616 | ) | (76,043,238 | ) | 117,890,947 | (549,660 | ) | ||||||||||||
Net unrealized appreciation (depreciation) on investments | 7,283,502 | 29,575,378 | 76,486,800 | (33,453 | ) | ||||||||||||||
Net assets | $ | 584,066,205 | $ | 458,832,478 | $ | 3,645,662,413 | $ | 77,579,723 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 570,709,516 | $ | 417,587,095 | $ | 3,947,467,846 | $ | 76,912,329 | |||||||||||
Investments in affiliated issuers, at cost | $ | 5,649,236 | — | — | — | ||||||||||||||
Foreign currency, at cost | — | $ | 738,354 | $ | 1,892,636 | — | |||||||||||||
Proceeds received on sale commitments outstanding | — | — | $ | 262,471,203 | — | ||||||||||||||
Premiums received on written options | — | $ | 261,017 | $ | 12,023,975 | — | |||||||||||||
Net unamortized upfront payment on swaps | — | — | $ | 5,895,506 | — | ||||||||||||||
Net asset value per share | |||||||||||||||||||
The Portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 95,408,960 | $ | 346,477,250 | $ | 298,868,869 | $ | 1,853,845 | |||||||||||
Shares outstanding | 7,281,070 | 23,313,395 | 20,114,983 | 149,607 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.10 | $ | 14.86 | $ | 14.86 | $ | 12.39 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 71,397,645 | $ | 87,246,878 | $ | 332,011,070 | $ | 73,693,351 | |||||||||||
Shares outstanding | 5,450,324 | 5,865,166 | 22,385,213 | 5,952,994 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.10 | $ | 14.88 | $ | 14.83 | $ | 12.38 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 417,259,600 | $ | 25,108,350 | $ | 3,014,782,474 | $ | 2,032,527 | |||||||||||
Shares outstanding | 31,840,355 | 1,692,680 | 203,563,079 | 163,990 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.10 | $ | 14.83 | $ | 14.81 | $ | 12.39 |
John Hancock Variable Insurance Trust
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | Active Bond Trust | Bond Trust | Bond PS Series1 | Core Bond Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Interest | $ | 39,915,957 | $ | 98,263,838 | $ | 132,278 | $ | 30,011,356 | |||||||||||
Dividends | 164,343 | — | — | — | |||||||||||||||
Securities lending | 8,851 | 269,262 | — | 53,802 | |||||||||||||||
Total investment income | 40,089,151 | 98,533,100 | 132,278 | 30,065,158 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 4,004,352 | 15,444,873 | 28,310 | 5,301,544 | |||||||||||||||
Series I distribution and service fees (Note 5) | 18,739 | — | — | 263 | |||||||||||||||
Series II distribution and service fees (Note 5) | 443,460 | — | 5,432 | 15,010 | |||||||||||||||
Accounting and legal services fees (Note 5) | 91,195 | 362,467 | 624 | 122,949 | |||||||||||||||
Professional fees | 26,156 | 57,050 | 11,694 | 27,967 | |||||||||||||||
Printing and postage | 9,118 | 33,513 | 49 | 14,380 | |||||||||||||||
Custodian fees | 81,852 | 353,533 | 2,079 | 113,512 | |||||||||||||||
Trustees’ fees (Note 5) | 11,683 | 45,916 | 96 | 15,736 | |||||||||||||||
Registration and filing fees | 2,523 | 6,411 | 182 | 3,021 | |||||||||||||||
Other | 12,522 | 29,388 | 2,654 | 13,156 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 4,701,600 | 16,333,151 | 51,120 | 5,627,538 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (18,267 | ) | (73,883 | ) | (10,988 | ) | (24,786 | ) | |||||||||||
Total expenses | 4,683,333 | 16,259,268 | 40,132 | 5,602,752 | |||||||||||||||
Net investment income (loss) | 35,405,818 | 82,273,832 | 92,146 | 24,462,406 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 4,058,665 | 16,608,263 | 72,135 | 25,194,422 | |||||||||||||||
Investments in affiliated issuers | 2,286 | 32,358 | — | (2,881 | ) | ||||||||||||||
Futures contracts | (72,524 | ) | (4,010,112 | ) | — | — | |||||||||||||
Swap contracts | (45,555 | ) | — | — | — | ||||||||||||||
Foreign currency transactions | 299,936 | — | — | — | |||||||||||||||
4,242,808 | 12,630,509 | 72,135 | 25,191,541 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | 18,848,863 | 58,563,519 | (100,343 | ) | 8,820,819 | ||||||||||||||
Investments in affiliated issuers | 272 | (9,130 | ) | — | (369 | ) | |||||||||||||
Futures contracts | (152,608 | ) | (1,375,355 | ) | (13,435 | ) | — | ||||||||||||
Swap contracts | (390,143 | ) | — | — | — | ||||||||||||||
Translation of assets and liabilities in foreign currencies | 312,867 | — | — | — | |||||||||||||||
18,619,251 | 57,179,034 | (113,778 | ) | 8,820,450 | |||||||||||||||
Net realized and unrealized gain (loss) | 22,862,059 | 69,809,543 | (41,643 | ) | 34,011,991 | ||||||||||||||
Increase (decrease) in net assets from operations | $ | 58,267,877 | $ | 152,083,375 | $ | 50,503 | $ | 58,474,397 |
John Hancock Variable Insurance Trust
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | Global Bond Trust | High Yield Trust | Income Trust | Investment Quality Bond Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Interest | $ | 16,626,240 | $ | 9,947,523 | $ | 10,547,146 | $ | 8,943,348 | |||||||||||
Dividends | 11,916 | 388,108 | 4,699,983 | — | |||||||||||||||
Securities lending | — | 8 | 31,306 | — | |||||||||||||||
Less foreign taxes withheld | (129 | ) | (5,059 | ) | (60,531 | ) | — | ||||||||||||
Total investment income | 16,638,027 | 10,330,580 | 15,217,904 | 8,943,348 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 3,536,162 | 890,658 | 1,869,620 | 1,099,509 | |||||||||||||||
Series I distribution and service fees (Note 5) | 21,698 | 21,451 | — | 52,712 | |||||||||||||||
Series II distribution and service fees (Note 5) | 237,227 | 116,638 | — | 189,253 | |||||||||||||||
Accounting and legal services fees (Note 5) | 68,532 | 18,007 | 31,414 | 25,845 | |||||||||||||||
Professional fees | 35,250 | 19,011 | 19,367 | 25,981 | |||||||||||||||
Printing and postage | 8,980 | 3,359 | 3,032 | 3,528 | |||||||||||||||
Custodian fees | 203,141 | 8,778 | 46,646 | 31,918 | |||||||||||||||
Trustees’ fees (Note 5) | 8,842 | 2,232 | 4,067 | 3,302 | |||||||||||||||
Registration and filing fees | 3,039 | 2,436 | 1,817 | 2,506 | |||||||||||||||
Other | 8,685 | 11,196 | 5,900 | 4,782 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 4,131,556 | 1,093,766 | 1,981,863 | 1,439,336 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (13,829 | ) | (3,627 | ) | (6,385 | ) | (5,194 | ) | |||||||||||
Total expenses | 4,117,727 | 1,090,139 | 1,975,478 | 1,434,142 | |||||||||||||||
Net investment income (loss) | 12,520,300 | 9,240,441 | 13,242,426 | 7,509,206 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | (1,139,502 | ) | (3,917,854 | ) | 3,864,140 | 6,276,905 | |||||||||||||
Investments in affiliated issuers | — | — | 909 | �� | |||||||||||||||
Futures contracts | (847,834 | ) | (192,836 | ) | — | 137,480 | |||||||||||||
Written options | 1,837,603 | — | — | — | |||||||||||||||
Swap contracts | (888,576 | ) | — | — | (131,264 | ) | |||||||||||||
Foreign currency transactions | 26,238,253 | (338,502 | ) | 9,273 | (555,526 | ) | |||||||||||||
25,199,944 | (4,449,192 | ) | 3,874,322 | 5,727,595 | |||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | 19,450,011 | 9,775,356 | 8,822,248 | (361,362 | ) | ||||||||||||||
Investments in affiliated issuers | — | 1 | 117 | — | |||||||||||||||
Futures contracts | 561,730 | (486,977 | ) | — | (701,689 | ) | |||||||||||||
Written options | 1,156,656 | — | — | — | |||||||||||||||
Swap contracts | (1,072,491 | ) | — | — | 30,408 | ||||||||||||||
Translation of assets and liabilities in foreign currencies | (10,482,673 | ) | (13,680 | ) | 4,746 | 140,412 | |||||||||||||
9,613,233 | 9,274,700 | 8,827,111 | (892,231 | ) | |||||||||||||||
Net realized and unrealized gain (loss) | 34,813,177 | 4,825,508 | 12,701,433 | 4,835,364 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 47,333,477 | $ | 14,065,949 | $ | 25,943,859 | $ | 12,344,570 |
John Hancock Variable Insurance Trust
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | Money Market Trust | Money Market Trust B | New Income Trust | Real Return Bond Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Interest | $ | 3,305,516 | $ | 578,341 | $ | 56,796,229 | $ | 2,114,381 | |||||||||||
Dividends | — | — | — | 22,500 | |||||||||||||||
Securities lending | — | — | 39,395 | — | |||||||||||||||
Less foreign taxes withheld | — | — | — | (635 | ) | ||||||||||||||
Total investment income | 3,305,516 | 578,341 | 56,835,624 | 2,136,246 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 8,500,535 | 1,464,161 | 9,058,428 | 436,203 | |||||||||||||||
Series I distribution and service fees (Note 5) | 688,711 | — | — | 2,245 | |||||||||||||||
Series II distribution and service fees (Note 5) | 1,038,443 | — | — | 102,389 | |||||||||||||||
Accounting and legal services fees (Note 5) | 244,403 | 40,130 | 199,081 | 8,480 | |||||||||||||||
Professional fees | 13,112 | 11,317 | 44,523 | 29,521 | |||||||||||||||
Printing and postage | 32,536 | 5,231 | 18,066 | — | |||||||||||||||
Custodian fees | 70,564 | 8,095 | 234,378 | — | |||||||||||||||
Trustees’ fees (Note 5) | 32,369 | 5,343 | 25,735 | 1,052 | |||||||||||||||
Registration and filing fees | 6,938 | 6,157 | 4,301 | 1,897 | |||||||||||||||
Other | 30,341 | 5,530 | 19,999 | 1,514 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 10,657,952 | 1,545,964 | 9,604,511 | 583,301 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (7,352,436 | ) | (967,623 | ) | (256,153 | ) | (1,706 | ) | |||||||||||
Total expenses | 3,305,516 | 578,341 | 9,348,358 | 581,595 | |||||||||||||||
Net investment income (loss) | — | — | 47,487,266 | 1,554,651 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 82,747 | 20,898 | 6,162,721 | (1,151,341 | ) | ||||||||||||||
Investments in affiliated issuers | — | — | 4,585 | — | |||||||||||||||
Futures contracts | — | — | (4,813,482 | ) | (11,241 | ) | |||||||||||||
Written options | — | — | — | 70,605 | |||||||||||||||
Swap contracts | — | — | — | 134,497 | |||||||||||||||
Foreign currency transactions | — | — | (1,563,821 | ) | (596,004 | ) | |||||||||||||
82,747 | 20,898 | (209,997 | ) | (1,553,484 | ) | ||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | — | — | 23,525,392 | 5,709,681 | |||||||||||||||
Investments in affiliated issuers | — | — | 569 | — | |||||||||||||||
Futures contracts | — | — | (1,059,860 | ) | 38,997 | ||||||||||||||
Written options | — | — | — | 231,124 | |||||||||||||||
Swap contracts | — | — | — | (294,086 | ) | ||||||||||||||
Translation of assets and liabilities in foreign currencies | — | — | 7,240 | 1,152,619 | |||||||||||||||
— | — | 22,473,341 | 6,838,335 | ||||||||||||||||
Net realized and unrealized gain (loss) | 82,747 | 20,898 | 22,263,344 | 5,284,851 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 82,747 | $ | 20,898 | $ | 69,750,610 | $ | 6,839,502 |
John Hancock Variable Insurance Trust
Statements of Operations — June 30, 2011 (Unaudited)
Investment income | Short Term Government Income Trust | Strategic Income Opportunities Trust | Total Return Trust | Ultra Short Term Bond Trust | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Interest | $ | 5,576,365 | $ | 16,293,472 | $ | 47,376,128 | $ | 455,658 | |||||||||||
Dividends | — | 779,412 | 31,741 | — | |||||||||||||||
Securities lending | 7,948 | — | — | — | |||||||||||||||
Less foreign taxes withheld | — | (148,166 | ) | (1,440 | ) | — | |||||||||||||
Total investment income | 5,584,313 | 16,924,718 | 47,406,429 | 455,658 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees (Note 5) | 1,639,505 | 1,437,003 | 12,373,950 | 188,661 | |||||||||||||||
Series I distribution and service fees (Note 5) | 24,747 | 80,798 | 76,971 | 443 | |||||||||||||||
Series II distribution and service fees (Note 5) | 92,391 | 110,935 | 406,523 | 81,897 | |||||||||||||||
Accounting and legal services fees (Note 5) | 39,873 | 29,217 | 248,032 | 4,636 | |||||||||||||||
Professional fees | 25,773 | 33,988 | 49,872 | 20,182 | |||||||||||||||
Printing and postage | 5,355 | — | 28,986 | 647 | |||||||||||||||
Custodian fees | 38,605 | 89,436 | 411,062 | 6,348 | |||||||||||||||
Trustees’ fees (Note 5) | 4,845 | 3,410 | 31,920 | 548 | |||||||||||||||
Registration and filing fees | 3,509 | 2,000 | 6,081 | 6,163 | |||||||||||||||
Other | 12,028 | 7,536 | 27,528 | 1,656 | |||||||||||||||
Total expenses before reductions and amounts recaptured | 1,886,631 | 1,794,323 | 13,660,925 | 311,181 | |||||||||||||||
Net expense reductions and amounts recaptured (Note 5) | (8,051 | ) | (5,966 | ) | (49,882 | ) | 10,420 | ||||||||||||
Total expenses | 1,878,580 | 1,788,357 | 13,611,043 | 321,601 | |||||||||||||||
Net investment income (loss) | 3,705,733 | 15,136,361 | 33,795,386 | 134,057 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers | 878,711 | 3,839,322 | (13,192,384 | ) | (125,076 | ) | |||||||||||||
Investments in affiliated issuers | 369 | — | — | — | |||||||||||||||
Futures contracts | — | (2,127,774 | ) | 352,340 | — | ||||||||||||||
Written options | — | 605,283 | 1,624,327 | — | |||||||||||||||
Swap contracts | — | — | 4,785,489 | — | |||||||||||||||
Foreign currency transactions | — | 1,465,586 | 12,164,588 | — | |||||||||||||||
879,080 | 3,782,417 | 5,734,360 | (125,076 | ) | |||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers | 3,723,533 | 4,613,332 | 56,108,167 | 83,305 | |||||||||||||||
Investments in affiliated issuers | 827 | — | — | — | |||||||||||||||
Futures contracts | — | (303,717 | ) | 17,579,055 | — | ||||||||||||||
Written options | — | (135,819 | ) | 8,899,535 | — | ||||||||||||||
Swap contracts | — | — | (9,191,841 | ) | — | ||||||||||||||
Translation of assets and liabilities in foreign currencies | — | 2,917,625 | (11,736,827 | ) | — | ||||||||||||||
3,724,360 | 7,091,421 | 61,658,089 | 83,305 | ||||||||||||||||
Net realized and unrealized gain (loss) | 4,603,440 | 10,873,838 | 67,392,449 | (41,771 | ) | ||||||||||||||
Increase (decrease) in net assets from operations | $ | 8,309,173 | $ | 26,010,199 | $ | 101,187,835 | $ | 92,286 |
John Hancock Variable Insurance Trust
Statements of Changes in Net Assets
Active Bond Trust | Bond Trust | Bond PS Series | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | Period ended 6/30/111 (Unaudited) | ||||||||||||||||||
From operations | |||||||||||||||||||||||
Net investment income (loss) | $ | 35,405,818 | $ | 84,208,297 | $ | 82,273,832 | $ | 100,689,993 | $ | 92,146 | |||||||||||||
Net realized gain (loss) | 4,242,808 | 35,191,524 | 12,630,509 | 54,780,897 | 72,135 | ||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 18,619,251 | 75,557,353 | 57,179,034 | 6,702,949 | (113,778 | ) | |||||||||||||||||
Increase (decrease) in net assets resulting from operations | 58,267,877 | 194,957,174 | 152,083,375 | 162,173,839 | 50,503 | ||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||
Series I | — | (5,682,296 | ) | — | — | — | |||||||||||||||||
Series II | — | (24,752,427 | ) | — | — | — | |||||||||||||||||
Series NAV | — | (67,693,615 | ) | — | (94,905,415 | ) | — | ||||||||||||||||
From net realized gain | |||||||||||||||||||||||
Series NAV | — | — | — | (996,364 | ) | — | |||||||||||||||||
Total distributions | — | (98,128,338 | ) | — | (95,901,779 | ) | — | ||||||||||||||||
From Portfolio share transactions (Note 6) | (76,424,226 | ) | (543,858,725 | ) | (116,591,026 | ) | 3,874,034,167 | 25,209,166 | |||||||||||||||
Total increase (decrease) | (18,156,349 | ) | (447,029,889 | ) | 35,492,349 | 3,940,306,227 | 25,259,669 | ||||||||||||||||
Net assets | |||||||||||||||||||||||
Beginning of period | 1,342,844,137 | 1,789,874,026 | 5,369,102,654 | 1,428,796,427 | — | ||||||||||||||||||
End of period | $ | 1,324,687,788 | $ | 1,342,844,137 | $ | 5,404,595,003 | $ | 5,369,102,654 | $ | 25,259,669 | |||||||||||||
Undistributed net investment income (loss) | $ | 47,661,436 | $ | 12,255,618 | $ | 118,920,028 | $ | 36,646,196 | $ | 92,146 |
Core Bond Trust | Global Bond Trust | High Yield Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | |||||||||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 24,462,406 | $ | 39,854,387 | $ | 12,520,300 | $ | 24,319,347 | $ | 9,240,441 | $ | 90,337,653 | |||||||||||||||
Net realized gain (loss) | 25,191,541 | 62,080,524 | 25,199,944 | 32,660,998 | (4,449,192 | ) | 97,162,508 | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 8,820,450 | (9,157,679 | ) | 9,613,233 | 39,028,002 | 9,274,700 | (58,197,763 | ) | |||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 58,474,397 | 92,777,232 | 47,333,477 | 96,008,347 | 14,065,949 | 129,302,398 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (36,468 | ) | — | (3,193,279 | ) | — | (30,872,755 | ) | ||||||||||||||||||
Series II | — | (342,337 | ) | — | (6,177,965 | ) | — | (32,405,379 | ) | ||||||||||||||||||
Series NAV | — | (48,265,613 | ) | — | (26,000,430 | ) | — | (64,947,250 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (11,942 | ) | — | — | — | — | ||||||||||||||||||||
Series II | — | (127,707 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | (13,157,284 | ) | — | — | — | — | ||||||||||||||||||||
Total distributions | — | (61,941,351 | ) | — | (35,371,674 | ) | — | (128,225,384 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | (88,695,460 | ) | 691,848,233 | (75,150,522 | ) | 35,683,182 | (22,973,352 | ) | (1,628,317,205 | ) | |||||||||||||||||
Total increase (decrease) | (30,221,063 | ) | 722,684,114 | (27,817,045 | ) | 96,319,855 | (8,907,403 | ) | (1,627,240,191 | ) | |||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,822,634,040 | 1,099,949,926 | 1,034,297,193 | 937,977,338 | 258,867,106 | 1,886,107,297 | |||||||||||||||||||||
End of period | $ | 1,792,412,977 | $ | 1,822,634,040 | $ | 1,006,480,148 | $ | 1,034,297,193 | $ | 249,959,703 | $ | 258,867,106 | |||||||||||||||
Undistributed net investment income (loss) | $ | 34,931,068 | $ | 10,468,662 | $ | 38,508,567 | $ | 25,988,267 | $ | 13,308,743 | $ | 4,068,302 |
John Hancock Variable Insurance Trust
Statements of Changes in Net Assets
Income Trust | Investment Quality Bond Trust | Money Market Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | |||||||||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 13,242,426 | $ | 27,981,865 | $ | 7,509,206 | $ | 16,952,827 | — | — | |||||||||||||||||
Net realized gain (loss) | 3,874,322 | (3,790,756 | ) | 5,727,595 | 7,638,985 | $ | 82,747 | $ | 3,034,516 | ||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 8,827,111 | 29,119,925 | (892,231 | ) | 4,258,558 | — | — | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 25,943,859 | 53,311,034 | 12,344,570 | 28,850,370 | 82,747 | 3,034,516 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | (10,341,131 | ) | — | — | ||||||||||||||||||||
Series II | — | — | — | (7,667,100 | ) | — | — | ||||||||||||||||||||
Series NAV | — | (32,722,265 | ) | — | (928,359 | ) | — | �� | — | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | — | — | — | — | (32,050 | ) | ||||||||||||||||||||
Series II | — | — | — | — | — | (11,550 | ) | ||||||||||||||||||||
Total distributions | — | (32,722,265 | ) | — | (18,936,590 | ) | — | (43,600 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | (29,771,959 | ) | (26,164,249 | ) | (12,303,283 | ) | (60,831,722 | ) | (163,703,617 | ) | (831,055,310 | ) | |||||||||||||||
Total increase (decrease) | (3,828,100 | ) | (5,575,480 | ) | 41,287 | (50,917,942 | ) | (163,620,870 | ) | (828,064,394 | ) | ||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 463,776,111 | 469,351,591 | 380,373,899 | 431,291,841 | 3,775,378,978 | 4,603,443,372 | |||||||||||||||||||||
End of period | $ | 459,948,011 | $ | 463,776,111 | $ | 380,415,186 | $ | 380,373,899 | $ | 3,611,758,108 | $ | 3,775,378,978 | |||||||||||||||
Undistributed net investment income (loss) | $ | 17,276,906 | $ | 4,034,480 | $ | 12,003,887 | $ | 4,494,681 | — | — |
Money Market Trust B | New Income Trust | Real Return Bond Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | |||||||||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | — | $ | 319,190 | $ | 47,487,266 | $ | 78,560,250 | $ | 1,554,651 | $ | 2,134,332 | ||||||||||||||||
Net realized gain (loss) | $ | 20,898 | 513,163 | (209,997 | ) | 71,603,351 | (1,553,484 | ) | 10,614,074 | ||||||||||||||||||
Change in net unrealized appreciation (depreciation) | — | — | 22,473,341 | 3,411,521 | 6,838,335 | 2,978,362 | |||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 20,898 | 832,353 | 69,750,610 | 153,575,122 | 6,839,502 | 15,726,768 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | — | — | (1,076,305 | ) | ||||||||||||||||||||
Series II | — | — | — | — | — | (9,930,710 | ) | ||||||||||||||||||||
Series NAV | — | (319,190 | ) | — | (77,128,851 | ) | — | (3,635,150 | ) | ||||||||||||||||||
Total distributions | — | (319,190 | ) | — | (77,128,851 | ) | — | (14,642,165 | ) | ||||||||||||||||||
From Portfolio share transactions (Note 6) | (35,495,435 | ) | (49,610,300 | ) | (95,001,610 | ) | 1,069,197,383 | (8,610,147 | ) | (273,427,311 | ) | ||||||||||||||||
Total increase (decrease) | (35,474,537 | ) | (49,097,137 | ) | (25,251,000 | ) | 1,145,643,654 | (1,770,645 | ) | (272,342,708 | ) | ||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 613,380,497 | 662,477,634 | 2,979,207,416 | 1,833,563,762 | 126,199,234 | 398,541,942 | |||||||||||||||||||||
End of period | $ | 577,905,960 | $ | 613,380,497 | $ | 2,953,956,416 | $ | 2,979,207,416 | $ | 124,428,589 | $ | 126,199,234 | |||||||||||||||
Undistributed net investment income (loss) | — | — | $ | 78,548,568 | $ | 31,061,302 | $ | 4,076,492 | $ | 2,521,841 |
John Hancock Variable Insurance Trust
Statements of Changes in Net Assets
Short Term Government Income Trust | Strategic Income Opportunities Trust | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | |||||||||||||||
From operations | |||||||||||||||||||
Net investment income (loss) | $ | 3,705,733 | $ | 5,882,547 | $ | 15,136,361 | $ | 35,024,963 | |||||||||||
Net realized gain (loss) | 879,080 | 5,844,159 | 3,782,417 | 27,973,144 | |||||||||||||||
Change in net unrealized appreciation (depreciation) | 3,724,360 | 1,981,640 | 7,091,421 | (4,493,663 | ) | ||||||||||||||
Increase (decrease) in net assets resulting from operations | 8,309,173 | 13,708,346 | 26,010,199 | 58,504,444 | |||||||||||||||
Distributions to shareholders | |||||||||||||||||||
From net investment income | |||||||||||||||||||
Series I | — | (1,602,206 | ) | — | (25,082,602 | ) | |||||||||||||
Series II | — | (1,121,639 | ) | — | (6,640,204 | ) | |||||||||||||
Series NAV | — | (6,375,953 | ) | — | (6,085,831 | ) | |||||||||||||
From net realized gain | |||||||||||||||||||
Series I | — | (26,186 | ) | — | — | ||||||||||||||
Series II | — | (21,439 | ) | — | — | ||||||||||||||
Series NAV | — | (89,079 | ) | — | — | ||||||||||||||
Total distributions | — | (9,236,502 | ) | — | (37,808,637 | ) | |||||||||||||
From Portfolio share transactions (Note 6) | (30,260,028 | ) | 441,444,053 | 11,577,272 | (144,881,703 | ) | |||||||||||||
Total increase (decrease) | (21,950,855 | ) | 445,915,897 | 37,587,471 | (124,185,896 | ) | |||||||||||||
Net assets | |||||||||||||||||||
Beginning of period | 606,017,060 | 160,101,163 | 421,245,007 | 545,430,903 | |||||||||||||||
End of period | $ | 584,066,205 | $ | 606,017,060 | $ | 458,832,478 | $ | 421,245,007 | |||||||||||
Undistributed net investment income (loss) | $ | 6,221,864 | $ | 2,516,131 | $ | 35,872,249 | $ | 20,735,888 |
Total Return Trust | Ultra Short Term Bond Trust | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6/30/11 (Unaudited) | Year ended 12/31/10 | Six months ended 6/30/11 (Unaudited) | Period ended 12/31/101 | |||||||||||||||
From operations | |||||||||||||||||||
Net investment income (loss) | $ | 33,795,386 | $ | 69,367,249 | $ | 134,057 | $ | 97,840 | |||||||||||
Net realized gain (loss) | 5,734,360 | 165,504,118 | (125,076 | ) | (35,198 | ) | |||||||||||||
Change in net unrealized appreciation (depreciation) | 61,658,089 | 24,603,676 | 83,305 | (116,758 | ) | ||||||||||||||
Increase (decrease) in net assets resulting from operations | 101,187,835 | 259,475,043 | 92,286 | (54,116 | ) | ||||||||||||||
Distributions to shareholders | |||||||||||||||||||
From net investment income | |||||||||||||||||||
Series I | — | (8,293,738 | ) | — | (15,700 | ) | |||||||||||||
Series II | — | (7,836,279 | ) | — | (524,448 | ) | |||||||||||||
Series NAV | — | (70,163,774 | ) | — | (9,863 | ) | |||||||||||||
From net realized gain | |||||||||||||||||||
Series I | — | (6,068,748 | ) | — | — | ||||||||||||||
Series II | — | (6,334,669 | ) | — | — | ||||||||||||||
Series NAV | — | (47,588,370 | ) | — | — | ||||||||||||||
Total distributions | — | (146,285,578 | ) | — | (550,011 | ) | |||||||||||||
From Portfolio share transactions (Note 6) | (161,737,806 | ) | 319,117,400 | 15,407,250 | 62,684,314 | ||||||||||||||
Total increase (decrease) | (60,549,971 | ) | 432,306,865 | 15,499,536 | 62,080,187 | ||||||||||||||
Net assets | |||||||||||||||||||
Beginning of period | 3,706,212,384 | 3,273,905,519 | 62,080,187 | — | |||||||||||||||
End of period | $ | 3,645,662,413 | $ | 3,706,212,384 | $ | 77,579,723 | $ | 62,080,187 | |||||||||||
Undistributed net investment income (loss) | $ | 113,512,108 | $ | 79,716,722 | $ | 134,057 | — |
John Hancock Variable Insurance Trust
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net realized and unrealized gain (loss) on investments ($) | Total from investment operations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distributions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Active Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.71 | 0.26 | 2 | 0.17 | 0.43 | — | — | — | — | 10.14 | 4.43 | 3,4 | 0.68 | 5 | 0.68 | 5 | 5.32 | 5 | 73 | 45 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.20 | 0.56 | 2 | 0.70 | 1.26 | (0.75 | ) | — | — | (0.75 | ) | 9.71 | 13.85 | 0.69 | 0.69 | 5.68 | 77 | 53 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.91 | 0.56 | 2 | 1.38 | 1.94 | (0.65 | ) | — | — | (0.65 | ) | 9.20 | 24.80 | 3 | 0.68 | 0.68 | 6.33 | 83 | 78 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 9.40 | 0.49 | 2 | (1.47 | ) | (0.98 | ) | (0.51 | ) | — | — | (0.51 | ) | 7.91 | (10.54 | )3 | 0.69 | 0.69 | 5.36 | 79 | 100 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 9.88 | 0.51 | 2 | (0.12 | ) | 0.39 | (0.87 | ) | — | — | (0.87 | ) | 9.40 | 4.05 | 3 | 0.68 | 0.68 | 5.26 | 117 | 140 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 9.73 | 0.44 | 2 | (0.02 | ) | 0.42 | (0.27 | ) | — | — | (0.27 | ) | 9.88 | 4.42 | 3,7 | 0.69 | 0.69 | 4.53 | 139 | 207 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.72 | 0.25 | 2 | 0.17 | 0.42 | — | — | — | — | 10.14 | 4.32 | 3,4 | 0.88 | 5 | 0.88 | 5 | 5.13 | 5 | 342 | 45 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.20 | 0.54 | 2 | 0.71 | 1.25 | (0.73 | ) | — | — | (0.73 | ) | 9.72 | 13.71 | 0.89 | 0.89 | 5.49 | 363 | 53 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.91 | 0.54 | 2 | 1.38 | 1.92 | (0.63 | ) | — | — | (0.63 | ) | 9.20 | 24.54 | 3 | 0.88 | 0.88 | 6.12 | 365 | 78 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 9.40 | 0.47 | 2 | (1.47 | ) | (1.00 | ) | (0.49 | ) | — | — | (0.49 | ) | 7.91 | (10.76 | )3 | 0.89 | 0.89 | 5.15 | 315 | 100 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 9.87 | 0.49 | 2 | (0.13 | ) | 0.36 | (0.83 | ) | — | — | (0.83 | ) | 9.40 | 3.78 | 3 | 0.88 | 0.88 | 5.06 | 559 | 140 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 9.72 | 0.41 | 2 | (0.01 | ) | 0.40 | (0.25 | ) | — | — | (0.25 | ) | 9.87 | 4.21 | 3,7 | 0.89 | 0.89 | 4.28 | 553 | 207 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 9.71 | 0.27 | 2 | 0.16 | 0.43 | — | — | — | — | 10.14 | 4.43 | 3,4 | 0.63 | 5 | 0.63 | 5 | 5.37 | 5 | 910 | 45 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.20 | 0.57 | 2 | 0.70 | 1.27 | (0.76 | ) | — | — | (0.76 | ) | 9.71 | 13.91 | 0.64 | 0.64 | 5.75 | 903 | 53 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.91 | 0.56 | 2 | 1.39 | 1.95 | (0.66 | ) | — | — | (0.66 | ) | 9.20 | 24.86 | 3 | 0.63 | 0.63 | 6.39 | 1,342 | 78 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 9.40 | 0.49 | 2 | (1.47 | ) | (0.98 | ) | (0.51 | ) | — | — | (0.51 | ) | 7.91 | (10.48 | )3 | 0.64 | 0.64 | 5.44 | 1,685 | 100 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 9.89 | 0.52 | 2 | (0.13 | ) | 0.39 | (0.88 | ) | — | — | (0.88 | ) | 9.40 | 4.03 | 3 | 0.63 | 0.63 | 5.31 | 1,871 | 140 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 9.73 | 0.40 | 2 | 0.03 | 0.43 | (0.27 | ) | — | — | (0.27 | ) | 9.89 | 4.54 | 3,7 | 0.64 | 0.64 | 4.18 | 1,774 | 207 | ||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The Portfolio turnover rates including the effect of “TBA” (to be announced) transactions for the periods ended were as follows: 58% for 6-30-11, 77% for 12-31-10, 141% for 12-31-09, 255% for 12-31-08 and 284% for 12-31-07. The year ended 12-31-06 includes the effect of TBA transactions. 7. John Hancock Life Insurance Company made a voluntary payment to the portfolio. Excluding this payment, the impact on total return would have been less than 0.01%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.48 | 0.20 | 2 | 0.18 | 0.38 | — | — | — | — | 13.86 | 2.82 | 4,5 | 0.60 | 6 | 0.60 | 6 | 2.96 | 6 | 5,405 | 60 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.88 | 0.40 | 2 | 0.46 | 0.86 | (0.26 | ) | — | 3 | — | (0.26 | ) | 13.48 | 6.65 | 4 | 0.62 | 0.62 | 2.99 | 5,369 | 99 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20098 | 12.50 | 0.18 | 2 | 0.23 | 0.41 | (0.03 | ) | — | — | (0.03 | ) | 12.88 | 3.24 | 4,5 | 0.67 | 6 | 0.67 | 6 | 3.31 | 6 | 1,429 | 67 | |||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Less than ($0.005) per share. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Annualized. 7. The Portfolio turnover rates including the effect of “TBA” (to be announced) transactions for the periods ended were as follows: 70% for 6-30-11 and 145% for 12-31-10. 8. The inception date for Class NAV shares is 7-29-09. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Bond PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111,2 | 12.50 | 0.04 | 3 | (0.02 | ) | 0.02 | — | — | — | — | 12.52 | 0.16 | 4,5 | 1.30 | 6 | 1.05 | 6 | 1.99 | 6 | 13 | 29 | 7 | |||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111,2 | 12.50 | 0.05 | 3 | (0.02 | ) | 0.03 | — | — | — | — | 12.53 | 0.24 | 4,5 | 1.05 | 6 | 0.80 | 6 | 2.24 | 6 | 13 | 29 | 7 | |||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. The inception date for Series II and Series NAV shares is 4-28-11. 3. Based on the average daily shares outstanding. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Annualized. 7. The Portfolio turnover rates including the effect of “TBA” (to be announced) transactions was 69% for 6-30-11. |
John Hancock Variable Insurance Trust
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net realized and unrealized gain (loss) on investments ($) | Total from investment operations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distributions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Core Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.68 | 0.18 | 2 | 0.26 | 0.44 | — | — | — | — | 14.12 | 3.22 | 3,4 | 0.67 | 5 | 0.67 | 5 | 2.66 | 5 | 1 | 277 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.24 | 0.37 | 2 | 0.56 | 0.93 | (0.37 | ) | (0.12 | ) | — | (0.49 | ) | 13.68 | 7.08 | 3 | 0.68 | 0.68 | 2.71 | 1 | 562 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.33 | 0.48 | 2 | 0.74 | 1.22 | (0.31 | ) | — | — | (0.31 | ) | 13.24 | 9.93 | 3 | 0.74 | 0.74 | 3.72 | 2 | 461 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.55 | 0.56 | 2 | (0.14 | ) | 0.42 | (0.64 | ) | — | — | (0.64 | ) | 12.33 | 3.38 | 3 | 0.85 | 0.85 | 4.52 | 1 | 467 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 12.68 | 0.59 | 2 | 0.18 | 0.77 | (0.90 | ) | — | — | (0.90 | ) | 12.55 | 6.26 | 3 | 0.80 | 0.79 | 4.71 | — | 7 | 336 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 12.64 | 0.56 | 2 | (0.11 | ) | 0.45 | (0.41 | ) | — | — | (0.41 | ) | 12.68 | 3.72 | 3 | 0.84 | 0.84 | 4.50 | — | 7 | 359 | ||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.68 | 0.17 | 2 | 0.25 | 0.42 | — | — | — | — | 14.10 | 3.07 | 3,4 | 0.87 | 5 | 0.87 | 5 | 2.45 | 5 | 11 | 277 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.23 | 0.34 | 2 | 0.57 | 0.91 | (0.34 | ) | (0.12 | ) | — | (0.46 | ) | 13.68 | 6.92 | 3 | 0.88 | 0.88 | 2.47 | 14 | 562 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.33 | 0.46 | 2 | 0.72 | 1.18 | (0.28 | ) | — | — | (0.28 | ) | 13.23 | 9.61 | 3 | 0.93 | 0.93 | 3.53 | 12 | 461 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.54 | 0.53 | 2 | (0.13 | ) | 0.40 | (0.61 | ) | — | — | (0.61 | ) | 12.33 | 3.23 | 3 | 1.03 | 1.03 | 4.28 | 9 | 467 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 12.66 | 0.57 | 2 | 0.17 | 0.74 | (0.86 | ) | — | — | (0.86 | ) | 12.54 | 5.98 | 3 | 1.00 | 1.00 | 4.50 | 4 | 336 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 12.61 | 0.53 | 2 | (0.09 | ) | 0.44 | (0.39 | ) | — | — | (0.39 | ) | 12.66 | 3.61 | 3 | 1.04 | 1.04 | 4.28 | 2 | 359 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.64 | 0.19 | 2 | 0.25 | 0.44 | — | — | — | — | 14.08 | 3.23 | 3,4 | 0.62 | 5 | 0.62 | 5 | 2.70 | 5 | 1,781 | 277 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.20 | 0.37 | 2 | 0.57 | 0.94 | (0.38 | ) | (0.12 | ) | — | (0.50 | ) | 13.64 | 7.17 | 3 | 0.63 | 0.63 | 2.68 | 1,808 | 562 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.30 | 0.47 | 2 | 0.75 | 1.22 | (0.32 | ) | — | — | (0.32 | ) | 13.20 | 9.94 | 3 | 0.65 | 0.65 | 3.64 | 1,086 | 461 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.52 | 0.57 | 2 | (0.14 | ) | 0.43 | (0.65 | ) | — | — | (0.65 | ) | 12.30 | 3.44 | 3 | 0.77 | 0.77 | 4.50 | 253 | 467 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 12.66 | 0.60 | 2 | 0.17 | 0.77 | (0.91 | ) | — | — | (0.91 | ) | 12.52 | 6.28 | 3 | 0.75 | 0.74 | 4.75 | 284 | 336 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 12.62 | 0.56 | 2 | (0.10 | ) | 0.46 | (0.42 | ) | — | — | (0.42 | ) | 12.66 | 3.84 | 3 | 0.79 | 0.79 | 4.48 | 222 | 359 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The Portfolio turnover rates including the effect of “TBA” (to be announced) transactions for the periods ended were as follows: 547% for 6-30-11, 1,004% for 12-31-10, 924% for 12-31-09, 1,049% for 12-31-08 and 621% for 12-31-07. The year ended 12-31-06 includes the effect of TBA transactions. 7. Less than $500,000. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Global Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.92 | 0.16 | 2 | 0.45 | 0.61 | — | — | — | — | 13.53 | 4.72 | 3,4 | 0.81 | 5 | 0.81 | 5 | 2.48 | 5 | 86 | 48 | 9 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.14 | 0.32 | 2 | 0.92 | 1.24 | (0.46 | ) | — | — | (0.46 | ) | 12.92 | 10.30 | 3 | 0.83 | 0.83 | 2.50 | 91 | 394 | 9 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 14.44 | 0.47 | 2 | 1.11 | 1.58 | (1.79 | ) | (2.09 | ) | — | (3.88 | ) | 12.14 | 15.39 | 3 | 0.83 | 0.83 | 3.76 | 96 | 280 | 9 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 15.20 | 0.72 | 2 | (1.39 | ) | (0.67 | ) | (0.09 | ) | — | — | (0.09 | ) | 14.44 | (4.48 | )3 | 0.89 | 0.89 | 4.69 | 99 | 487 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 14.93 | 0.59 | 2 | 0.79 | 1.38 | (1.11 | ) | — | — | (1.11 | ) | 15.20 | 9.63 | 3 | 0.86 | 6 | 0.86 | 6 | 3.96 | 117 | 325 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 14.37 | 0.53 | 2 | 0.22 | 0.75 | — | (0.19 | ) | — | (0.19 | ) | 14.93 | 5.27 | 3,7 | 0.85 | 8 | 0.85 | 8 | 3.61 | 115 | 204 | ||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.84 | 0.15 | 2 | 0.44 | 0.59 | — | — | — | — | 13.43 | 4.60 | 3,4 | 1.01 | 5 | 1.01 | 5 | 2.28 | 5 | 191 | 48 | 9 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.06 | 0.29 | 2 | 0.92 | 1.21 | (0.43 | ) | — | — | (0.43 | ) | 12.84 | 10.12 | 3 | 1.03 | 1.03 | 2.30 | 195 | 394 | 9 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 14.37 | 0.44 | 2 | 1.10 | 1.54 | (1.76 | ) | (2.09 | ) | — | (3.85 | ) | 12.06 | 15.14 | 3 | 1.03 | 1.03 | 3.54 | 195 | 280 | 9 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 15.15 | 0.68 | 2 | (1.38 | ) | (0.70 | ) | (0.08 | ) | — | — | (0.08 | ) | 14.37 | (4.66 | )3 | 1.09 | 1.09 | 4.48 | 172 | 487 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 14.87 | 0.56 | 2 | 0.78 | 1.34 | (1.06 | ) | — | — | (1.06 | ) | 15.15 | 9.35 | 3 | 1.06 | 6 | 1.06 | 6 | 3.78 | 234 | 325 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 14.34 | 0.50 | 2 | 0.22 | 0.72 | — | (0.19 | ) | — | (0.19 | ) | 14.87 | 5.07 | 3,7 | 1.05 | 8 | 1.05 | 8 | 3.44 | 200 | 204 | ||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.88 | 0.17 | 2 | 0.44 | 0.61 | — | — | — | — | 13.49 | 4.74 | 3,4 | 0.76 | 5 | 0.76 | 5 | 2.53 | 5 | 730 | 48 | 9 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.10 | 0.32 | 2 | 0.93 | 1.25 | (0.47 | ) | — | — | (0.47 | ) | 12.88 | 10.40 | 3 | 0.78 | 0.78 | 2.55 | 749 | 394 | 9 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 14.41 | 0.47 | 2 | 1.10 | 1.57 | (1.79 | ) | (2.09 | ) | — | (3.88 | ) | 12.10 | 15.41 | 3 | 0.78 | 0.78 | 3.80 | 647 | 280 | 9 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 15.16 | 0.72 | 2 | (1.38 | ) | (0.66 | ) | (0.09 | ) | — | — | (0.09 | ) | 14.41 | (4.42 | )3 | 0.84 | 0.84 | 4.72 | 602 | 487 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 14.91 | 0.60 | 2 | 0.78 | 1.38 | (1.13 | ) | — | — | (1.13 | ) | 15.16 | 9.60 | 3 | 0.81 | 6 | 0.81 | 6 | 4.04 | 929 | 325 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 14.34 | 0.54 | 2 | 0.22 | 0.76 | — | (0.19 | ) | — | (0.19 | ) | 14.91 | 5.35 | 3,7 | 0.80 | 8 | 0.80 | 8 | 3.69 | 733 | 204 | ||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Includes interest and fees on inverse floaters. The impact of this expense to the gross and net expense ratios was less than 0.01%. 7. John Hancock Life Insurance Company made a voluntary payment to the portfolio. Excluding this payment, the impact on total return would have been less than 0.01%. 8. Includes interest expense on securities sold short. The interest expense amounted less than 0.01% of average net assets. 9. The Portfolio turnover rates including the effect of “TBA” (to be announced) transactions for the periods ended were as follows: 102% for 6-30-11, 399% for 12-31-10, 469% for 12-31-09, 800% for 12-31-08 and 877% for 12-31-07. The year ended 12-31-06 includes the effect of TBA transactions. |
John Hancock Variable Insurance Trust
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net realized and unrealized gain (loss) on investments ($) | Total from investment operations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distributions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
High Yield Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 5.94 | 0.22 | 2 | 0.10 | 0.32 | — | — | — | — | 6.26 | 5.39 | 4,5 | 0.77 | 6 | 0.77 | 6 | 7.03 | 6 | 76 | 52 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.17 | 0.70 | 2 | 0.38 | 1.08 | (3.31 | )3 | — | — | (3.31 | ) | 5.94 | 13.78 | 4 | 0.75 | 0.75 | 8.28 | 86 | 58 | 7 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 5.89 | 0.81 | 2 | 2.35 | 3.16 | (0.88 | ) | — | — | (0.88 | ) | 8.17 | 54.51 | 4 | 0.75 | 0.75 | 11.16 | 88 | 93 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 9.50 | 0.86 | 2 | (3.66 | ) | (2.80 | ) | (0.81 | ) | — | — | (0.81 | ) | 5.89 | (29.52 | )4 | 0.77 | 0.77 | 9.96 | 63 | 61 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 10.66 | 0.82 | 2 | (0.64 | ) | 0.18 | (1.34 | ) | — | — | (1.34 | ) | 9.50 | 1.64 | 4 | 0.75 | 0.75 | 7.86 | 110 | 75 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 10.32 | 0.77 | 2 | 0.25 | 1.02 | (0.68 | ) | — | — | (0.68 | ) | 10.66 | 10.37 | 4,8 | 0.76 | 0.76 | 7.53 | 154 | 90 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 6.02 | 0.21 | 2 | 0.10 | 0.31 | — | — | — | — | 6.33 | 5.15 | 4,5 | 0.97 | 6 | 0.97 | 6 | 6.80 | 6 | 81 | 52 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.24 | 0.68 | 2 | 0.39 | 1.07 | (3.29 | )3 | — | — | (3.29 | ) | 6.02 | 13.54 | 4 | 0.95 | 0.95 | 8.05 | 89 | 58 | 7 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 5.93 | 0.81 | 2 | 2.36 | 3.17 | (0.86 | ) | — | — | (0.86 | ) | 8.24 | 54.36 | 4 | 0.95 | 0.95 | 10.92 | 100 | 93 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 9.55 | 0.85 | 2 | (3.69 | ) | (2.84 | ) | (0.78 | ) | — | — | (0.78 | ) | 5.93 | (29.70 | )4 | 0.97 | 0.97 | 9.78 | 57 | 61 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 10.70 | 0.80 | 2 | (0.65 | ) | 0.15 | (1.30 | ) | — | — | (1.30 | ) | 9.55 | 1.36 | 4 | 0.95 | 0.95 | 7.69 | 76 | 75 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 10.35 | 0.75 | 2 | 0.26 | 1.01 | (0.66 | ) | — | — | (0.66 | ) | 10.70 | 10.24 | 4,8 | 0.96 | 0.96 | 7.33 | 101 | 90 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 5.88 | 0.22 | 2 | 0.10 | 0.32 | — | — | — | — | 6.20 | 5.44 | 4,5 | 0.72 | 6 | 0.72 | 6 | 7.05 | 6 | 93 | 52 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.12 | 0.73 | 2 | 0.35 | 1.08 | (3.32 | )3 | — | — | (3.32 | ) | 5.88 | 13.74 | 4 | 0.70 | 0.70 | 8.58 | 84 | 58 | 7 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 5.86 | 0.81 | 2 | 2.33 | 3.14 | (0.88 | ) | — | — | (0.88 | ) | 8.12 | 54.50 | 4 | 0.70 | 0.70 | 11.23 | 1,698 | 93 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 9.46 | 0.86 | 2 | (3.65 | ) | (2.79 | ) | (0.81 | ) | — | — | (0.81 | ) | 5.86 | (29.48 | )4 | 0.72 | 0.72 | 10.17 | 1,404 | 61 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 10.63 | 0.83 | 2 | (0.65 | ) | 0.18 | (1.35 | ) | — | — | (1.35 | ) | 9.46 | 1.64 | 4 | 0.70 | 0.70 | 8.07 | 1,900 | 75 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 10.29 | 0.77 | 2 | 0.25 | 1.02 | (0.68 | ) | — | — | (0.68 | ) | 10.63 | 10.46 | 4,8 | 0.71 | 0.71 | 7.57 | 1,526 | 90 | ||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. The amount shown for net investment income per share does not correspond with distributions from net investment income due to the timing of sales and repurchase of shares throughout the period as compared to shares outstanding at distribution date. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Annualized. 7. Excludes merger activity. 8. John Hancock Life Insurance Company made a voluntary payment to the portfolio. Excluding this payment, the impact on total return would have been less than 0.01%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 10.57 | 0.31 | 2 | 0.29 | 0.60 | — | — | — | — | 11.17 | 5.68 | 3,4 | 0.85 | 5 | 0.85 | 5 | 5.67 | 5 | 460 | 12 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.09 | 0.64 | 2 | 0.62 | 1.26 | (0.78 | ) | — | — | (0.78 | ) | 10.57 | 12.71 | 3 | 0.85 | 0.85 | 6.17 | 464 | 37 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.06 | 0.76 | 2 | 2.02 | 2.78 | (0.75 | ) | — | — | (0.75 | ) | 10.09 | 35.07 | 3 | 0.86 | 0.86 | 8.33 | 469 | 61 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 12.13 | 0.70 | 2 | (4.18 | ) | (3.48 | ) | (0.59 | ) | — | — | (0.59 | ) | 8.06 | (28.64 | )3 | 0.87 | 0.87 | 6.59 | 380 | 42 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20076 | 12.50 | 0.45 | 2 | (0.68 | ) | (0.23 | ) | (0.14 | ) | — | — | (0.14 | ) | 12.13 | (1.85 | )3,4 | 0.86 | 5 | 0.86 | 5 | 5.38 | 5 | 380 | 129 | 4 | ||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The inception date for Series NAV shares is 5-1-07. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Investment Quality Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.30 | 0.23 | 2 | 0.14 | 0.37 | — | — | — | — | 11.67 | 3.27 | 3,4 | 0.68 | 5 | 0.68 | 5 | 4.04 | 5 | 217 | 35 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.09 | 0.50 | 2 | 0.32 | 0.82 | (0.61 | ) | — | — | (0.61 | ) | 11.30 | 7.45 | 3 | 0.69 | 0.69 | 4.33 | 207 | 30 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.36 | 0.50 | 2 | 0.78 | 1.28 | (0.55 | ) | — | — | (0.55 | ) | 11.09 | 12.45 | 3 | 0.70 | 0.70 | 4.60 | 191 | 20 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 11.30 | 0.56 | 2 | (0.75 | ) | (0.19 | ) | (0.75 | ) | — | — | (0.75 | ) | 10.36 | (1.67 | )3 | 0.73 | 0.73 | 5.08 | 139 | 105 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 11.66 | 0.59 | 2 | 0.11 | 0.70 | (1.06 | ) | — | — | (1.06 | ) | 11.30 | 6.21 | 3 | 0.71 | 0.71 | 5.08 | 164 | 70 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 11.98 | 0.55 | 2 | (0.16 | ) | 0.39 | (0.71 | ) | — | — | (0.71 | ) | 11.66 | 3.57 | 3 | 0.72 | 0.72 | 4.79 | 183 | 28 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.31 | 0.22 | 2 | 0.14 | 0.36 | — | — | — | — | 11.67 | 3.18 | 3,4 | 0.88 | 5 | 0.88 | 5 | 3.84 | 5 | 147 | 35 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.09 | 0.48 | 2 | 0.32 | 0.80 | (0.58 | ) | — | — | (0.58 | ) | 11.31 | 7.30 | 3 | 0.89 | 0.89 | 4.13 | 157 | 30 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.37 | 0.48 | 2 | 0.76 | 1.24 | (0.52 | ) | — | — | (0.52 | ) | 11.09 | 12.09 | 3 | 0.90 | 0.90 | 4.40 | 163 | 20 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 11.29 | 0.54 | 2 | (0.73 | ) | (0.19 | ) | (0.73 | ) | — | — | (0.73 | ) | 10.37 | (1.72 | )3 | 0.93 | 0.93 | 4.88 | 113 | 105 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 11.64 | 0.56 | 2 | 0.10 | 0.66 | (1.01 | ) | — | — | (1.01 | ) | 11.29 | 5.92 | 3 | 0.91 | 0.91 | 4.89 | 161 | 70 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 11.96 | 0.53 | 2 | (0.16 | ) | 0.37 | (0.69 | ) | — | — | (0.69 | ) | 11.64 | 3.36 | 3 | 0.92 | 0.92 | 4.60 | 143 | 28 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.27 | 0.23 | 2 | 0.14 | 0.37 | — | — | — | — | 11.64 | 3.28 | 3,4 | 0.63 | 5 | 0.63 | 5 | 4.09 | 5 | 17 | 35 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.06 | 0.52 | 2 | 0.31 | 0.83 | (0.62 | ) | — | — | (0.62 | ) | 11.27 | 7.53 | 3 | 0.64 | 0.64 | 4.50 | 17 | 30 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.34 | 0.50 | 2 | 0.77 | 1.27 | (0.55 | ) | — | — | (0.55 | ) | 11.06 | 12.43 | 3 | 0.65 | 0.65 | 4.67 | 77 | 20 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 11.27 | 0.57 | 2 | (0.74 | ) | (0.17 | ) | (0.76 | ) | — | — | (0.76 | ) | 10.34 | (1.52 | )3 | 0.68 | 0.68 | 5.14 | 99 | 105 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | �� | 11.65 | 0.59 | 2 | 0.10 | 0.69 | (1.07 | ) | — | — | (1.07 | ) | 11.27 | 6.13 | 3 | 0.66 | 0.66 | 5.13 | 117 | 70 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 11.97 | 0.55 | 2 | (0.15 | ) | 0.40 | (0.72 | ) | — | — | (0.72 | ) | 11.65 | 3.65 | 3 | 0.67 | 0.67 | 4.82 | 96 | 28 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The Portfolio turnover rate including the effect of “TBA” (to be announced) transactions for the periods ended were as follows: 96% for 6-30-11 and 59% for 12-31-10. |
John Hancock Variable Insurance Trust
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net realized and unrealized gain (loss) on investments ($) | Total from investment operations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distributions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Money Market Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 1.00 | — | — | 2 | — | 2 | — | — | — | — | 1.00 | — | 3,4 | 0.55 | 5 | 0.18 | 5 | — | 5 | 2,761 | — | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 1.00 | — | — | — | — | — | 8 | — | — | 8 | 1.00 | — | 3 | 0.55 | 0.29 | — | 2,889 | — | |||||||||||||||||||||||||||||||||||||||||||||
12-31-20096 | 1.00 | — | 2,7 | — | — | 2 | — | 8 | — | — | — | 8 | 1.00 | 0.20 | 3 | 0.57 | 0.53 | 0.19 | 3,383 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-20086 | 1.00 | 0.02 | 7 | — | 0.02 | (0.02 | ) | — | — | (0.02 | ) | 1.00 | 1.76 | 3 | 0.58 | 0.58 | 1.66 | 3,708 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20076 | 1.00 | 0.05 | 7 | — | 0.05 | (0.05 | ) | — | — | (0.05 | ) | 1.00 | 4.56 | 3 | 0.56 | 0.55 | 4.43 | 2,504 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20066 | 1.00 | 0.04 | 7 | — | 0.04 | (0.04 | ) | — | — | (0.04 | ) | 1.00 | 4.43 | 3 | 0.56 | 0.56 | 4.36 | 2,316 | — | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 1.00 | — | — | 2 | — | 2 | — | — | — | — | 1.00 | — | 3,4 | 0.75 | 5 | 0.18 | 5 | — | 5 | 851 | — | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 1.00 | — | — | — | — | — | 8 | — | — | 8 | 1.00 | — | 3 | 0.75 | 0.29 | — | 886 | — | |||||||||||||||||||||||||||||||||||||||||||||
12-31-20096 | 1.00 | — | 2,8 | — | — | 2 | — | 8 | — | — | — | 8 | 1.00 | 0.08 | 3 | 0.77 | 0.66 | 0.07 | 1,221 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-20086 | 1.00 | 0.02 | 7 | — | 0.02 | (0.02 | ) | — | — | (0.02 | ) | 1.00 | 1.56 | 3 | 0.78 | 0.78 | 1.36 | 1,503 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20076 | 1.00 | 0.04 | 7 | — | 0.04 | (0.04 | ) | — | — | (0.04 | ) | 1.00 | 4.35 | 3 | 0.76 | 0.75 | 4.22 | 487 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20066 | 1.00 | 0.04 | 7 | — | 0.04 | (0.04 | ) | — | — | (0.04 | ) | 1.00 | 4.23 | 3 | 0.76 | 0.76 | 4.22 | 339 | — | ||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Less than $0.005 per share. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Per share amounts have been restated to reflect a 10-1 share split effective 6-1-10. 7. Based on the average daily shares outstanding. 8. Less than ($0.005) per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Money Market Trust B | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 1.00 | — | — | 4 | — | 4 | — | — | — | — | 1.00 | — | 5,6 | 0.52 | 2 | 0.20 | 2 | — | 2 | 578 | — | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 1.00 | — | 3,4 | — | — | 4 | — | 7 | — | — | — | 7 | 1.00 | 0.05 | 5 | 0.53 | 0.27 | 0.05 | 613 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 1.00 | — | 3,4 | — | — | 4 | — | 7 | — | — | — | 7 | 1.00 | 0.48 | 5 | 0.54 | 0.29 | 0.46 | 662 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 1.00 | 0.02 | 3 | — | 0.02 | (0.02 | ) | — | — | (0.02 | ) | 1.00 | 2.11 | 5 | 0.53 | 0.29 | 1.97 | 963 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 1.00 | 0.05 | 3 | — | 0.05 | (0.05 | ) | — | — | (0.05 | ) | 1.00 | 4.82 | 5 | 0.51 | 0.28 | 4.67 | 612 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 1.00 | 0.05 | 3 | — | 0.05 | (0.05 | ) | — | — | (0.05 | ) | 1.00 | 4.70 | 5 | 0.51 | 0.28 | 4.61 | 480 | — | ||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Annualized. 3. Based on the average daily shares outstanding. 4. Less than $0.005 per share. 5. Total returns would have been lower had certain expenses not been reduced during the periods shown. 6. Not annualized. 7. Less than ($0.005) per share.) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
New Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.36 | 0.21 | 2 | 0.11 | 0.32 | — | — | — | — | 13.68 | 2.40 | 3,4 | 0.65 | 5 | 0.63 | 5 | 3.20 | 5 | 2,954 | 37 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.83 | 0.43 | 2 | 0.46 | 0.89 | (0.36 | ) | — | — | (0.36 | ) | 13.36 | 6.96 | 5 | 0.68 | 0.66 | 3.19 | 2,979 | 87 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.23 | 0.58 | 2 | 1.45 | 2.03 | (0.43 | ) | — | — | (0.43 | ) | 12.83 | 18.09 | 5 | 0.79 | 0.77 | 4.74 | 1,834 | 100 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.31 | 0.61 | 2 | (1.84 | ) | (1.23 | ) | (0.79 | ) | (0.06 | ) | — | (0.85 | ) | 11.23 | (9.30 | )5 | 0.86 | 7 | 0.84 | 7 | 4.76 | 1,053 | 69 | 6 | ||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.63 | 0.61 | 2 | 0.17 | 0.78 | (0.95 | ) | (0.15 | ) | — | (1.10 | ) | 13.31 | 5.88 | 5 | 0.88 | 0.86 | 4.48 | 1,083 | 83 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 12.71 | 0.55 | 2 | 0.45 | 1.00 | (0.08 | ) | — | 8 | — | (0.08 | ) | 13.63 | 7.90 | 5 | 0.93 | 0.92 | 4.19 | 867 | 75 | |||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown.. 4. Not annualized. 5. Annualized. 6. The Portfolio turnover rate including the effect of “TBA” (to be announced) for the periods ended were as follows: 150% for 12-31-10, 150% for 12-31-09, 121% for 12-31-08 and 117% for 12-31-07. The year ended 12-31-06 includes the effect of TBA transactions. 7. Includes interest expense on securities sold short. Excluding this the gross and net expense ratios would have been 0.86% and 0.84% for the year ended 12-31-08. 8. Less than ($0.005) per share. |
John Hancock Variable Insurance Trust
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net realized and unrealized gain (loss) on investments ($) | Total from investment operations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distributions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Real Return Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.59 | 0.16 | 2 | 0.50 | 0.66 | — | — | — | — | 12.25 | 5.69 | 3,4 | 0.82 | 5 | 0.82 | 5 | 2.64 | 5 | 10 | 221 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.98 | 0.18 | 2 | 0.85 | 1.03 | (1.42 | ) | — | — | (1.42 | ) | 11.59 | 8.83 | 3 | 0.81 | 0.81 | 1.46 | 10 | 614 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.66 | 0.32 | 2 | 1.80 | 2.12 | (1.08 | ) | (0.72 | ) | — | (1.80 | ) | 11.98 | 19.47 | 3 | 0.77 | 0.77 | 2.66 | 8 | 572 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.54 | 0.49 | 2 | (1.96 | ) | (1.47 | ) | (0.08 | ) | (0.33 | ) | — | (0.41 | ) | 11.66 | (11.28 | )3 | 0.83 | 6 | 0.83 | 6 | 3.69 | 9 | 1,032 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 12.99 | 0.70 | 2 | 0.76 | 1.46 | (0.91 | ) | — | — | (0.91 | ) | 13.54 | 11.49 | 3 | 0.80 | 6 | 0.79 | 6 | 5.31 | 10 | 911 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.55 | 0.54 | 2 | (0.52 | ) | 0.02 | (0.33 | ) | (0.25 | ) | — | (0.58 | ) | 12.99 | 0.23 | 3 | 0.82 | 6 | 0.82 | 6 | 4.09 | 5 | 989 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.46 | 0.14 | 2 | 0.50 | 0.64 | — | — | — | — | 12.10 | 5.58 | 3,4 | 1.02 | 5 | 1.02 | 5 | 2.39 | 5 | 79 | 221 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.85 | 0.16 | 2 | 0.84 | 1.00 | (1.39 | ) | — | — | (1.39 | ) | 11.46 | 8.67 | 3 | 1.01 | 1.01 | 1.29 | 86 | 614 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.55 | 0.29 | 2 | 1.78 | 2.07 | (1.05 | ) | (0.72 | ) | — | (1.77 | ) | 11.85 | 19.22 | 3 | 0.97 | 0.97 | 2.44 | 95 | 572 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.45 | 0.46 | 2 | (1.96 | ) | (1.50 | ) | (0.07 | ) | (0.33 | ) | — | (0.40 | ) | 11.55 | (11.54 | )3 | 1.03 | 6 | 1.03 | 6 | 3.50 | 87 | 1,032 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 12.88 | 0.67 | 2 | 0.76 | 1.43 | (0.86 | ) | — | — | (0.86 | ) | 13.45 | 11.35 | 3 | 1.00 | 6 | 0.99 | 6 | 5.13 | 100 | 911 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.45 | 0.50 | 2 | (0.51 | ) | (0.01 | ) | (0.31 | ) | (0.25 | ) | — | (0.56 | ) | 12.88 | (0.04 | )3 | 1.02 | 6 | 1.02 | 6 | 3.84 | 108 | 989 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 11.44 | 0.16 | 2 | 0.50 | 0.66 | — | — | — | — | 12.10 | 5.77 | 3,4 | 0.77 | 5 | 0.77 | 5 | 2.70 | 5 | 35 | 221 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.85 | 0.20 | 2 | 0.82 | 1.02 | (1.43 | ) | — | — | (1.43 | ) | 11.44 | 8.81 | 3 | 0.76 | 0.76 | 1.54 | 30 | 614 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.55 | 0.32 | 2 | 1.78 | 2.10 | (1.08 | ) | (0.72 | ) | — | (1.80 | ) | 11.85 | 19.54 | 3 | 0.72 | 0.72 | 2.72 | 295 | 572 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.42 | 0.48 | 2 | (1.94 | ) | (1.46 | ) | (0.08 | ) | (0.33 | ) | — | (0.41 | ) | 11.55 | (11.30 | )3 | 0.78 | 6 | 0.78 | 6 | 3.71 | 967 | 1,032 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 12.88 | 0.70 | 2 | 0.76 | 1.46 | (0.92 | ) | — | — | (0.92 | ) | 13.42 | 11.61 | 3 | 0.75 | 6 | 0.74 | 6 | 5.38 | 1,112 | 911 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.45 | 0.54 | 2 | (0.52 | ) | 0.02 | (0.34 | ) | (0.25 | ) | — | (0.59 | ) | 12.88 | 0.20 | 3 | 0.77 | 6 | 0.77 | 6 | 4.15 | 872 | 989 | ||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Includes interest expense on securities sold short. The interest expense amounted to 0.01% or less of average net assets. 7. The Portfolio turnover rates including the effect of “TBA” (to be announced) transactions for the periods ended were as follows: 1,169% for 12-31-08 and 1,037% for 12-31-07. The year ended 12-31-06 includes the effect of TBA transactions. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Short Term Government Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.92 | 0.08 | 2 | 0.10 | 0.18 | — | — | — | — | 13.10 | 1.39 | 3,4 | 0.65 | 5 | 0.65 | 5 | 1.25 | 5 | 95 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-20106 | 12.88 | 0.09 | 2 | 0.15 | 0.24 | (0.20 | ) | — | — | (0.20 | ) | 12.92 | 1.86 | 3,4 | 0.66 | 5 | 0.66 | 5 | 1.00 | 5 | 106 | 130 | 7 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.93 | 0.07 | 2 | 0.10 | 0.17 | — | — | — | — | 13.10 | 1.31 | 3,4 | 0.85 | 5 | 0.85 | 5 | 1.05 | 5 | 71 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-20106 | 12.88 | 0.07 | 2 | 0.15 | 0.22 | (0.17 | ) | — | — | (0.17 | ) | 12.93 | 1.74 | 3,4 | 0.86 | 5 | 0.86 | 5 | 0.80 | 5 | 86 | 130 | 7 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.92 | 0.08 | 2 | 0.10 | 0.18 | — | — | — | — | 13.10 | 1.39 | 3,4 | 0.60 | 5 | 0.60 | 5 | 1.30 | 5 | 417 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.71 | 0.18 | 2 | 0.23 | 0.41 | (0.20 | ) | — | — | (0.20 | ) | 12.92 | 3.28 | 3 | 0.63 | 0.63 | 8 | 1.39 | 413 | 130 | 7 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-20099 | 12.50 | 0.16 | 2 | 0.09 | 0.25 | (0.04 | ) | — | — | (0.04 | ) | 12.71 | 1.96 | 3 | 0.76 | 0.73 | 1.25 | 160 | 114 | ||||||||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The inception date for Series I and Series II shares is 4-30-10. 7. Excludes merger activity. 8. Includes the impact of expense recapture which amounted to less than 0.005% of average net assets. 9. The inception date for Class NAV shares is 1-2-09. |
John Hancock Variable Insurance Trust
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net realized and unrealized gain (loss) on investments ($) | Total from investment operations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distributions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Strategic Income Opportunities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.00 | 0.50 | 2 | 0.36 | 0.86 | — | — | — | — | 14.86 | 6.14 | 3,4 | 0.79 | 5 | 0.79 | 5 | 7.01 | 5 | 346 | 23 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.31 | 1.16 | 2 | 0.92 | 2.08 | (1.39 | ) | — | — | (1.39 | ) | 14.00 | 15.89 | 3 | 0.82 | 0.82 | 8.25 | 307 | 68 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.20 | 0.95 | 2 | 1.97 | 2.92 | (0.81 | ) | — | — | (0.81 | ) | 13.31 | 26.66 | 3 | 0.85 | 7 | 0.85 | 7 | 7.67 | 7 | 28 | 87 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.73 | 0.81 | 2 | (1.96 | ) | (1.15 | ) | (1.38 | ) | — | — | (1.38 | ) | 11.20 | (8.61 | )3 | 0.82 | 0.81 | 6.17 | 16 | 40 | 10 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.24 | 0.77 | 2 | 0.01 | 0.78 | (0.29 | ) | — | — | (0.29 | ) | 13.73 | 5.87 | 3 | 0.83 | 0.83 | 5.62 | 14 | 80 | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.15 | 0.59 | 2 | (0.05 | ) | 0.54 | (0.45 | ) | — | 8 | — | (0.45 | ) | 13.24 | 4.13 | 3 | 0.90 | 0.90 | 4.42 | 10 | 125 | ||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.02 | 0.49 | 2 | 0.37 | 0.86 | — | — | — | — | 14.88 | 6.13 | 3,4 | 0.99 | 5 | 0.99 | 5 | 6.81 | 5 | 87 | 23 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.33 | 1.16 | 2 | 0.89 | 2.05 | (1.36 | ) | — | — | (1.36 | ) | 14.02 | 15.61 | 3 | 1.02 | 1.02 | 8.01 | 91 | 68 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.22 | 0.92 | 2 | 1.98 | 2.90 | (0.79 | ) | — | — | (0.79 | ) | 13.33 | 26.34 | 3 | 1.05 | 7 | 1.05 | 7 | 7.43 | 7 | 14 | 87 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.74 | 0.78 | 2 | (1.95 | ) | (1.17 | ) | (1.35 | ) | — | — | (1.35 | ) | 11.22 | (8.76 | )3 | 1.02 | 1.01 | 5.89 | 10 | 40 | 10 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.27 | 0.73 | 2 | — | 9 | 0.73 | (0.26 | ) | — | — | (0.26 | ) | 13.74 | 5.54 | 3 | 1.03 | 1.03 | 5.37 | 17 | 80 | 10 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.15 | 0.56 | 2 | (0.05 | ) | 0.51 | (0.39 | ) | — | 8 | — | (0.39 | ) | 13.27 | 3.95 | 3 | 1.10 | 1.10 | 4.22 | 20 | 125 | ||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 13.97 | 0.50 | 2 | 0.36 | 0.86 | — | — | — | — | 14.83 | 6.16 | 3,4 | 0.74 | 5 | 0.74 | 5 | 7.06 | 5 | 25 | 23 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.29 | 1.18 | 2 | 0.90 | 2.08 | (1.40 | ) | — | — | (1.40 | ) | 13.97 | 15.90 | 3 | 0.77 | 0.77 | 8.36 | 23 | 68 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.18 | 0.94 | 2 | 1.99 | 2.93 | (0.82 | ) | — | — | (0.82 | ) | 13.29 | 26.77 | 3 | 0.80 | 7 | 0.80 | 7 | 7.64 | 7 | 504 | 87 | |||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.71 | 0.82 | 2 | (1.96 | ) | (1.14 | ) | (1.39 | ) | — | — | (1.39 | ) | 11.18 | (8.57 | )3 | 0.77 | 0.76 | 6.23 | 518 | 40 | 10 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.23 | 0.77 | 2 | — | 9 | 0.77 | (0.29 | ) | — | — | (0.29 | ) | 13.71 | 5.84 | 3 | 0.78 | 0.78 | 5.65 | 463 | 80 | 10 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.15 | 0.60 | 2 | (0.06 | ) | 0.54 | �� | (0.46 | ) | — | 8 | — | (0.46 | ) | 13.23 | 4.15 | 3 | 0.80 | 0.80 | 4.56 | 335 | 125 | |||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. 7. Tax expense was 0.04% of average net assets for Series I, Series II and Series NAV. This expense increased the net investment income (loss) by less than $0.01 for Series I and by $0.01 for Series II and Series NAV and the net investment income (loss) ratio by 0.04%. 8. Less than ($0.005) per share. 9. Less than $0.005 per share. 10. The Portfolio turnover rates including the effect of “TBA” (to be announced) for the periods ended were as follows: 46% for 12-31-08 and 86% for 12-31-07. The year ended 12-31-06 includes the effect of TBA transactions. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Total Return Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.46 | 0.13 | 2 | 0.27 | 0.40 | — | — | — | — | 14.86 | 2.77 | 3,4 | 0.77 | 5 | 0.77 | 5 | 1.83 | 5 | 299 | 67 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.99 | 0.28 | 2 | 0.79 | 1.07 | (0.35 | ) | (0.25 | ) | — | (0.60 | ) | 14.46 | 7.72 | 3 | 0.77 | 0.77 | 1.94 | 329 | 545 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 13.47 | 0.49 | 2 | 1.25 | 1.74 | (0.56 | ) | (0.66 | ) | — | (1.22 | ) | 13.99 | 13.59 | 3 | 0.77 | 0.77 | 3.52 | 348 | 244 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.92 | 0.57 | 2 | (0.20 | ) | 0.37 | (0.67 | ) | (0.15 | ) | — | (0.82 | ) | 13.47 | 2.69 | 3 | 0.80 | 0.79 | 4.10 | 327 | 145 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.83 | 0.64 | 2 | 0.51 | 1.15 | (1.06 | ) | — | — | (1.06 | ) | 13.92 | 8.57 | 3 | 0.81 | 7,8 | 0.81 | 7,8 | 4.67 | 339 | 196 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.81 | 0.57 | 2 | (0.08 | ) | 0.49 | (0.47 | ) | — | — | (0.47 | ) | 13.83 | 3.67 | 3 | 0.81 | 0.81 | 4.21 | 368 | 254 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.44 | 0.12 | 2 | 0.27 | 0.39 | — | — | — | — | 14.83 | 2.70 | 3,4 | 0.97 | 5 | 0.97 | 5 | 1.64 | 5 | 332 | 67 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.97 | 0.25 | 2 | 0.79 | 1.04 | (0.32 | ) | (0.25 | ) | — | (0.57 | ) | 14.44 | 7.48 | 3 | 0.97 | 0.97 | 1.74 | 345 | 545 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 13.46 | 0.45 | 2 | 1.25 | 1.70 | (0.53 | ) | (0.66 | ) | — | (1.19 | ) | 13.97 | 13.28 | 3 | 0.97 | 0.97 | 3.30 | 344 | 244 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.90 | 0.54 | 2 | (0.19 | ) | 0.35 | (0.64 | ) | (0.15 | ) | — | (0.79 | ) | 13.46 | 2.53 | 3 | 1.00 | 0.99 | 3.90 | 264 | 145 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.79 | 0.61 | 2 | 0.51 | 1.12 | (1.01 | ) | — | — | (1.01 | ) | 13.90 | 8.36 | 3 | 1.01 | 7,8 | 1.01 | 7,8 | 4.47 | 236 | 196 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.78 | 0.54 | 2 | (0.09 | ) | 0.45 | (0.44 | ) | — | — | (0.44 | ) | 13.79 | 3.42 | 3 | 1.01 | 1.01 | 4.01 | 248 | 254 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 14.41 | 0.14 | 2 | 0.26 | 0.40 | — | — | — | — | 14.81 | 2.78 | 3,4 | 0.72 | 5 | 0.72 | 5 | 1.88 | 5 | 3,015 | 67 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.94 | 0.29 | 2 | 0.79 | 1.08 | (0.36 | ) | (0.25 | ) | — | (0.61 | ) | 14.41 | 7.81 | 3 | 0.72 | 0.72 | 1.99 | 3,032 | 545 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 13.43 | 0.48 | 2 | 1.26 | 1.74 | (0.57 | ) | (0.66 | ) | — | (1.23 | ) | 13.94 | 13.62 | 3 | 0.72 | 0.72 | 3.47 | 2,582 | 244 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2008 | 13.88 | 0.57 | 2 | (0.19 | ) | 0.38 | (0.68 | ) | (0.15 | ) | — | (0.83 | ) | 13.43 | 2.76 | 3 | 0.75 | 0.74 | 4.15 | 1,522 | 145 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2007 | 13.80 | 0.64 | 2 | 0.51 | 1.15 | (1.07 | ) | — | — | (1.07 | ) | 13.88 | 8.61 | 3 | 0.76 | 7,8 | 0.76 | 7,8 | 4.73 | 1,704 | 196 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2006 | 13.79 | �� | 0.58 | 2 | (0.09 | ) | 0.49 | (0.48 | ) | — | — | (0.48 | ) | 13.80 | 3.66 | 3 | 0.76 | 0.76 | 4.27 | 1,319 | 254 | ||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. Based on the average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not annualized. 5. Annualized. 6. The Portfolio turnover rates including the effect of “TBA” (to be announced) transactions for the periods ended were as follows: 219% for 6-30-11, 673% for 12-31-10, 562% for 12-31-09, 476% for 12-31-08 and 286% for 12-31-07. The year ended 12-31-06 includes the effect of TBA transactions. 7. Includes interest expense on securities sold short. The interest expense amounted to 0.01% or less of average net assets. 8. Includes interest and fees on inverse floaters. The impact of this expense to the gross and net expense ratios was less than 0.01%. |
John Hancock Variable Insurance Trust
Financial Highlights
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($) | Net realized and unrealized gain (loss) on investments ($) | Total from investment operations ($) | From net investment income ($) | From net realized gain ($) | From capital paid-in ($) | Total distributions ($) | Net asset value, end of period ($) | Total return (%) | Expenses before reductions and amounts recaptured (%) | Expenses including reductions and amounts recaptured (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Ultra Short Term Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.36 | 0.04 | 3 | (0.01 | ) | 0.03 | — | — | — | — | 12.39 | 0.24 | 4,5 | 0.72 | 6 | 0.75 | 6 | 0.58 | 6 | 2 | 82 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20102 | 12.50 | 0.03 | 3 | (0.05 | ) | (0.02 | ) | (0.12 | ) | — | — | (0.12 | ) | 12.36 | (0.16 | )4,5 | 0.88 | 0.75 | 0.60 | 2 | 56 | ||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.36 | 0.02 | 3 | — | 0.02 | — | — | — | — | 12.38 | 0.16 | 4,5 | 0.92 | 6 | 0.95 | 6 | 0.38 | 6 | 74 | 82 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20102 | 12.50 | 0.02 | 3 | (0.05 | ) | (0.03 | ) | (0.11 | ) | — | — | (0.11 | ) | 12.36 | (0.24 | )4,5 | 1.08 | 0.95 | 0.44 | 59 | 56 | ||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20111 | 12.36 | 0.04 | 3 | (0.01 | ) | 0.03 | — | — | — | — | 12.39 | 0.24 | 4,5 | 0.67 | 6 | 0.70 | 6 | 0.63 | 6 | 2 | 82 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20102 | 12.50 | 0.03 | 3 | (0.05 | ) | (0.02 | ) | (0.12 | ) | — | — | (0.12 | ) | 12.36 | (0.13 | )4,5 | 0.83 | 0.70 | 0.63 | 1 | 56 | ||||||||||||||||||||||||||||||||||||||||||
1. Unaudited. 2. The inception date for Series I, Series II and Series NAV shares is 7-29-10. 3. Based on the average daily shares outstanding. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. 5. Not annualized. 6. Annualized. |
John Hancock Variable Insurance Trust
Notes to Financial Statements (Unaudited)
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Active Bond Trust | |||||||||||||||||||
U.S. Government & Agency Obligations | $ | 373,658,236 | — | $ | 373,658,236 | — | |||||||||||||
Foreign Government Obligations | 10,621,924 | — | 10,621,924 | — | |||||||||||||||
Corporate Bonds | 509,929,772 | — | 508,279,532 | $ | 1,650,240 | ||||||||||||||
Capital Preferred Securities | 28,121,961 | — | 28,121,961 | — | |||||||||||||||
Convertible Bonds | 2,317,600 | — | 2,317,600 | — | |||||||||||||||
Municipal Bonds | 7,790,944 | — | 7,790,944 | — | |||||||||||||||
Term Loans | 8,557,706 | — | 5,302,706 | 3,255,000 | |||||||||||||||
Collateralized Mortgage Obligations | 263,052,255 | — | 257,760,943 | 5,291,312 | |||||||||||||||
Asset Backed Securities | 39,797,697 | — | 36,481,177 | 3,316,520 | |||||||||||||||
Common Stocks | 72,224 | — | 72,224 | — | |||||||||||||||
Preferred Securities | 6,582,674 | $ | 3,513,341 | 3,069,333 | — | ||||||||||||||
Securities Lending Collateral | 8,804,270 | 8,804,270 | — | — | |||||||||||||||
Short-Term Investments | 173,762,068 | 169,163,068 | 4,599,000 | — | |||||||||||||||
Total Investments in Securities | $ | 1,433,069,331 | $ | 181,480,679 | $ | 1,238,075,580 | $ | 13,513,072 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | ($126,451 | ) | ($126,451 | ) | — | — | |||||||||||||
Forward Foreign Currency Contracts | ($2,872 | ) | — | ($2,872 | ) | — | |||||||||||||
Credit Default Swaps | $ | 299,174 | — | $ | 299,174 | — | |||||||||||||
Bond Trust | |||||||||||||||||||
U.S. Government & Agency Obligations | $ | 2,565,816,595 | — | $ | 2,565,816,595 | — | |||||||||||||
Foreign Government Obligations | 8,539,721 | — | 8,539,721 | — | |||||||||||||||
Corporate Bonds | 2,111,004,320 | — | 2,111,004,320 | — | |||||||||||||||
Municipal Bonds | 5,191,186 | — | 5,191,186 | — | |||||||||||||||
Capital Preferred Securities | 74,556,629 | — | 74,556,629 | — | |||||||||||||||
Collateralized Mortgage Obligations | 542,436,161 | — | 536,623,648 | $ | 5,812,513 | ||||||||||||||
Asset Backed Securities | 11,152,078 | — | 11,152,078 | — | |||||||||||||||
Securities Lending Collateral | 93,189,258 | $ | 93,189,258 | — | — | ||||||||||||||
Short-Term Investments | 108,999,687 | — | 108,999,687 | — | |||||||||||||||
Total Investments in Securities | $ | 5,520,885,635 | $ | 93,189,258 | $ | 5,421,883,864 | $ | 5,812,513 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | ($1,198,083 | ) | ($1,198,083 | ) | — | — | |||||||||||||
Bond PS Series | |||||||||||||||||||
U.S. Government & Agency Obligations | $ | 12,741,620 | — | $ | 12,741,620 | — | |||||||||||||
Corporate Bonds | 11,468,744 | — | 11,468,744 | — | |||||||||||||||
Capital Preferred Securities | 72,865 | — | 72,865 | — | |||||||||||||||
Collateralized Mortgage Obligations | 313,064 | — | 269,043 | $ | 44,021 | ||||||||||||||
Total Investments in Securities | $ | 24,596,293 | — | $ | 24,552,272 | $ | 44,021 |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Bond PS Series (continued) | |||||||||||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | ($13,435 | ) | ($13,435 | ) | — | — | |||||||||||||
Core Bond Trust | |||||||||||||||||||
U.S. Government & Agency Obligations | $ | 1,061,847,150 | — | $ | 1,058,327,168 | $ | 3,519,982 | ||||||||||||
Foreign Government Obligations | 25,697,119 | — | 25,697,119 | — | |||||||||||||||
Corporate Bonds | 362,438,529 | — | 362,438,529 | — | |||||||||||||||
Municipal Bonds | 20,729,092 | — | 20,729,092 | — | |||||||||||||||
Capital Preferred Securities | 3,214,650 | — | 3,214,650 | — | |||||||||||||||
Collateralized Mortgage Obligations | 386,715,609 | — | 380,631,981 | 6,083,628 | |||||||||||||||
Asset Backed Securities | 196,929,791 | — | 146,776,858 | 50,152,933 | |||||||||||||||
Securities Lending Collateral | 7,094,963 | $ | 7,094,963 | — | — | ||||||||||||||
Short-Term Investments | 58,182,027 | 58,182,027 | — | — | |||||||||||||||
Total Investments in Securities | $ | 2,122,848,930 | $ | 65,276,990 | $ | 1,997,815,397 | $ | 59,756,543 | |||||||||||
Sale Commitments Outstanding | ($94,457,686 | ) | — | ($94,457,686 | ) | — | |||||||||||||
Global Bond Trust | |||||||||||||||||||
U.S. Government & Agency Obligations | $ | 142,952,414 | — | $ | 142,952,414 | — | |||||||||||||
Foreign Government Obligations | 228,604,154 | — | 228,604,154 | — | |||||||||||||||
Corporate Bonds | 472,557,267 | — | 470,566,824 | $ | 1,990,443 | ||||||||||||||
Municipal Bonds | 32,630,498 | — | 32,630,498 | — | |||||||||||||||
Capital Preferred Securities | 3,010,047 | — | 3,010,047 | — | |||||||||||||||
Collateralized Mortgage Obligations | 147,105,968 | — | 147,105,968 | — | |||||||||||||||
Asset Backed Securities | 36,252,386 | — | 22,019,686 | 14,232,700 | |||||||||||||||
Term Loans | 7,371,232 | — | 7,371,232 | — | |||||||||||||||
Preferred Securities | 2,154,861 | $ | 221,549 | — | 1,933,312 | ||||||||||||||
Options Purchased | 29 | — | — | 29 | |||||||||||||||
Short-Term Investments | 10,771,490 | — | 10,771,490 | — | |||||||||||||||
Total Investments in Securities | $ | 1,083,410,346 | $ | 221,549 | $ | 1,065,032,313 | $ | 18,156,484 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | $ | 355,482 | $ | 355,482 | — | — | |||||||||||||
Forward Foreign Currency Contracts | ($1,457,117 | ) | — | ($1,457,117 | ) | — | |||||||||||||
Written Options | ($1,328,636 | ) | ($252,450 | ) | ($1,040,509 | ) | ($35,677 | ) | |||||||||||
Interest Rate Swaps | ($668,641 | ) | — | ($345,555 | ) | ($323,086 | ) | ||||||||||||
Credit Default Swaps | $ | 931,171 | — | $ | 931,171 | — | |||||||||||||
High Yield Trust | |||||||||||||||||||
Foreign Government Obligations | $ | 8,191,034 | — | $ | 8,096,749 | $ | 94,285 | ||||||||||||
Corporate Bonds | 187,947,386 | — | 186,572,879 | 1,374,507 | |||||||||||||||
Capital Preferred Securities | 3,526,551 | — | 3,526,551 | — | |||||||||||||||
Convertible Bonds | 4,518,350 | — | 4,518,350 | — | |||||||||||||||
Term Loans | 6,049,597 | — | 6,039,700 | 9,897 | |||||||||||||||
Common Stocks | 12,651,459 | $ | 7,831,650 | 174,446 | 4,645,363 | ||||||||||||||
Preferred Securities | 12,073,928 | 9,634,705 | 2,333,723 | 105,500 | |||||||||||||||
Warrants | 807,640 | 545,715 | 58,800 | 203,125 | |||||||||||||||
Securities Lending Collateral | 33,001 | 33,001 | — | — | |||||||||||||||
Short-Term Investments | 14,746,908 | — | 14,746,908 | — | |||||||||||||||
Total Investments in Securities | $ | 250,545,854 | $ | 18,045,071 | $ | 226,068,106 | $ | 6,432,677 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | ($222,135 | ) | ($222,135 | ) | — | — | |||||||||||||
Forward Foreign Currency Contracts | ($91,544 | ) | — | ($91,544 | ) | — | |||||||||||||
Income Trust | |||||||||||||||||||
Corporate Bonds | $ | 194,315,654 | — | $ | 194,315,654 | — | |||||||||||||
Capital Preferred Securities | 5,982,000 | — | 5,982,000 | — | |||||||||||||||
Convertible Bonds | 3,449,661 | — | 3,449,661 | — | |||||||||||||||
Municipal Bonds | 1,531,194 | — | 1,531,194 | — | |||||||||||||||
Term Loans | 19,740,397 | — | 19,740,397 | — | |||||||||||||||
Collateralized Mortgage Obligations | 1,809,254 | — | 1,809,254 | — | |||||||||||||||
Asset Backed Securities | 2,082,668 | — | 2,082,668 | — | |||||||||||||||
Common Stocks | 195,288,176 | $ | 174,567,198 | 20,720,978 | — | ||||||||||||||
Preferred Securities | 29,372,687 | 19,756,059 | 9,616,628 | — | |||||||||||||||
Warrants | 599,455 | 599,455 | — | — | |||||||||||||||
Securities Lending Collateral | 16,436,568 | 16,436,568 | — | — | |||||||||||||||
Short-Term Investments | 400,000 | — | 400,000 | — | |||||||||||||||
Total Investments in Securities | $ | 471,007,714 | $ | 211,359,280 | $ | 259,648,434 | — | ||||||||||||
Investment Quality Bond Trust | |||||||||||||||||||
U.S. Government & Agency Obligations | $ | 109,660,356 | — | $ | 109,660,356 | — | |||||||||||||
Foreign Government Obligations | 5,209,116 | — | 5,209,116 | — | |||||||||||||||
Corporate Bonds | 203,771,855 | — | 203,771,855 | — |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investment Quality Bond Trust (continued) | |||||||||||||||||||
Capital Preferred Securities | $ | 2,094,408 | — | $ | 2,094,408 | — | |||||||||||||
Convertible Bonds | 112,782 | — | 112,782 | — | |||||||||||||||
Municipal Bonds | 18,584,024 | — | 18,584,024 | — | |||||||||||||||
Collateralized Mortgage Obligations | 41,650,345 | — | 41,650,345 | — | |||||||||||||||
Asset Backed Securities | 8,990,046 | — | 8,990,046 | — | |||||||||||||||
Short-Term Investments | 38,200,000 | — | 38,200,000 | — | |||||||||||||||
Total Investments in Securities | $ | 428,272,932 | — | $ | 428,272,932 | — | |||||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | ($184,721 | ) | ($184,721 | ) | — | — | |||||||||||||
Forward Foreign Currency Contracts | ($142,879 | ) | — | ($142,879 | ) | — | |||||||||||||
Interest Rate Swaps | ($87,572 | ) | — | ($87,572 | ) | — | |||||||||||||
Credit Default Swaps | ($4,846,610 | ) | — | ($4,846,610 | ) | — | |||||||||||||
New Income Trust | |||||||||||||||||||
U.S. Government & Agency Obligations | $ | 1,545,320,894 | — | $ | 1,545,320,894 | — | |||||||||||||
Foreign Government Obligations | 108,029,212 | — | 108,029,212 | — | |||||||||||||||
Corporate Bonds | 821,962,224 | — | 821,962,224 | — | |||||||||||||||
Municipal Bonds | 39,249,324 | — | 39,249,324 | — | |||||||||||||||
Term Loans | 94,489,618 | — | 94,489,618 | — | |||||||||||||||
Collateralized Mortgage Obligations | 164,593,250 | — | 164,593,250 | — | |||||||||||||||
Asset Backed Securities | 99,219,212 | — | 99,219,212 | — | |||||||||||||||
Capital Preferred Securities | 15,908,578 | — | 15,908,578 | — | |||||||||||||||
Securities Lending Collateral | 33,379,693 | $ | 33,379,693 | — | — | ||||||||||||||
Short-Term Investments | 33,570,780 | 31,141,952 | 2,428,828 | — | |||||||||||||||
Total Investments in Securities | $ | 2,955,722,785 | $ | 64,521,645 | $ | 2,891,201,140 | — | ||||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | ($1,059,860 | ) | ($1,059,860 | ) | — | — | |||||||||||||
Forward Foreign Currency Contracts | ($2,746,093 | ) | — | ($2,746,093 | ) | ||||||||||||||
Real Return Bond Trust | |||||||||||||||||||
U.S. Government & Agency Obligations | $ | 110,527,741 | — | $ | 110,527,741 | — | |||||||||||||
Foreign Government Obligations | 15,418,262 | — | 15,418,262 | — | |||||||||||||||
Corporate Bonds | 46,391,173 | — | 46,391,173 | — | |||||||||||||||
Collateralized Mortgage Obligations | 12,648,120 | — | 12,176,720 | $ | 471,400 | ||||||||||||||
Asset Backed Securities | 6,380,673 | — | 4,917,281 | 1,463,392 | |||||||||||||||
Preferred Securities | 636,000 | $ | 636,000 | — | — | ||||||||||||||
Options Purchased | 43,991 | — | 43,991 | — | |||||||||||||||
Short-Term Investments | 4,425,892 | — | 4,425,892 | — | |||||||||||||||
Total Investments in Securities | $ | 196,471,852 | $ | 636,000 | $ | 193,901,060 | $ | 1,934,792 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | $ | 41,047 | $ | 41,047 | — | — | |||||||||||||
Forward Foreign Currency Contracts | ($37,877 | ) | — | ($37,877 | ) | — | |||||||||||||
Written Options | ($249,456 | ) | (6,835 | ) | ($225,956 | ) | ($16,665 | ) | |||||||||||
Interest Rate Swaps | ($85,861 | ) | — | ($85,861 | ) | — | |||||||||||||
Credit Default Swaps | $ | 204,149 | — | $ | 204,149 | — | |||||||||||||
Short Term Government Income Trust | |||||||||||||||||||
U.S. Government & Agency Obligations | $ | 556,391,573 | — | $ | 556,391,573 | — | |||||||||||||
Collateralized Mortgage Obligations | 19,700,895 | — | 19,700,895 | — | |||||||||||||||
Preferred Securities | 178,699 | $ | 178,699 | — | — | ||||||||||||||
Securities Lending Collateral | 5,650,087 | 5,650,087 | — | — | |||||||||||||||
Short-Term Investments | 1,721,000 | — | 1,721,000 | — | |||||||||||||||
Total Investments in Securities | $ | 583,642,254 | $ | 5,828,786 | $ | 577,813,468 | — | ||||||||||||
Strategic Income Opportunities Trust | |||||||||||||||||||
Foreign Government Obligations | $ | 97,212,708 | — | $ | 97,212,708 | — | |||||||||||||
Corporate Bonds | 237,140,191 | — | 223,361,662 | $ | 13,778,529 | ||||||||||||||
Capital Preferred Securities | 6,291,969 | — | 6,047,469 | 244,500 | |||||||||||||||
Convertible Bonds | 13,247,829 | — | 13,247,829 | — | |||||||||||||||
Municipal Bonds | 15,901,033 | — | 15,901,033 | — | |||||||||||||||
Term Loans | 23,382,922 | — | 19,084,422 | 4,298,500 | |||||||||||||||
Collateralized Mortgage Obligations | 18,604,740 | — | 15,529,849 | 3,074,891 | |||||||||||||||
Asset Backed Securities | 2,828,630 | — | 2,544,980 | 283,650 | |||||||||||||||
Common Stocks | 13,162,476 | $ | 12,988,647 | 18,965 | 154,864 | ||||||||||||||
Preferred Securities | 17,177,562 | 16,719,237 | 458,325 | — | |||||||||||||||
Options Purchased | 1,311,051 | — | 1,311,051 | — | |||||||||||||||
Short-Term Investments | 53,175 | — | 53,175 | — | |||||||||||||||
Total Investments in Securities | $ | 446,314,286 | $ | 29,707,884 | $ | 394,771,468 | $ | 21,834,934 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | ($303,717 | ) | ($303,717 | ) | — | — |
| Total Market Value at 6-30-11 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Income Opportunities Trust (continued) | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | 1,205,444 | — | $ | 1,205,444 | — | |||||||||||||
Written Options | ($396,836 | ) | — | ($396,836 | ) | — | |||||||||||||
Total Return Trust | |||||||||||||||||||
U.S. Government & Agency Obligations | $ | 1,126,887,591 | — | $ | 1,126,887,591 | — | |||||||||||||
Foreign Government Obligations | 979,984,071 | — | 979,984,071 | — | |||||||||||||||
Corporate Bonds | 967,262,868 | — | 966,601,368 | $ | 661,500 | ||||||||||||||
Capital Preferred Securities | 25,077,435 | — | 25,077,435 | — | |||||||||||||||
Convertible Bonds | 18,377,000 | — | 18,377,000 | — | |||||||||||||||
Municipal Bonds | 108,588,188 | — | 108,588,188 | — | |||||||||||||||
Term Loans | 8,104,005 | — | 8,104,005 | — | |||||||||||||||
Collateralized Mortgage Obligations | 228,398,630 | — | 217,299,830 | 11,098,800 | |||||||||||||||
Asset Backed Securities | 92,182,001 | — | 90,811,160 | 1,370,841 | |||||||||||||||
Preferred Securities | 8,036,351 | — | — | 8,036,351 | |||||||||||||||
Options Purchased | 280,521 | — | 280,521 | — | |||||||||||||||
Short-Term Investments | 444,776,719 | — | 444,776,719 | — | |||||||||||||||
Total Investments in Securities | $ | 4,007,955,380 | — | $ | 3,986,787,888 | $ | 21,167,492 | ||||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | $ | 13,912,999 | $ | 13,912,999 | — | — | |||||||||||||
Forward Foreign Currency Contracts | ($7,001,000 | ) | — | ($7,001,000 | ) | — | |||||||||||||
Written Options | ($7,709,345 | ) | ($264,038 | ) | ($7,144,647 | ) | ($300,660 | ) | |||||||||||
Interest Rate Swaps | $ | 1,633,761 | — | $ | 1,633,761 | — | |||||||||||||
Credit Default Swaps | $ | 6,877,657 | — | $ | 6,877,657 | — | |||||||||||||
Ultra Short Term Bond Trust | |||||||||||||||||||
U.S. Government & Agency Obligations | $ | 33,930,213 | — | $ | 33,930,213 | — | |||||||||||||
Corporate Bonds | 26,351,353 | — | 26,351,353 | — | |||||||||||||||
Asset Backed Securities | 15,108,087 | — | 14,780,316 | $ | 327,771 | ||||||||||||||
Short-Term Investments | 1,489,223 | — | 1,489,223 | — | |||||||||||||||
Total Investments in Securities | $ | 76,878,876 | — | $ | 76,551,105 | $ | 327,771 |
Active Bond Trust | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Corporate Bonds | Term Loans | Collateralized Mortgage Obligations | Asset Backed Securities | Common Stocks | Preferred Securities | Total | ||||||||||||||||||||||||||||
Balance as of 12-31-10 | $ | 1,682,500 | — | $ | 4,530,768 | $ | 5,334,708 | $ | 90,785 | $ | 1,771,913 | $ | 13,410,674 | |||||||||||||||||||||
Realized gain (loss) | (703,655 | ) | — | — | (7,212,909 | ) | — | — | (7,916,564 | ) | ||||||||||||||||||||||||
Changed in unrealized appreciation (depreciation) | 668,834 | — | 3,898 | 8,543,402 | — | — | 9,216,134 | |||||||||||||||||||||||||||
Purchases | 122,513 | $ | 3,255,000 | 784,370 | 2,328,013 | — | — | 6,489,896 | ||||||||||||||||||||||||||
Sales | (59,109 | ) | — | (27,724 | ) | (5,676,694 | ) | — | — | (5,763,527 | ) | |||||||||||||||||||||||
Transfers into Level 3 | 1 | — | — | — | — | — | 1 | |||||||||||||||||||||||||||
Transfers out of Level 3 | (60,844 | ) | — | — | — | (90,785 | ) | (1,771,913 | ) | (1,923,542 | ) | |||||||||||||||||||||||
Balance as of 6-30-11 | $ | 1,650,240 | $ | 3,255,000 | $ | 5,291,312 | $ | 3,316,520 | — | — | $ | 13,513,072 | ||||||||||||||||||||||
Change in unrealized at period end* | ($38,356 | ) | — | $ | 3,898 | ($9,918 | ) | — | — | ($44,376 | ) |
Core Bond Trust | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. Government & Agency Obligations | Collateralized Mortgage Obligations | Asset Backed Securities | Total | |||||||||||||||||||
Balance as of 12-31-10 | $ | 9,753,018 | $ | 17,284,821 | — | $ | 27,037,839 | |||||||||||||||
Realized gain (loss) | — | 312,959 | 312,959 | |||||||||||||||||||
Changed in unrealized appreciation (depreciation) | 115,774 | 41,450 | $ | 253,811 | 411,035 | |||||||||||||||||
Purchases | (1,175,810 | ) | 4,425,973 | 49,899,122 | 53,149,285 | |||||||||||||||||
Sales | (5,173,000 | ) | (7,987,530 | ) | (13,160,530 | ) | ||||||||||||||||
Transfers into Level 3 | — | — | ||||||||||||||||||||
Transfers out of Level 3 | — | (7,994,045 | ) | (7,994,045 | ) | |||||||||||||||||
Balance as of 6-30-11 | $ | 3,519,982 | $ | 6,083,628 | $ | 50,152,933 | $ | 59,756,543 | ||||||||||||||
Change in unrealized at period end* | $ | 74,857 | $ | 179,763 | $ | 253,811 | $ | 508,431 |
Global Bond Trust | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Corporate Bonds | Asset Backed Securities | Preferred Securities | Options Purchased | Total | Written Options | Swaps | ||||||||||||||||||||||||||||
Balance as of 12-31-10 | $ | 1,596,825 | $ | 7,116,476 | $ | 1,786,828 | — | $ | 10,500,129 | — | — | |||||||||||||||||||||||
Realized gain (loss) | (203,881 | ) | 8,020 | — | — | (195,861 | ) | — | — | |||||||||||||||||||||||||
Changed in unrealized appreciation (depreciation) | 199,787 | 483,879 | 146,484 | ($1,377 | ) | 828,773 | $ | 33,961 | ($319,078 | ) | ||||||||||||||||||||||||
Purchases | 1,952,132 | 9,785,988 | — | 1,406 | 11,739,526 | (69,638 | ) | (4,008 | ) | |||||||||||||||||||||||||
Sales | (1,554,420 | ) | (344,283 | ) | — | — | (1,898,703 | ) | — | — | ||||||||||||||||||||||||
Transfers into Level 3 | — | — | — | — | — | — | — | |||||||||||||||||||||||||||
Transfers out of Level 3 | — | (2,817,380 | ) | — | — | (2,817,380 | ) | — | — | |||||||||||||||||||||||||
Balance as of 6-30-11 | $ | 1,990,443 | $ | 14,232,700 | $ | 1,933,312 | $ | 29 | $ | 18,156,484 | ($35,677 | ) | ($323,086 | ) | ||||||||||||||||||||
Change in unrealized at period end* | $ | 34,504 | $ | 483,879 | $ | 146,484 | ($1,377 | ) | $ | 663,490 | $ | 33,961 | ($319,078 | ) |
High Yield Trust | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Foreign Government Obligations | Corporate Bonds | Term Loans | Common Stocks | Preferred Securities | Warrants | Total | ||||||||||||||||||||||||||
Balance as of 12-31-10 | $ | 89,960 | $ | 154,700 | $ | 9,897 | — | $ | 101,280 | $ | 256,114 | $ | 611,951 | |||||||||||||||||||
Realized gain (loss) | — | 587,541 | 21 | — | — | — | 587,562 | |||||||||||||||||||||||||
Changed in unrealized appreciation (depreciation) | 4,325 | (55,403 | ) | (21 | ) | ($1,543,590 | ) | 4,220 | (52,989 | ) | (1,643,458 | ) | ||||||||||||||||||||
Purchases | — | 1,429,910 | 7,441,406 | 6,188,953 | — | — | 15,060,269 | |||||||||||||||||||||||||
Sales | — | (587,541 | ) | (7,441,406 | ) | — | — | — | (8,028,947 | ) | ||||||||||||||||||||||
Transfers into Level 3 | — | — | — | — | — | — | — | |||||||||||||||||||||||||
Transfers out of Level 3 | — | (154,700 | ) | — | — | — | — | (154,700 | ) | |||||||||||||||||||||||
Balance as of 6-30-11 | $ | 94,285 | $ | 1,374,507 | $ | 9,897 | $ | 4,645,363 | $ | 105,500 | $ | 203,125 | $ | 6,432,677 | ||||||||||||||||||
Change in unrealized at period end* | $ | 4,325 | ($55,403 | ) | ($3,941,720 | ) | 340,409 | $ | 4,220 | ($52,989 | ) | ($3,701,158 | ) |
Real Return Bond Trust | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Collateralized Mortgage Obligations | Asset Backed Securities | Total | Written Options | |||||||||||||||||||
Balance as of 12-31-10 | $ | 797,283 | $ | 1,808,486 | $ | 2,605,769 | — | |||||||||||||||
Realized gain (loss) | — | (84,449 | ) | (84,449 | ) | — | ||||||||||||||||
Changed in unrealized appreciation (depreciation) | 1,920 | 141,355 | 143,275 | $ | 29,354 | |||||||||||||||||
Purchases | 471,822 | 864,261 | 1,336,083 | — | ||||||||||||||||||
Sales | (500,000 | ) | (650,261 | ) | (1,150,261 | ) | — | |||||||||||||||
Transfers into Level 3 | — | — | — | (46,019 | ) | |||||||||||||||||
Transfers out of Level 3 | (299,625 | ) | (616,000 | ) | (915,625 | ) | — | |||||||||||||||
Balance as of 6-30-11 | $ | 471,400 | $ | 1,463,392 | $ | 1,934,792 | ($16,665 | ) | ||||||||||||||
Change in unrealized at period end* | ($514 | ) | $ | 70,101 | $ | 69,587 | $ | 29,354 |
Strategic Income Opportunities Trust | ||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Corporate Bonds | Capital Preferred Securities | Term Loans | Collateralized Mortgage Obligations | Asset Backed Securities | Common Stocks | Preferred Securities | Total | |||||||||||||||||||||||||||||
Balance as of 12-31-10 | $ | 12,362,473 | — | — | $ | 2,736,293 | $ | 890,068 | $ | 194,822 | $ | 675,747 | $ | 16,859,403 | ||||||||||||||||||||||
Realized gain (loss) | (1,844,359 | ) | — | — | — | — | — | — | (1,844,359 | ) | ||||||||||||||||||||||||||
Changed in unrealized appreciation (depreciation) | 1,893,472 | ($3,000 | ) | ($121,361 | ) | 37,508 | (8,006 | ) | (10,212 | ) | — | 1,788,401 | ||||||||||||||||||||||||
Purchases | 5,004,118 | 247,500 | 4,419,861 | 315,965 | 291,656 | — | — | 10,279,100 | ||||||||||||||||||||||||||||
Sales | (3,117,036 | ) | — | — | (14,875 | ) | — | — | — | (3,131,911 | ) | |||||||||||||||||||||||||
Transfers into Level 3 | 11 | — | — | — | — | — | — | 11 | ||||||||||||||||||||||||||||
Transfers out of Level 3 | (520,150 | ) | — | — | — | (890,068 | ) | (29,746 | ) | (675,747 | ) | (2,115,711 | ) | |||||||||||||||||||||||
Balance as of 6-30-11 | $ | 13,778,529 | $ | 244,500 | $ | 4,298,500 | $ | 3,074,891 | $ | 283,650 | $ | 154,864 | — | $ | 21,834,934 | |||||||||||||||||||||
Change in unrealized at period end* | ($50,165 | ) | ($3,435 | ) | (121,361 | ) | $ | 37,508 | ($8,218 | ) | ($10,212 | ) | — | ($155,883 | ) |
* | Change in unrealized appreciation (depreciation) attributable to level 3 securities held at the period end. |
is generally determined and the close of the NYSE. During significant market events, these securities will be valued at fair value, as determined in good faith, following procedures established by the Board of Trustees. The Trust may use a fair valuation model to value non-U.S. securities in order to adjust for events which may occur between the close of foreign exchanges and the close of the NYSE.
in value. The Portfolio may receive compensation for lending its securities by retaining a portion of the return on the investment of the collateral and compensation from fees earned from borrowers of the securities. Income received from JHCIT is a component of securities lending income as recorded on the Statement of Operations.
CAPITAL LOSS CARRYFORWARDS EXPIRING AT DECEMBER 31 | |||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PORTFOLIO | | 2011 | | 2012 | | 2013 | | 2014 | | 2015 | | 2016 | | 2017 | | 2018 | |||||||||||||||||||
Active Bond Trust | — | — | — | — | — | — | $ | 9,673,113 | — | ||||||||||||||||||||||||||
Global Bond Trust | — | — | — | — | — | — | 37,994,566 | — | |||||||||||||||||||||||||||
High Yield Trust | $ | 21,039,147 | — | — | $ | 6,065,748 | — | $ | 85,323,973 | 217,452,219 | — | ||||||||||||||||||||||||
Income Trust | — | — | — | — | $ | 64,386 | 32,447,294 | 30,421,084 | $ | 7,902,499 | |||||||||||||||||||||||||
Investment Quality Bond Trust | 2,513,599 | $ | 413,477 | — | 1,807,662 | — | 8,251,460 | 6,657,180 | — | ||||||||||||||||||||||||||
Real Return Bond Trust | — | — | — | — | — | — | 39,674,662 | 3,252,860 | |||||||||||||||||||||||||||
Short Term Government Income Trust * | 1,091,820 | 3,171,452 | $ | 841,336 | 1,762,463 | 6,266,872 | — | 49,933,390 | — | ||||||||||||||||||||||||||
Strategic Income Opportunities Trust * | — | — | 2,332,326 | 2,558,125 | — | 45,903,299 | 29,809,523 | — | |||||||||||||||||||||||||||
Ultra Short Term Bond Trust | — | — | — | — | — | — | — | 59,426 |
* | Availability of a certain amount of the loss carryforwards, which were acquired in a merger, may be limited in a given year. |
Portfolio | | Aggregate Cost | | Unrealized Appreciation | | Unrealized (Depreciation) | | Net Unrealized Appreciation/ (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Active Bond Trust | $ | 1,413,837,690 | $ | 79,248,457 | ($60,016,816 | ) | $ | 19,231,641 | ||||||||||
Bond Trust | 5,476,741,754 | 77,353,084 | (33,209,203 | ) | 44,143,881 | |||||||||||||
Bond PS Series | 24,724,777 | 62,986 | (191,470 | ) | (128,484 | ) | ||||||||||||
Core Bond Trust | 2,116,783,906 | 14,261,061 | (8,196,037 | ) | 6,065,024 | |||||||||||||
Global Bond Trust | 1,067,891,889 | 46,006,234 | (30,487,777 | ) | 15,518,457 | |||||||||||||
High Yield Trust | 270,007,071 | 15,912,862 | (35,374,079 | ) | (19,461,217 | ) | ||||||||||||
Income Trust | 464,832,299 | 46,913,463 | (40,738,048 | ) | 6,175,415 | |||||||||||||
Investment Quality Bond Trust | 410,954,958 | 19,246,616 | (1,928,642 | ) | 17,317,974 | |||||||||||||
New Income Trust | 2,887,901,356 | 76,954,346 | (9,132,917 | ) | 67,821,429 | |||||||||||||
Real Return Bond Trust | 195,905,778 | 1,249,239 | (683,165 | ) | 566,074 | |||||||||||||
Short Term Government Income Trust | 579,224,449 | 7,934,778 | (3,516,973 | ) | 4,417,805 | |||||||||||||
Strategic Income Opportunities Trust | 418,994,775 | 42,385,257 | (15,065,746 | ) | 27,319,511 | |||||||||||||
Total Return Trust | 3,953,568,977 | 100,890,734 | (46,504,331 | ) | 54,386,403 | |||||||||||||
Ultra Short Term Bond Trust | 77,405,034 | 38,602 | (564,760 | ) | (526,158 | ) |
Capital accounts within financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Temporary book-tax differences, if any, will reverse in a subsequent period. Book-tax differences are primarily attributable to defaulted bonds, foreign currency transactions, expiration of capital loss carryforwards, derivative transactions, amortization and accretion on debt securities, merger related transactions, straddle loss deferrals, wash sale loss deferrals, tender offer reclasses, Treasury Inflation Protected Securities and start up costs.
PORTFOLIO | | OPEN CONTRACTS | | NUMBER OF CONTRACTS | | POSITION | | EXPIRATION DATE | | VALUE | | UNREALIZED APPRECIATION (DEPRECIATION) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Active Bond Trust | U.S. Treasury 30-Year Bond Futures | 35 | Long | Sep 2011 | $ | 4,306,094 | ($33,458 | ) | |||||||||||||||||||
U.S. Treasury Ultra Long Bond Futures | 29 | Long | Sep 2011 | 3,661,250 | (67,419 | ) | |||||||||||||||||||||
U.S. Treasury 5-Year Note Futures | 95 | Short | Sep 2011 | (11,323,555 | ) | (73,745 | ) | ||||||||||||||||||||
U.S. Treasury 10-Year Note Futures | 75 | Short | Sep 2011 | (9,174,609 | ) | 48,171 | |||||||||||||||||||||
($126,451 | ) | ||||||||||||||||||||||||||
PORTFOLIO | | OPEN CONTRACTS | | NUMBER OF CONTRACTS | | POSITION | | EXPIRATION DATE | | VALUE | | UNREALIZED APPRECIATION (DEPRECIATION) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Bond Trust | U.S. Treasury 30-Year Bond Futures | 197 | Long | Sep 2011 | $ | 24,237,156 | ($188,323 | ) | |||||||||||||||||||
U.S. Treasury Ultra Long Bond Futures | 240 | Long | Sep 2011 | 30,300,000 | (557,965 | ) | |||||||||||||||||||||
U.S. Treasury 5-Year Note Futures | 550 | Short | Sep 2011 | (65,557,422 | ) | (426,947 | ) | ||||||||||||||||||||
U.S. Treasury 10-Year Note Futures | 1,395 | Short | Sep 2011 | (170,647,734 | ) | (24,848 | ) | ||||||||||||||||||||
($1,198,083 | ) | ||||||||||||||||||||||||||
PORTFOLIO | | OPEN CONTRACTS | | NUMBER OF CONTRACTS | | POSITION | | EXPIRATION DATE | | VALUE | | UNREALIZED APPRECIATION (DEPRECIATION) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Bond PS Series | U.S. Treasury Ultra Long Bond Futures | 1 | Long | Sep 2011 | $ | 126,250 | ($2,325 | ) | |||||||||||||||||||
U.S. Treasury 10-Year Note Futures | 16 | Short | Sep 2011 | (1,957,250 | ) | (11,110 | ) | ||||||||||||||||||||
($13,435 | ) | ||||||||||||||||||||||||||
PORTFOLIO | | OPEN CONTRACTS | | NUMBER OF CONTRACTS | | POSITION | | EXPIRATION DATE | | VALUE | | UNREALIZED APPRECIATION (DEPRECIATION) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | 5-Year German Euro-BOBL Futures | 66 | Long | Aug 2011 | $ | 479 | — | ||||||||||||||||||||
5-Year German Euro-BOBL Futures | 73 | Long | Aug 2011 | 529 | ($90 | ) | |||||||||||||||||||||
5-Year German Euro-BOBL Futures | 654 | Long | Sep 2011 | 110,564,224 | (64,693 | ) | |||||||||||||||||||||
10-Year German Euro-BUND Futures | 104 | Long | Aug 2011 | 1,508 | (128 | ) | |||||||||||||||||||||
10-Year German Euro-BUND Futures | 1,010 | Long | Sep 2011 | 183,784,427 | 351,373 | ||||||||||||||||||||||
10-Year Government of Canada Bond Futures | 194 | Long | Sep 2011 | 24,940,702 | 8,660 | ||||||||||||||||||||||
10-Year Government of Japan Bond Futures | 10 | Long | Sep 2011 | 17,519,409 | 58,338 | ||||||||||||||||||||||
EUX APUT Euro-BOBL Futures | 130 | Long | Aug 2011 | 943 | (424 | ) | |||||||||||||||||||||
EUX APUT Euro-BUND Futures | 57 | Long | Aug 2011 | 827 | (70 | ) | |||||||||||||||||||||
U.K. Long Gilt Bond Futures | 160 | Long | Sep 2011 | 30,853,577 | 30,622 | ||||||||||||||||||||||
U.S. Treasury 10-Year Note Futures | 69 | Long | Sep 2011 | 8,440,641 | (28,106 | ) | |||||||||||||||||||||
$ | 355,482 | ||||||||||||||||||||||||||
PORTFOLIO | | OPEN CONTRACTS | | NUMBER OF CONTRACTS | | POSITION | | EXPIRATION DATE | | VALUE | | UNREALIZED APPRECIATION (DEPRECIATION) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
High Yield Trust | U.S. Treasury Long-Term Bond Futures | 49 | Long | Sep 2011 | $ | 6,186,250 | ($53,589 | ) | |||||||||||||||||||
U.S. Treasury 5-Year Note Futures | 216 | Short | Sep 2011 | (25,746,188 | ) | (168,546 | ) | ||||||||||||||||||||
($222,135 | ) | ||||||||||||||||||||||||||
PORTFOLIO | | OPEN CONTRACTS | | NUMBER OF CONTRACTS | | POSITION | | EXPIRATION DATE | | VALUE | | UNREALIZED APPRECIATION (DEPRECIATION) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investment Quality Bond Trust | German Euro BOBL Futures | 78 | Long | Sep 2011 | $ | 13,186,559 | ($45,277 | ) | ||||||||||||||||||
U.K. Long Gilt Bond Futures | 51 | Long | Sep 2011 | 9,834,578 | (44,258 | ) | ||||||||||||||||||||
U.S. Treasury 2-Year Note Futures | 72 | Long | Sep 2011 | 15,792,750 | 35,826 | |||||||||||||||||||||
U.S. Treasury 5-Year Note Futures | 203 | Long | Sep 2011 | 24,196,649 | (3,221 | ) | ||||||||||||||||||||
U.S. Treasury Ultra Long Bond Futures | 15 | Long | Sep 2011 | 1,893,750 | (39,737 | ) | ||||||||||||||||||||
10-Year Australian Treasury Bond Futures | 22 | Short | Sep 2011 | (2,502,534 | ) | (1,005 | ) | |||||||||||||||||||
10-Year Canadian Government Bond Futures | 39 | Short | Sep 2011 | (5,013,852 | ) | 13,184 | ||||||||||||||||||||
U.S. Treasury 10-Year Note Futures | 177 | Short | Sep 2011 | (21,652,078 | ) | (113,333 | ) |
PORTFOLIO | | OPEN CONTRACTS | | NUMBER OF CONTRACTS | | POSITION | | EXPIRATION DATE | | VALUE | | UNREALIZED APPRECIATION (DEPRECIATION) | ||||||||||||||
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